Modeling/Analysis/Validation Senior Manager
Modeling/Analysis/Validation Senior Manager for Citibank, N.A. (Wilmington, DE) Develop mathematical or statistical models for risk analysis & computational simulation. REQS: Masters degree or frgn equiv in Stats, Econ, Math, or cly rld quantitativ fld & 2 yrs of exp as a Credit Risk Modelr, Credit Risk Anlyst, or cly rld pos. 2 yrs of exp must incld: Statisticl modelng, includng econometrc, time-series, logistc regressn, decision tree, & linear/nonlinear optimizatn; Exp w/ loss forecastng, credit risk modelng & stress testng; Exp in end-to-end modelng processes (data collectn, data integrity QA/QC/reconcilemnts, pre-processng, segmentatn, variable transformatn, variable selectn, econometrc model estimatn, sensitivity testng, back testng, out-of-time testng, model documentatn, & model productn implementatn); Statistical programmg w/ SAS, Matlab, R & performng quantitatve analysis, statistical modelng, loss forecastng, loan loss reserve modelng, & econometrc modelng of consumer credit risk stress losses; Credit Risk Stress Loss Modelng for Comprehensv Capital Analysis & Review (CCAR)/Dodd-Frank Act Stress Test (DFAST) /Current Expectd Credit Loss (CECL) stress exercises; & Monitorng & completng comprehensv model documentatn to satisfy Model Risk Mgmt reqs. Salary range: $148,900.00 to $175,320.00/yr; 40 hrs/wk. Submit Resumes ref SB/MAVSM/SSS at https://jobs.citi.com/ or to Citigroup Recruiting Dept., 3800 Citigroup Center Dr, Tampa, FL 33610. Citigroup is EOE. Direct apps only. Proof of full vaccination against COVID-19 required prior to commencing employment.