JOE Listings (Job Openings for Economists)

August 1, 2015 - January 31, 2016

Citi

This listing is inactive.
Consumer Risk
CCAR
Unsecured CCAR Modeling-Research and Development

JOE ID Number: 2015-02_111453799
Date Posted: 09/30/2015
Date Inactive: 01/31/2016
Position Title/Short Description
Title: Unsecured CCAR Modeling-Research and Development
Section: Full-Time Nonacademic
Locations: New York, New York, UNITED STATES
Dallas, Texas, UNITED STATES
JEL Classifications:
E6 -- Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook
C1 -- Econometric and Statistical Methods and Methodology: General
P4 -- Other Economic Systems
F00 -- General
Keywords:
CCAR Modeling Research & Development
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.

Application Requirements:
  • Application Instructions Below
  • Letters of Reference Instructions Below
Application deadline: 01/31/2016
Reference Instructions:
Please email kevin.grass@citi.com with resume.
Application Instructions:
Please email kevin.grass@citi.com with resume.