Citi Group Model/Analysis/Validation Senior Analyst 

United States, Texas, Irving 

703370975

Duties: Develop quantitative techniques and Climate Risk models to inform Climate Modeling Analytics team (CMA) on assessment of Transition Risk. Collaborate with First Line of Defense (1LOD) and Second Line of Defense (2LOD) as needed for application of climate models that meets their needs and requirements. Determine which climate data sources, data verification processes and data ingestion protocols are required to support models that CMA team develops. Provide analytics and sensitivity/attribution reports to senior bankers to explain results of Transition Risk climate model output in Wholesale Credit space on specific clients and obligors. Use Python, R, Fortran, Linux, SQL, C++, and Java to implement Climate Risk model code into existing Quantitative Risk Library (QRL) implementation. Write frameworks, procedures and testing protocols to ensure implementation of Climate Risk model code in QRL library is in accordance with best practices in industry. Participate in writing, review, issuance and maintenance of technical documentation related to model implementation and output. Develop models to assess impacts of climate change to bank, its portfolios, activities and clients and for providing recommendations on modeling approaches for estimating stress testing (transitional and physical), with focus on portfolio credit losses and integration of business/net-zero strategies. Develop models for translating regulatory and endogenously generated climate scenarios into impacts that can be used to feed current framework of models used for calculation of Stress Losses including: Probabilities of Defaults; Likelihoods of Second and Third order contagion and network-related effects. Provide traceability of results and clear narrative of drivers for tail events. Conduct model development, data analysis, validation documentation, implementation, and model testing. Integrate Enterprise Scenario Climate Scenarios into climate modeling framework. Conduct periodic stress testing activities and the ad-hoc stress testing activities, as they pertain to climate models. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Bachelor’s degree, or foreign equivalent, in Science, Technology, Engineering (any), Mathematics or a related field and 3 years of progressive post-baccalaureate experience as an Advisor, Analyst, Modeler, Project Associate, Sustainability Specialist or related position involving climate risk model development. 3 years of experience must include: Climate risk modeling; Climate framework model development; Data analysis; SQL; Climate change factors research and analysis; Climate data coding and implementation; and Climate dashboard design and visualization. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #24777404. EO Employer.

Wage Range: $112,728 to $130,000

Anticipated Posting Close Date:

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