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Wholesale Credit Loss Forecasting AVP

2 months ago

Tampa, Florida, United States Citigroup Inc Full time
About the Team:
DART (Risk Data, Analytics, Reporting & Technology) stands as the premier risk modeling and data analytics unit within Citigroup Inc. Our team employs advanced mathematical techniques and cutting-edge technologies to assess risk across the bank's most significant portfolios. Through the use of visualizations and dashboards, we effectively communicate risk insights to senior stakeholders, ensuring the bank maintains sufficient capital during challenging times.

Your Role:
As a valued member of the Wholesale Credit Loss Forecasting Analytics Team, you will engage in the development of statistical models essential for reserves calculation, including CECL and IFRS 9, as well as stress testing frameworks such as CCAR and ICAAP. This position offers substantial opportunities for professional growth and collaboration on both local and global initiatives.

Key Responsibilities:
  • Conduct research, development, and validation of wholesale expected credit loss models to meet CECL credit loss reserve requirements and regulatory stress testing standards.
  • Utilize programming languages such as Python for the implementation of credit loss models, ensuring robust execution and analytical support.
  • Generate comprehensive quantitative modeling and analysis reports for risk management and senior leadership.
  • Effectively communicate complex risk models and their outcomes through detailed documentation and presentations.
  • Perform statistical analyses, quantitative modeling, and establish model risk controls.
  • Collaborate with risk managers, business units, and technology teams to design and construct models for risk assessment and stress testing.
Qualifications:
  • A Bachelor's degree or equivalent experience is required.
  • 5-8 years of relevant experience in the field.
  • Proficiency in Microsoft Office, particularly MS Excel.
  • Exceptional written and verbal communication skills.
  • Self-motivated with a keen attention to detail.
  • Strong project management and organizational abilities.
Preferred Skills:
  • A Master's degree in a quantitative discipline (e.g., Mathematics, Physics, Computer Science, Econometrics, Statistics, Economics, Finance) is preferred.
  • Familiarity with wholesale credit products and reserves calculation in accordance with CECL/IFRS 9, as well as bank stress testing methodologies like CCAR/ICAAP.
  • Over 2 years of experience in quantitative financial modeling, research, and the development of financial models is advantageous.
  • Programming expertise in Python; knowledge of Linux is a plus.
What We Offer:
  • Engagement in a challenging sector of the financial industry with one of the world's foremost organizations, gaining exposure to a diverse array of products, processes, and controls.
  • Collaboration with a high-caliber, international, and multicultural team.
  • A supportive and inclusive work environment that values diverse perspectives and styles, contributing to organizational success.
Job Family Group:
Risk Management

Job Family:
Risk Analytics, Modeling, and Validation

Time Type:
Full time

Compensation:
Competitive salary and benefits package.