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Citi Group SVP Climate Risk Model Developer Hybrid 
United States, District of Columbia, Washington 
937225153

30.08.2024

Key responsibilities:

  • Develop methodologies for aggregating data, models, libraries and implementation tools based on best industry practices and regulatory guidance
  • Take a leading role in ensuring that the modeling framework is aligned to best practices for climate risk modeling and stress testing
  • Communicate key aspects of climate modeling to various stakeholders, including management, business partners, auditors and regulators
  • Support governance functions and users of climate models
  • Engage with the Model Risk Management to ensure that new approaches and methodologies are well-understood and ready for validation
  • Work with the enterprise scenario teams to integrate climate scenarios into the climate modeling framework
  • Work closely with implementation teams to implement the framework within the existing model development library infrastructure
  • Collaborate with stakeholders and support periodic and idiosyncratic stress testing activities, as they pertain to climate models
  • Collaborate with 1LOD and 2LOD as needed for application of climate models to their needs and requirements

Qualifications:

  • Advanced degree in Environmental or Life Sciences, Economics, Finance, Science or Engineering with appropriate experience in climate risk and credit risk modeling is required
  • Deep understanding of climate change/climate risk, stress testing, macroeconomic data analytics, advanced modeling, model validation and quantitative methodologies is required 10yrs+ experience in advanced risk modeling or equivalent experience
  • Proven experience in climate change/climate risk or related field
  • Proven experience in regulatory climate risk exercises and regulation
  • Proven experience in leading model development
  • Excellent verbal and written communication skills, ideally with technical documentation/academic publications/research papers or relevant experience designing, documenting and implementing advanced climate and credit risk models
Risk ManagementRisk Analytics, Modeling, and Validation

Full timeNew York New York United States$176,720.00 - $265,080.00



Anticipated Posting Close Date:

Aug 22, 2024

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