Citi Group Macroeconomic Stress Tests Expert 

United States, Indiana 

244745838

What you will be doing

• Participate in the end-to-end process of macroeconomic scenario design and expansion for ICAAP and regulatory purposes. These include among others: conducting research to propose a range of possible scenario concepts, preparing scenario narratives, and forecasting economic and financial time series under these hypothetical scenarios
• Develop/maintain models that expand stress paths of core variables to all other variables required by stress loss models
• Document and validate models as well as perform ongoing model maintenance to comply with the model risk management policies and procedures
• Monitor model output, perform ad-hoc analysis as needed: address model limitations, etc.
• Communicate the model forecasts and stress scenarios to the key stakeholders and support them in assessing their implications
• Monitoring economic activity, monetary policy, and fiscal policy in specific region(s)

What we need from you

• Significant experience in economic research, model development, as well as forecasting economic and financial variables
• Familiarity with the stress testing programs governance framework (model risk management, ICAAP)
• Familiarity with Python or R programming languages
• Previous experience in a role requiring presenting the data visually to senior management and stakeholders
• Background in graduate level time series analysis, macroeconomics, and financial markets.
• Excellent verbal and written communication skills
• Master’s degree in Economics, Econometrics, Statistics, Quantitative Methods or equivalent

What we offer

• Working in an international environment in one of the greatest financial institutions worldwide
• An enjoyable and challenging learning path, which leads to a deep understanding of Citi’s products and services
• Competitive salary and social benefits (medical care, multisport, life insurance, award-winning pension plan, holiday allowance, hybrid work model, paternity/maternity scheme, award/recognition system, very lucrative employee referral program, and other)
• Consideration for a yearly bonus
• International projects in a culturally diverse and dynamic environment as well as learning top quality organizational culture
• A supportive workplace for professionals returning to the office from childcare leave
• Abundance of internal job opportunities locally and globally

Time Type:

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