Wholesale Credit Loss Modeling AVP

4 weeks ago


Tampa FL USA, United States Citigroup Inc Full time
Job Summary

Citigroup Inc. is seeking a highly skilled Wholesale Credit Loss Modeling AVP to join our Risk Analytics, Modeling, and Validation team. As a key member of our team, you will be responsible for developing and implementing statistical models used in reserves calculation and stress testing.

The ideal candidate will have a strong background in quantitative finance, programming skills in Python, and experience with credit loss modeling. You will work closely with risk managers, businesses, and technology teams to design and build models for risk capture and stress testing.

We offer a competitive salary range of $87,000 to $130,920.00, as well as a comprehensive benefits package, including medical, dental, and vision coverage, 401(k), life, accident, and disability insurance, and wellness programs.

Apply now to take your career to the next level and join our team of talented professionals at Citigroup Inc.

Responsibilities
  • Develop and implement statistical models used in reserves calculation and stress testing
  • Work closely with risk managers, businesses, and technology teams to design and build models for risk capture and stress testing
  • Prepare detailed quantitative modeling and analysis for risk managers and senior management
  • Communicate complex risk models and results in written documentation and live presentations
  • Conduct statistical analysis, quantitative modeling, and model risk controls
Qualifications
  • Bachelor's/University degree or equivalent experience
  • 5-8 years of experience in quantitative financial modeling and analysis
  • Proficient in Microsoft Office with an emphasis on MS Excel
  • Excellent written and verbal communication skills
  • Self-motivated and detail-oriented
Preferred Skills
  • Master's degree in a quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, Economics, Finance, etc.)
  • Knowledge of wholesale credit products and reserves calculation in line with CECL/IFRS 9, bank stress testing in line with CCAR/ICAAP, or PD/LGD/EAD modeling
  • 2+ years of experience in quantitative financial modeling and research, development, and implementation of financial models
  • Programming skills in Python


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