Citi

Position Title/Short Description

Full Text of JOE Listing:

Description:
This junior Vice President position within Global Consumer Banking will conduct CCAR/DFAST econometric modeling and analysis for Citi's international consumer product portfolios and perform macroeconomic data and forecast evaluation, including but not limited to the following activities:

* Build models using Citi or industrial loan performance data and macroeconomic variables; run regressions and tests to establish quantitative relationship between loan loss variables of Citi global consumer loan portfolios and macroeconomic variables

* Interact with other Citi CCAR-related functions and global risk teams

* Guided by theoretical prior, provide and expand candidate explanatory macroeconomic variable lists to the CCAR global consumer loan modeling teams through econometric analysis

* Identify and evaluate internal and 3rd-party data source, projection methodologies/models/analytics

* Database management, building database/research/production systems using advanced econometrics software


Qualifications:

* Advanced Degree in Economics with concentration in Econometrics and Macroeconomics/International Economics preferred

* Master degree candidate must have 1 or more years of modeling experience

* Industrial experience in credit risk or international macroeconomic modeling in financial/consulting institutions preferred

* Good statistical/econometric programming skills strongly preferred (Eviews, STATA, SAS etc.)


Skills/Requirements:

* Master's Degree with more than 1-year modeling experience or Ph.D.

Will be conducting interviews at the AEA annual conference.