Citi Group SVP Model/Anlys/Valid Sr Officer Hybrid 

United States, Texas, Irving 

43919133

Responsibilities:

• Develop/enhance/maintain stress loss usage (SLU) forecast methodology for Citi’s top of the house risk appetite limits including both Market and Credit Risk pools
• Engage with key stakeholders from Business, Risk, Finance, and Enterprise risk appetite limit teams to support their needs
• Establish sound governance and framework around SLU forecast to ensure proper linkage between risk management and Citi’s financial and strategic planning
• Partner with risk reporting, technology and other relevant parties to implement changes and continue improving system and infrastructure around stress loss usage forecast
• Develop models and oversee model development, model performance tracking, validation, and deployment efforts. Ensures the compliance of development and validation of models with respect to internal and external guidelines.
• Advances Risk Management methodology and integrate models into business decisions and planning.
• Lead SLU forecast for QMMF and annual planning.
• Works with large datasets and complex algorithms to solve data science challenges.
• Provide leadership and guidance for junior members.

Qualifications:

• 10+ years' experience
• Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or application risk scoring.
• Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.
• Experience with analytical or data manipulation tools (e.g. Python, SAS, SQL, R, C Programming in UNIX) Proficient with MS Office suite.
• Ability to deliver compelling presentations and influence executive audiences.
• Excellent communicator: ability to engage and inspire team forward.
• Ability to drive innovation via thought leadership while maintaining end-to-end view.
• Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators.

Education:

• Bachelor’s/University degree or equivalent experience, potentially Masters degree
• Master Preferred

Anticipated Posting Close Date:

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