The Position within Global Consumer Risk Management of Citi for CCAR/DFAST/CECL and other stress testing regulations for stress loss model development for the secured portfolios. **_Core Responsibilities:_** This position within Global Consumer Banking will develop CCAR/DFAST stress loss models for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities: + Obtain and conduct QA/QC on all data required for stress loss model development + Develop segment and/or account level 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 for regulatory agencies on all regulatory models built **_Education:_** Advanced Degree (Masters required or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline. **_Skillset_** + Role involves strong programming (SAS, R, Matlab etc) and quantitative analytics (regression, time series, decision tree, linear/nonlinear optimization etc) skill. + 2-4 years analytic experience + Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses + Experience in model development or (risk/marketing)- credit scorecard development, Basel modeling, stress loss preferred or credit policy analytics + Experience in end-to-end modeling 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, & model production implementation) + Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences + Expected to work with moderate supervision and guidance + Work as an individual contributor ------------------------------------------------------ **Job Family Group:** Risk Management ------------------------------------------------------ **Job Family:** Risk Analytics, Modeling, and Validation ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ **Most Relevant Skills** Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics. ------------------------------------------------------ **Other Relevant Skills** Credible Challenge, Laws and Regulations, Management Reporting, Referral and Escalation, Risk Remediation. ------------------------------------------------------ _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.