JOE Listings (Job Openings for Economists)

August 1, 2016 - January 31, 2017

Citi

This listing is inactive.
Global Consumer Bank
Global Senior CCAR Econometric Indicator

JOE ID Number: 2016-02_111455860
Date Posted: 08/23/2016
Date Inactive: 01/31/2017
Position Title/Short Description
Title: Global Senior CCAR Econometric Indicator
Section: Full-Time Nonacademic
Locations: Wilmington, Delaware, UNITED STATES
Irving, Texas, UNITED STATES
JEL Classifications:
C1 -- Econometric and Statistical Methods and Methodology: General
F -- International Economics
Keywords:
Global Senior CCAR Econometric Indicator
Full Text of JOE Listing:

Description:
This Vice President position within Global Consumer Banking will conduct CCAR/DFAST econometric modeling and analysis for Citi's international consumer product portfolios and perform macroeconomic data and forecast evaluation, including but not limited to the following activities:

* Build models using Citi or industrial loan performance data and macroeconomic variables; run regressions and tests to establish quantitative relationship between loan loss variables of Citi global consumer loan portfolios and macroeconomic variables

* Interact with other Citi CCAR-related functions and country risk teams

* Lead database management, build database/research/production systems using advanced econometrics software

* Guided by theoretical prior, provide and expand candidate explanatory macroeconomic variable lists to the CCAR global consumer loan modeling teams through econometric analysis

* Identify and evaluate internal and 3rd-party data source, projection methodologies/models/analytics


Qualifications:

* Must have a few years of industrial experience in credit risk or international macroeconomic modeling

* Good statistical/econometric programming skills required

* Advanced Degree in Economics with concentration in Econometrics and Macroeconomics/International Economics preferred

* Experience in econometric modeling, forecasting and model validation in top financial/consulting institutions preferred

Skills/Requirements:

* Master's Degree with a few years' experience or Ph.D.

Will be conducting interviews at the AEA annual conference.

Application Requirements:
  • Application Instructions Below
Application Instructions:
Please email resume to Kevin Grass (kevin.grass@citi.com), Vivian Chen (vivian2.Chen@citi.com) and Mustafa Akcay (mustafa.akcay@citi.com).