JOE Listings (Job Openings for Economists)

February 1, 2018 - July 31, 2018

Citi

This listing is inactive.
Global Consumer Bank
Global Consumer CCAR
International CCAR Modeling Paid Internship

JOE ID Number: 2018-01_111460180
Date Posted: 05/31/2018
Date Inactive: 07/31/2018
Position Title/Short Description
Title: International CCAR Modeling Paid Internship
Section: Other Nonacademic (Temporary, Part-Time, Non-Salaried, Consulting, Etc.)
Location: Wilmington, Delaware, UNITED STATES
JEL Classifications:
C1 -- Econometric and Statistical Methods and Methodology: General
E -- Macroeconomics and Monetary Economics
F -- International Economics
J -- Labor and Demographic Economics
Keywords:
Econometrics, Statistics, Economics, Modeling, Credit Risk
Full Text of JOE Listing:

This full-time intern position within Global Consumer Banking of Citi Group will conduct econometric modeling and analysis for Citi's international consumer product portfolios. The tasks of this position include but are not limited to the following activities:
• Build credit risk models using Citi performance data and macroeconomic data; run regressions and tests to establish quantitative relationship between loan loss variables of Citi global consumer loan portfolios and macroeconomic variables/portfolio character variables
• Conduct statistical analysis and data cleansing on large databases through sophisticated econometric software coding
• Interact with other Citi Credit Risk-related functions and global risk teams; present and defend the models; write model documentations;
• Build database/risk forecast systems using advanced econometrics software

The internship can be extended and an intern with good performance can become a full-time Citi employee in the modeling group after further management evaluation.

Qualifications:
• Enrollment in a Ph.D. or Master Program of Economics, MBA, Statistics, Financial Engineering or similar academic programs
• All but Ph.D. dissertation in Economics with concentration in Econometrics and Macroeconomics/International Economics/Labor Economics strongly preferred
• Good statistical/econometric programming skills strongly preferred (Eviews, STATA, SAS etc.)
• U.S. work authorization required.

Application Requirements:
  • Application Instructions Below
Application deadline: 01/31/2019
Application Instructions:
Please email resume to kevin.grass@citi.com