Citi

Position Title/Short Description

Full Text of JOE Listing:

This Senior Vice President position within the Global Consumer Bank will conduct CCAR/DFAST/CECL 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:

• Lead a modeling team to build champion or benchmark models of loan loss variables such as GCLR, NPLR or LGD of Citi global consumer loan portfolios using macroeconomic variables and portfolio characteristic variables
• Build benchmark models using industrial loan performance data and macroeconomic variables
• Conduct R&D for several Citi global consumer loan modeling groups to improve accuracy, sensitivity and robustness of their models
• Identify and evaluate internal and 3rd-party data source, projection methodologies/models/analytics
• Interact with federal regulators, internal validators, auditors and other Citi functions and country risk teams

Qualifications
• Master's Degree or Ph.D. with 7 or more years of experience. Concentration in Econometrics and Macroeconomics/International Economics strongly preferred
• Must have 5+ years of industry experience in risk modeling or model-based economic forecasting
• Experience in top financial/consulting institutions preferred
• Must have strong statistical/econometric skills
• Strong communication skills