CCAR Unsecured Model Development Manager- C11

The position within USPB Risk involves developing CCAR/CECL models for unsecured portfolios such as credit cards and installment loans. Your responsibilities will include obtaining and conducting QA/QC on all data required for CCAR/CECL model development, developing segment and/or account level stress loss models, performing required tests like sensitivity and back-testing, validating/recalibrating models annually, delivering comprehensive model documentation, and working closely with cross-functional teams. To qualify for this role, you should have an advanced degree in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or another highly quantitative discipline. You should have at least 5 years of experience in quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk stress losses. Experience with unsecured products is a strong plus. You should be able to communicate technical information effectively to both technical and non-technical audiences. Proficiency in SAS, SQL, Oracle, Unix, Microsoft Word, Excel, and PowerPoint is required. You will work as an individual contributor and will be expected to actively participate in various aspects of an econometric modeling-driven stress loss process. Exposure to stress loss modeling approaches at the segment or account level is preferred. This is a full-time position in the Risk Management job family group, specifically in Risk Analytics, Modeling, and Validation. The most relevant skills for this role include Analytical Thinking, Business Acumen, Data Analysis, Risk Controls and Monitors, and Statistics. For any accommodation needs due to disability for using search tools or applying for a career opportunity, you can review Accessibility at Citi. Additionally, you can view Citi's EEO Policy Statement and the Know Your Rights poster for more information.,