+ This position within USPB Risk, will develop CCAR/CECL models for unsecured portfolios (e.g., credit cards, installment loans etc.) **The responsibility includes but not limited to the following activities:** + Obtain and conduct QA/QC on all data required for CCAR/CECL model development + Develop segment and/or account level CCAR/CECL stress loss models + Perform all required tests (e.g. sensitivity and back-testing) + Validate/recalibrate all models annually to incorporate latest data. Redevelop as needed + Deliver comprehensive model documentation + Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team + Prepare responses/presentations to regulatory agencies on all CCAR/CECL models built **Qualifications:** + Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline + 5+ years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses + Experience with dynamics of unsecured or secured products a strong plus + Active role in performing some analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, and model production implementation) + Exposure to various stress loss modeling approaches at the segment or account level preferred + Able to communicate technical information verbally and in writing to both technical and non-technical audiences + Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint + Work as an individual contributor ------------------------------------------------------ **Job Family Group:** Risk Management ------------------------------------------------------ **Job Family:** Risk Analytics, Modeling, and Validation ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ _Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._ _If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review_ _Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)_ _._ _View Citi’s_ _EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy)_ _and the_ _Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf)_ _poster._ Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.