Citi Group SVP Model/Analyst/Valid Sr Officer - C14 Hybrid 

United States, Texas, Irving 

647617414

Responsibilities:

• • Oversee the end-to-end process of RST 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

  • Represent ESD team at the RST scenario design related meetings

  • Develop models to expand enterprise RST scenarios to all variables required by downstream models

  • 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

  • Communicate results to diverse audiences

  • Provide guidance to junior modelers as and when necessary.

  • Represent the bank in interactions with regulatory agencies, as required.

Qualifications:

• 10+ years of economic research and model development experience in forecasting economic and financial variables

• Experienced in building macroeconomic forecasting models

• Familiar with CCAR/CECL scenarios

• Experience of working with large data sets

• Proficiency in a statistical software package (e.g. Python/R/Stata/Matlab) or similar preferred

• Exceptionally detail-oriented with the ability to synthesize large amounts of data and various viewpoints, summarize key concepts, and clearly articulate relevant conclusions

• Ability to deliver in tight deadlines

• Inquisitive nature, strong quantitative, analytical, and problem-solving skills

• Demonstrated project management and organizational skills and capability to handle multiple projects at one time

•Masters’ degree or equivalent experience, preferred PhD degree

Anticipated Posting Close Date:

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