Citi Group PPNR Model Development Lead Director FP & Sr Group Manager 

United States, New York, New York 

871643095

This role manages a modeling team within Citi’s Corporate Financial Planning and Analysis (FP&A) that is responsible for:

• Developing, implementing, and maintaining models that support Balance Sheet and Income Statement forecasting.
• These models are used by Citi’s Business and Finance teams to support their Planning processes, including in the use of the bank’s CCAR PPNR process.
• These models are also used by Citi’s Treasury function in the management of the bank’s interest rate risk.
• The common structure of these models is that they forecast Citi’s Balance Sheet and Income Statement conditional on projections of economic environment scenarios.
• In addition, the team supports broader FP&A quantitative analytical needs.

The candidate’s job responsibilities include:

• Manage a team of quantitative modelers that develop models for the forecasting of Citi’s Balance Sheet and Income Statement, for use in Citi’s business planning processes, risk management processes, and for regulatory-based stress testing processes.
• Drive the strategic modeling approach taken for the forecasting models, for use in Citi’s business planning processes, risk management processes, and for regulatory-based stress testing processes.
• Drive strong partnership with Citi's business leaders during the development, implementation, and use of the forecasting models, ensuring appropriate design and use.
• Drive strong partnership with Citi’s CFO and FP&A teams to ensure developed models support operating and strategic planning processes.
• Drive strong partnership with Citi’s Risk teams to ensure developed models support risk management processes.
• Drive strong partnership with Citi’s Operations and Technology team to ensure timely, efficient, and accurate implementation of developed models.
• Ensure appropriate documentation of all models for use during reviews with senior management, model validation, Citi’s business and functional teams, internal/external audit, and regulatory agencies (e.g., Fed, OCC, FDIC)

Qualifications:

• Minimum 10 years of modeling experience related to the development, maintenance, or use of quantitative models.
• Experience managing a team of quantitative modelers.
• Product expertise across Citi's businesses
• Understanding of the regulatory environment a banking business operates (e.g., RWA requirements, CCAR requirements, GSIB requirements) and the implications for strategic positioning of Citi's businesses.
• Experience managing complex end-to-end model projects (business requirements, data capture, model design, build, validation, implementation, and use)
• Excellent communication and interpersonal skills to facilitate collaboration with colleagues at all levels across Citi.
• Experience developing models in a regulated environment (e.g., Fed, OCC, FDIC) preferred.
• Undergraduate degree required in relevant field. Advanced degree in quantitative discipline (e.g., Statistics, Economics, Finance) preferred.
• Excellent project management skills

Anticipated Posting Close Date:

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