CCAR/CECL-Model Development Analyst II- C10

As a CCAR/CECL Model Developer for unsecured portfolios in US Personal Banking and Wealth Management, your role will involve developing models for credit cards, installment loans, and ready credit. You will focus on regulatory model monitoring analytics to track performance and conduct annual model reviews. Your responsibilities will include data acquisition, QA/QC for model development, creating stress loss models at segment/account level, conducting sensitivity and back-testing, and annual model validation/recalibration. Additionally, you will be accountable for comprehensive model documentation, collaborating with cross-functional teams, and preparing responses to regulatory agencies regarding CCAR/CECL models. Qualifications: - Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other 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 unsecured products dynamics is advantageous - Proficiency in SAS, SQL, Oracle, Unix, Microsoft Word, Excel, and PowerPoint - Effective communication of technical information to both technical and non-technical audiences - Ability to work independently Skills: - Analytical Thinking - Business Acumen - Constructive Debate - Data Analysis - Escalation Management - Policy and Procedure - Policy and Regulation - Risk Controls and Monitors - Risk Identification and Assessment - Statistics If you are a person with a disability and require reasonable accommodation for using search tools or applying for a career opportunity, please refer to Accessibility at Citi. You can also view Citi's EEO Policy Statement and the Know Your Rights poster.,