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Duties: Manage and maintain financial/loss models used to build various subcomponents of loss forecast. Evaluate loss forecast model methodologies, monitor portfolio performance metrics, and synthesize analysis for presentation to management. Work closely with Governance and Model Risk Management to ensure adherence to policy requirements. Create, review, and share critical business decks for leadership and global policy. Utilize Statistical Analysis System (SAS) in a UNIX environment to perform risk, financial, and data analyses including profiling, sampling, forecasting, and due diligence. Prepare risk management presentations that include analytics on expected portfolio performance and areas of potential risk and/or opportunity. Act as SME to senior stakeholders and other team members. Ensure compliance with risk governance framework and adherence to policies and standards, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing, and reporting control issues with transparency and present findings to auditors and management. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.
Requirements: Bachelor’s degree, or foreign equivalent, in Mathematics, Actuarial Science, Statistics, Economics, or a related quantitative field, and three (3) years of experience providing risk management within the financial services industry. Three (3) years of experience must include: Ensuring models provide rational and logical output by developing challenges to models and providing support to address key modeling issues including identification, management, and mitigation of model risk; Evaluating adequacy of reserves based on outstanding exposures and underlying credit risks and assessing macroeconomic scenarios; Executing portfolio monitoring activities including ongoing review of key risk metrics, identifying trends and data quality issues, and engaging with stakeholders for remediation; Providing analytical support on qualitative and quantitative issues, and modeling, developing, and performing financial and risk analysis that addresses concerns and issues related to future conditions and impacts on lifetime expected losses; and Utilizing Excel, SAS, Essbase, and SQL to aggregate detailed financial data from disparate data sources, visualize portfolios and model data, and perform portfolio analytics techniques. 40 hrs./wk. Applicants submit resumes at . Please reference Job ID # 25826571. EO Employer.
Wage Range: $141,900 to $171,621.90/year
Full timeWilmington Delaware United States
Anticipated Posting Close Date:
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