Citi

Position Title/Short Description

Full Text of JOE Listing:

Within Global Consumer Risk Management, conducting CCAR/DFAST modeling research and development for Citi's unsecured product portfolios on an international basis, including but not limited to the following activities:

Locate, source, & review academic, industry service provider, & regulatory sources i.e. stress loss modeling

Participate in testing and prototyping of new and existing software tools, techniques, additional variable sources, & assess competitor approaches to CCAR modeling

Participate in working with 3rd parties, where relevant, in proofs-of-concept & pilots

Participate in sharing analytics & insights with countries, regions, GMO, CCAR Coordinators, & MRMC

Qualifications:
• Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics

• Participating in successful executions of model development and validation of analytical, econometric modeling-driven stress loss processes utilizing multiple sophisticated analytic techniques

• Participated in model development & validation across products and/or business lines

• Review advanced industry and academic technical papers, learn new software tools, discover & utilize new data sources, and adapt & deploy new modeling/analytical techniques into the field

• Participation in driving successfully performing poofs-of-concepts and pilots

• Strong written and verbal communication with ability to deliver executive level presentations to diverse range of stakeholders.