Citi Group Risk Policy Senior Officer 

United States, Florida, Fort Lauderdale 

650781116

Duties: Review and challenge CCAR model forecasting results. Lead overlays operational processes for CCAR/QMMF and CECL cycles. Coordinate CCAR/QMMF overlay proposals from model sponsors and work with Model Risk management and Independent Risk model oversight teams for application and review of overlays. Implement model overlay policies and guidelines for CCAR/QMMF processes. Review and challenge overlays proposed for application within CCAR/QMMF cycles. Establish processes to facilitate automation, including reconciliation reports and other documentation to support senior management reviews and approvals for CCAR/QMMF Overlays. Collect overlay methodology documents for model sponsor proposed overlays in CCAR/QMMF cycles. Responsible for preparation of consolidated overlay summary file as required by Model risk management policy for approvals. Coordinate macro variable sensitivity analysis processes for the CCAR Retail workstream. Establish and maintain controls for Overlays reconciliation and macro variable sensitivity process. Prepare senior management reports for model results, overlay and sensitivity analysis.

Requirements: Bachelor’s degree, or foreign equivalent, in Economics, Finance, Statistics, or a related field, and four (4) years of experience in the job offered or in a related occupation. Two (2) years of experience must include: Working in CCAR/CECL regulatory reporting; Utilizing specialized knowledge on Federal Reserve Board (FRB) Regulatory Requirements (FR Y-14 / Y-9C) Reporting, Policies, Analytics, Governance, and Control to assess the capital adequacy of a financial institution and to support supervisory stress test models and its continuous monitoring efforts; Reviewing and challenging CCAR and Stress Testing results, workstream adjustments, and qualitative modeling approaches; Handling loss forecasting models development, validation, and overlays determination; Performing econometric and statistical modeling to develop, implement, and monitor elements of a financial institution’s Risk and Control environment; Working with in-business risk or independent risk management functions; Managing report consolidation and building Management Information Systems (MIS); Managing complex projects with diverse stakeholders; and Conducting portfolio reviews leveraging in-depth knowledge of the industry, market trends and competitive landscape to anticipate potential changes that could impact losses. 40 hrs./wk. Applicants submit resumes at . Please reference Job ID #24733847. EO Employer.

Wage Range: $169,356.00 to $191,316.39

Anticipated Posting Close Date:

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