Sr. Manager, Ccar Model Oversight - Unsecured Portfolio

Citigroup Inc. Fort Mill , SC 29716

Posted 2 months ago

  • Primary Location: United States,South Carolina,Fort Mill

  • Other Location: United States,New York,New York

  • Education: Bachelor's Degree

  • Job Function: Risk Management

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: Yes, 10 % of the Time

  • Job ID: 18006535


We are looking for a senior modeler to provide oversight to our unsecured CCAR loss estimation modeling and results evaluation. This role will entail providing research and support for how we should approach modeling losses for CCAR for our unsecured portfolios based on industry best practice and regulatory guidance. This role will provide risk analytical oversight across all unsecured products globally. The role requires frequent contact and interaction with Model Development teams, Model Validation group, and CCAR planning and governance units. The position requires a unique perspective on the management of unsecured products in particular, and risk management at Citi Consumer in general that spans all risk types (that includes lending, operational, market, compliance, reputational)

  • Comprehensive understanding of industry best practice and regulatory expectations on model development. Fully understand SR11-7, and abreast with the latest CCAR guidelines and expectations.

  • Extensive understanding of unsecured productsstructures, industry mechanics, risks, analytical tools.

  • Extensive experience with industry best practice modeling techniques and demonstrable skills in rapid development, prototyping, benchmarking, and empirical analysis.

  • Perform or direct research to challenge, support, or improve modeling approaches. Prototype or guide development of benchmark or confirming models. Perform data driven empirical analysis.

  • Review and dissect forecasts and their drivers

  • Analyzes the impact of changes in macroeconomic indicators on portfolio/business performance. Proficient in scenario analysis.

  • Proficient in using MIS to manage risk.

  • Regularly communicates and ensures key messages are cascaded throughout the organization.


  • Advanced Degree (Bachelor's Degree Required, Master's Degree Preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Engineering, or other highly technical quantitative discipline

  • Is an experienced risk management professional with at least 5+ years in the Financial Services industry covering unsecured portfolios;

  • Extensive experience in performing and leading quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, stress testing, Basel and (especially) econometric modeling of consumer credit risk. Has had an active leadership role in successfully executing the analytical components of an econometric modeling-driven stress loss process

  • Advanced Econometric modeling skills using SAS or other statistical software. Proficient with data analysis using SAS, SQL, or other software.

  • Excellent written and verbal communication skills with significant presentation assembly for and delivery to senior and executive level audiences.

  • Candidates who have performed comparable functions to those listed above for significant, complex financial institutions at a consulting company, vendor, or service provider would be strongly considered as well.

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Sr. Manager, Ccar Model Oversight - Unsecured Portfolio

Citigroup Inc.