Unsecured Regulatory Model Monitoring Analytics & Model Development- C11

This position within US Personal Banking and Wealth Management focuses on regulatory model monitoring analytics for regular model performance tracking and annual model review. You will also be responsible for developing CCAR/CECL models for unsecured portfolios such as credit cards, installment loans, and ready credit as required. Your responsibilities will include: - Analyzing quarterly model performance results and conducting other necessary model performance analyses for production models. - Performing diagnostic analytics to understand drivers of forecast or performance shifts, including standard reporting and drill-down analytics. - Explaining model results and reviewing drivers of observed gaps or deterioration in model performance with regional/country risk managers and internal model development teams. - Conducting formal quarterly and annual model reviews according to MRMs guidance and standards, and responding to MRMs questions as needed. - Obtaining and conducting QA/QC on all data required for CCAR/CECL model development. - Developing segment and/or account level CCAR/CECL stress loss models. - Performing all required tests such as sensitivity and back-testing. - Validating/recalibrating all models annually to incorporate the latest data and redeveloping as needed. - Delivering comprehensive model documentation. - Working closely with cross-functional teams, including country/regions business stakeholders, model validation and governance teams, and model implementation team. - Preparing responses/presentations to regulatory agencies on all CCAR/CECL models built. Qualifications: - Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline. - 5+ years of experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses. - Experience with dynamics of unsecured products is a strong plus. - Active role in performing analytical components of an econometric modeling-driven stress loss process. - Exposure to various stress loss modeling approaches at the segment or account level is preferred. - Able to communicate technical information verbally and in writing to both technical and non-technical audiences. - Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel, and PowerPoint. - Work as an individual contributor. 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 need a reasonable accommodation to use our search tools and/or apply for a career opportunity, review Accessibility at Citi. View Citi's EEO Policy Statement and the Know Your Rights poster.,