Citibank

Position Title/Short Description

Full Text of JOE Listing:

Predictive Modeling and Scoring Manager - 15037816

-Opportunity to build competing risk (hazard/transition) prediction models and produce analytics used to manage risk for Citi's residential mortgage operations.
-Assist in the development of CCAR models for business product lines.
-Translate operational requests from the business into programming and data criteria and conduct systems and operational research in order to model expected results.
-Conduct analysis and package into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.

Primary locations for the positions are:
O'Fallon, Missouri (St. Louis area) or Reston, Virginia (Washington DC area)

Qualifications:
-Job requires a master degree or higher in Economics, Statistics, Operations Research, Computer Science or related field such as Mathematics.
-Must have strong financial modeling experience. Mortgage exposure preferred.
-Advanced SAS skills with at least 5 years of experience including Basic Unix commands or equivalent.
-Prior experience in building Mortgage models preferred
-Validation experience as well as documentation of model controls preferred.
-Prefer to have prior experience in coding statistical models in other languages like R, JAVA, C++ etc