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Citi Group Model/Anlys/Valid Sr Analyst - C12 MUMBAI 
Malaysia, Penang, George Town 
932923706

29.08.2024
  • Group Responsibilities :

    The modeling team within Citigroup’s Corporate Financial Planning and Analysis team is responsible for:

  • Developing, implementing, and maintain the models that support Citi’s Balance Sheet and Income Statement forecasting.

  • These models are used by Citi’s Business and Finance teams to support their Planning processes and are used directly as forecasting tools for the bank’s CCAR PPNR processes.

  • These models are also used by Citi’s Interest Rate Risk Management function, including supporting the Funds Transfer Pricing framework in the management of the bank’s interest rate risk.

  • The common structure of these models is that they translate projections of economic environment scenarios into forecasts for Citi’s Balance Sheet and Income Statement.

  • In addition, the team supports broader Treasury ALM quantitative analytical needs.

  • The candidate’s job responsibilities include:

  • Develop statistical models for the forecasting of Citi’s Balance Sheet and Income Statement, for use in Citi’s business planning processes, risk management processes, and for regulatory-based stress testing processes.

  • Develop models such that the model can translate macroeconomic and financial market indicators into scenario-based forecasts.

  • Fully document all developed models for use during reviews with senior management, model validation, Citi’s business and functional teams, internal/external audit, and regulatory agencies (e.g., Fed, OCC, FDIC)

  • Partner with Citi’s business leaders such that the development, implementation, and use of developed forecasting models, ensures the appropriate design and use.

  • Maintain models inline with Model Risk Management Policy

  • Redevelop models as needed.

  • Partner with Citi’s Operations and Technology team to ensure timely, efficient, and accurate implementation of developed models.

  • Qualifications:

  • Minimum 5 years of experience in developing advanced statistical models for use in a financial institution setting.

  • Advanced degree in quantitative discipline (e.g., Statistics, Economics, Finance), Ph.D. preferred.

  • Proven track record of successful independent model development, with proven track record of successful interaction with business stakeholders, internal model risk management and audit, and external regulators.

  • Experience participating in complex end-to-end model development projects (business requirements, data capture, model design, build, validation, implementation, and use).

  • Experience with developing PPNR models. Eagerness to learn about the relationship between the economic environment and the balance sheet/income statement.

  • Expert programming skills to develop statistical models in Python.

  • Intermediate SQL knowledge.

  • Experience developing models in a regulated environment (e.g., Fed, OCC, FDIC) preferred.

  • Excellent communication and interpersonal skills to allow collaboration with Citi colleagues.

  • Proven track record of successfully migrating models from development through production implementation.

Risk ManagementRisk Analytics, Modeling, and Validation


Time Type:

Full time

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