Citi

Position Title/Short Description

Full Text of JOE Listing:

Description:
This 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 country risk teams

* Lead database management, build database/research/production systems using advanced econometrics software

* 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


Qualifications:

* Must have a few years of industrial experience in credit risk or international macroeconomic modeling

* Good statistical/econometric programming skills required

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

* Experience in econometric modeling, forecasting and model validation in top financial/consulting institutions preferred

Skills/Requirements:

* Master's Degree with a few years' experience or Ph.D.

Will be conducting interviews at the AEA annual conference.