Citi Group Head Climate Risk / Model Validation Sr Group Mgr - C15 Hybrid 

United States, New York, New York 

463796959

Key responsibilities:

• Develop a framework to aggregate data, models, libraries and implementation tools based on best industry practices and regulatory guidance
• Take a leading role in ensuring that the modeling framework is aligned to best practices for climate risk modeling and stress testing
• Communicate key aspects of climate modeling to various stakeholders, including senior management, auditors and regulators
• Engage on a regular basis with approval and governance functions and users of climate models
• Engage with the Model Risk Management to ensure that new approaches and methodologies are well-understood and ready for validation
• Work with the enterprise scenario teams to integrate climate scenarios into the climate modeling framework
• Work closely with implementation teams to implement the framework within the existing model development library infrastructure
• Collaborate with stakeholders and support periodic and idiosyncratic stress testing activities, as they pertain to climate models
• Collaborate with 1LOD and 2LOD as needed for application of climate models to their needs and requirements

Qualifications:

• Advanced degree in Environmental or Life Sciences, Economics, Finance, Science or Engineering with appropriate experience in climate risk and credit risk modeling is required
• Deep understanding of climate change/climate risk, stress testing, macroeconomic data analytics, advanced modeling, model validation and quantitative methodologies is required 10yrs+ experience in advanced risk modeling or equivalent experience
• Proven experience in climate change/climate risk or related field
• Proven experience in regulatory climate risk exercises and regulation
• Proven ability to manage a team of model developers, and attract and retain talent
• Excellent verbal and written communication skills, ideally with technical documentation/academic publications/research papers or relevant experience designing, documenting and implementing advanced climate and credit risk models

Anticipated Posting Close Date:

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