Regulatory Model Development Analyst II

As a Quantitative Modeler specializing in Unsecured and Secured Products within the Personal Banking and Wealth Management sector at Citi, your primary role will involve developing CCAR/CECL/Climate risk models for various portfolios such as credit cards, installment loans, and mortgages. Your responsibilities will include: - Obtaining and conducting Quality Assurance/Quality Control on all data necessary for CCAR/CECL/Climate risk model development - Developing stress loss models at segment and/or account levels for CCAR/CECL/Climate risk - Performing required tests such as sensitivity and back-testing - Validating and recalibrating models annually to incorporate the latest data and redeveloping as needed - Delivering comprehensive model documentation - Collaborating closely with cross-functional teams, including business stakeholders, model validation and governance teams, and model implementation team - Preparing responses and presentations for regulatory agencies on all CCAR/CECL/Climate risk models built Qualifications required for this role: - Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline - 2+ 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 dynamics of unsecured or secured products is advantageous - Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint - Ability to effectively communicate technical information verbally and in writing to both technical and non-technical audiences - Work effectively as an individual contributor In addition to the technical qualifications, skills such as Analytical Thinking, Business Acumen, Data Analysis, Risk Controls and Monitors, and Statistics are considered highly relevant for this role. If you require any accommodations due to a disability to use our search tools or apply for a career opportunity, please review the Accessibility at Citi policy.,