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Model/Scorng/Analys Officer- AVP

Expired Job

Citigroup Inc. Tampa , FL 33602

Posted 4 months ago

About Citi

Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.

Citi's Mission and Value Proposition explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients' and the public's trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

The Credit and Operational Risk Analytics (CORA) group within Citi is looking to add Vice President for the Wholesale Credit Reserves. The Wholesale Modeling team is responsible for development of the Loan Loss Reserves (including forthcoming IFRS9 and CECL) and Liquidity models.

This is a highly visible individual contributor position within the organization, covering a wide range of responsibilities to support the risk management of Wholesale global portfolios. The successful candidate will be a part of highly productive analytical team and lead all aspects of the model development life cycle, which includes interaction with Senior Risk, Finance and Business Managers, Citi's Model Risk Management, Internal Auditors and External Regulators.

Responsibilities:

  • Hands on model development and performance testing for wholesale Loan Loss Reserves (including IFRS9 and CECL), Risk Capital and Liquidity models in partnership with business and Risk sponsors.

  • Hands on initial validation and annual model reviews with Model Risk Management as well as External Regulators and Internal Audit.

  • Apply critical thinking in solving complex business problems with quantitative tools in a collaborative, fast-paced environment.

  • Actively participate in the analysis and interpretation of results, incorporating feedback as appropriate into models and metrics.

  • Actively engage across all model development teams within CORA.

  • Prepare and deliver training materials, presentations and reports on credit risk analytics for technical and non-technical audiences.

  • Bachelors in Economics, Econometrics, Statistics, Math, Finance / Corporate Finance, Accounting, or an Applied Science. Masters/PhD preferred.

  • Extensive knowledge of Wholesale banking products at a financial institution.

  • 2 years of experience in advanced credit risk modelling or wholesale credit risk management.

  • Extensive knowledge of loan commitments, credit reserves and risk capital processes.

  • Hands-on experience with the research, development, and implementation of credit risk models, including technical and non-technical documentation.

  • Excellent communication skills, verbal as well as written.

  • Extensive presentation experience, including interaction with senior business and risk management.

  • Ability to make decisions / balance aggressive timelines for deliverables amidst conflicting priorities.

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Model/Scorng/Analys Officer- AVP

Expired Job

Citigroup Inc.