Citi Group ICAAP Economic Forecasting Manager 

Poland, Masovian Voivodeship, Warsaw 

865344331

Responsibilities:

• Participate in the end-to-end process of ICAAP macroeconomic scenario design, including conducting research to come up with a range of possible scenario concepts, preparing the scenario narrative and forecasting macroeconomic series under the scenarios.
• Take part in the ICAAP macro scenario design related meetings.
• Develop models to expand enterprise scenario designs to all variables required by downstream models in EMEA, APAC and other regions.
• Document models and perform ongoing model maintenance to comply with the firm’s model risk management policy.
• Work with model implementation team to facilitate production run.
• Monitor model output and perform ad hoc analysis as needed.
• The role requires the candidate to employ great communication skills to signal to key stakeholders the results of their forecast and its implication to the broader regulatory initiative.

Qualifications:

• Experience in developing scenario narratives and expansion for ICAAP stress tests for internal and economic capital requirements.
• Extensive experience with economic research and model development experience in forecasting economic and financial variables.
• Expertise in macro-economic analysis, forecasting.
• Familiar with CCAR, CECL and ICAAP stress testing scenarios.
• Expertise in macro-economic scenario review and narratives and determine optimal set of macro/finance risk drivers, the respective forecast and forecast density.
• Excellent verbal and written communication skills. Candidates must have experiences in Python, R, Stata, or SAS programming environment.
• Previous experience in a role requiring managing/analyzing large data sets and presenting the data visually to senior management is highly desired.
• Masters’ degree or equivalent experience in Economics, Econometrics, mathematics, statistics equivalent. PhD degree is preferred.

We offer:

• Competitive salary & social benefits (e.g. private healthcare care, Benefit System, life insurance).
• Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success.
• A great environment for learning new technology and tools, online and instructor led training opportunities.
• Working in a friendly, dynamic and multinational environment.
• Opportunity to have an influence on the way you perform your tasks - our teams are constantly looking for new and better ways and we encourage all improvement ideas.
• A chance to make a difference with various affinity networks and charity initiatives.

Time Type:

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