Model/Analysis/Validation Senior Analyst

Citibank, N.A. seeks a Model/Analysis/Validation Senior Analyst for its Wilmington, Delaware location.

Duties: Develop Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act Stress Test (DFAST), Current Expected Credit Losses, IFRS9, and other regulatory models for international unsecured portfolios including credit cards, installment loans, and ready credit.  Develop complex statistical models and econometric models to meet regulatory requirements. Obtain and prepare model development data by assessing adequacy and relevancy of data, and process large amounts of data for exclusions and other treatments. Test model assumptions, and evaluate conceptual soundness and mathematical formulation of models. Determine the appropriate champion modeling methodology after evaluating multiple options.  Develop quantitative models to estimate losses for regulatory and business requirements.  Perform all required tests following validation requirement, including sensitivity analysis and back-testing. Validate and recalibrate all models post-production to incorporate latest data, and redevelop models as needed.  Prepare responses and presentations to regulatory agencies on all models built.  Collaborate with cross functional teams, including country/region business stakeholders, model validation and governance teams, and model implementation team. Create comprehensive model documentation to support model validation and ongoing monitoring. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master’s degree, or foreign equivalent, in Statistics, Mathematics, Data Science, or related field and 1 year of experience as a Model/Analysis/Validation Intermediate Analyst, Risk Analyst, or related position assessing statistical and econometric models using macroeconomic concepts. Must have one year of experience with: Assessing adequacy and relevancy of modeling data and performing data cleaning and manipulation; Testing model assumptions, and evaluating conceptual soundness and mathematical formulation of models; Statistical methodologies including regression analysis, survival analysis, and decision tree; Credit risk assessment and model selection and the performance evaluation process; Using SAS, Python and SQL to read and manipulate data, build statistical models, perform statistical model testing, generate data summary; Using VBA in  Excel to create macros and manipulate data; Regulatory requirements including Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act Stress Test (DFAST), Current Expected Credit Losses (CECL), and IFRS9; and Risk analytics for finance products to analyze risk trends and identify key risk drivers. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25847717. EO Employer.

Wage Range:                $110,700 to $133,347.90

Job Family Group:         Risk Management

Job Family:                   Risk Analytics, Modeling, and Validation

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

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Salary : $110,700 - $133,348