Regulatory Risk Model Development Manager - C11

You will be part of the USPB Risk Management team at Citi, focusing on developing stress loss models for international unsecured portfolios. Your main responsibility will be developing CCAR/DFAST stress loss models for portfolios such as Credit Card and Personal Loan. This role involves working closely with cross-functional teams and preparing responses for regulatory agencies. Key Responsibilities: - Obtain and conduct QA/QC on all data required for stress loss model development - Develop segment and/or account level stress loss models - Perform sensitivity and back-testing - Validate and recalibrate models annually - Deliver comprehensive model documentation - Work closely with cross-functional teams including business stakeholders, model validation teams, and model implementation team - Prepare responses/presentations for regulatory agencies on all regulatory models built Qualifications Required: - Advanced Degree in Statistics, Applied Mathematics, Operations Research, Economics, or Quantitative Finance - Strong programming skills in SAS, R, Matlab, etc. - 5+ years of analytics experience - Experience in statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk stress losses - Experience in end-to-end modeling process - At least 2 years of experience in credit scorecard or loss forecasting model development - At least 2 years of experience working for developed markets - Ability to manage own projects independently - Effective communication skills to convey technical information to both technical and non-technical audiences (Citi is an equal opportunity and affirmative action employer.),