CCAR Unsecured Model Analyst II- C10

Job Description: You will work as a CCAR Quantitative Modeler for unsecured portfolios within US Personal Banking Risk. Your role involves developing CCAR/CECL models for products such as credit cards and installment loans. Responsibilities: - Obtain and conduct QA/QC on all data necessary for CCAR/CECL model development - Develop segment and/or account level CCAR/CECL stress loss models - Perform required tests including sensitivity and back-testing - Validate and recalibrate all models annually with the latest data, and redevelop as needed - Deliver comprehensive model documentation - Collaborate closely with cross-functional teams, including business stakeholders, model validation and governance teams, and model implementation team - Prepare responses and presentations to regulatory agencies on all CCAR/CECL models built Qualifications: - Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline - 2+ years experience in quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk stress losses - Experience with dynamics of unsecured or secured products is a strong plus - Active role in performing analytical components of an econometric modeling-driven stress loss process - Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel, and PowerPoint - Ability to communicate technical information verbally and in writing to both technical and non-technical audiences - Work as an individual contributor Additional Details: If you are a person with a disability and need a reasonable accommodation to use Citis search tools and/or apply for a career opportunity, please review Accessibility at Citi. You can also view Citis EEO Policy Statement and the Know Your Rights poster.,