Stress Testing 2nd LOD Senior Analyst

Citigroup

Irving, Texas, United States
Base: $127,400; bonus/equity: discretionary + form...
**
Statistical analysis and quantitative forecasting
Ccar, cecl, ifrs9, and gsst regulatory frameworks
Predictive modeling: time-series, regression, logistic regression
** Citigroup is seeking a Stress Testing 2nd LOD Senior Analyst for their Irving, Texas location, offering a hybrid work model. The role involves conducting statistical analysis, building quantitative forecasting models, and engaging in risk management, specifically related to market, credit, and operational risks. **

Job Summary

  • This role involves conducting statistical analysis and building quantitative forecasting models to assess Market, Credit, and Operational Risk for Citibank.
  • The position requires generating stress testing scenarios for major regulatory frameworks such as CCAR, CECL, IFRS9, and GSST while ensuring data accuracy through rigorous validation.
  • Candidates will automate data extraction and pre-processing tasks using tools like Python, R, and SQL to enhance business process efficiency and support model development.

Matching Summary

Match Score: 75

** Citigroup is seeking a Stress Testing 2nd LOD Senior Analyst for their Irving, Texas location, offering a hybrid work model. The role involves conducting statistical analysis, building quantitative forecasting models, and engaging in risk management, specifically related to market, credit, and operational risks. **

Salary

Base: $127,400; Bonus/Equity: Discretionary and formulaic incentive awards available; Benefits: Medical, dental, vision, 401(k), life insurance, paid time off

Skills & Requirements

Must-have

  • Statistical analysis and quantitative forecasting
  • CCAR, CECL, IFRS9, and GSST regulatory frameworks
  • Predictive modeling: time-series, regression, logistic regression
  • ETL automation using SQL, Python, R, and Visual Basic
  • Data validation, quality control, and model monitoring

Nice-to-have

  • Experience with Tableau and Excel visualization
  • Collaboration with model developers and validators
  • Knowledge of macroeconomic markets research
  • Ability to present findings to senior management

Key Requirements

  • Master's degree in Economics, Finance, Mathematics, or related field
  • 2 years of experience in model development, analysis, or validation
  • Bachelor's degree with 5 years of progressively responsible experience
  • Proficiency in SAS, Python, R, and SQL programming languages

Work Rights

Not specified

Tailored Resume

Cover Letter