Model/Anlys/Valid Officer

Citibank, N.A seeks a Model/Anlys/Valid Officer for its New York, NY location.
Duties: Responsible for developing quantitative and qualitative forecast models in the firm-wide economic scenario generation process, including CECL, CCAR and enterprise stress testing etc. Manage model development, model documentation and ongoing model maintenance, data quality controls, production oversight, reporting and reviews. Collaborate with the Economics and Strategy Research teams, other Risk functions, and the capital planning team in Finance. Develop economic forecast models to expand enterprise scenario designs to all variables required by downstream models. Document models and perform ongoing model maintenance to comply with the firm's model risk management policy. Work with model implementation team to facilitate production run. Monitor model output and perform ad hoc analysis as needed. Communicate results to diverse audiences. Provide guidance to junior modelers as and when necessary. Represent the bank in interactions with regulatory agencies, as required. Remote work may be permitted within a commutable distance from the worksite, in accordance with Citi policy.
Requirements: Bachelor's degree, or foreign equivalent, in Financial Mathematics, Economics, Statistics, or a related field, and five (5) years of experience in the job offered or in a related occupation. Five (5) years of experience must include: Collecting and checking data quality with SQL, Oracle; Performing statistical analysis using both internal and external verified data with Python; Utilizing full Economics/Financial Model Development Lifecycle to design, develop, and test high-quality economics models with Python/R/SAS/Git; Developing, optimizing and implementing economics models using Python/R/SAS/Git/Linux knowledge; Performing statistical test designed for model development/model analysis/model validations with Python/R/SAS; Participating in model overlay process given different economics scenarios and different business requirements in each PROD cycles with Python/Excel; Presenting the developed model to model sponsors/users to align with their business need; Building automated analysis kits for ad hoc model development and analysis with Python/R. In the alternative, the employer will accept a Master's degree and three (3) years of experience. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/ or by email to Citigroup Recruiting Dept. at NAMobilityRecruitment@citi.com. Please reference Job ID# 23711639. EO Employer.
Wage Range: $155,000 -$198,480
Job Family Group: Risk Management
Job Family: Risk Analytics, Modeling, and Validation
Job Family Group:
Job Family:
Time Type:
Full time
Primary Location:
New York New York United States
Primary Location Salary Range:
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