Stress Testing 2nd Lod Senior Analyst

Citibank, N.A.

Irving, Texas, United States
Base: $127,400; bonus/equity: discretionary + form...
Hybrid
Predictive modelling methods time-series regression logistic regression
Automating data extraction and data pre-processing
Sql r programming languages
Citibank, N.A. is seeking a Stress Testing 2nd LOD Senior Analyst in Irving, Texas, to conduct statistical analysis and build quantitative forecasting models for risk management purposes. The ideal candidate should possess a strong background in predictive modeling, data analysis, and experience with banking regulations

Job Summary

  • The role involves conducting statistical analysis and building quantitative forecasting models to support the bank's risk management objectives for Market, Credit, and Operational Risk.
  • Candidates will be responsible for generating stress testing scenarios for regulatory frameworks including CCAR, CECL, IFRS9, and GSST while automating data tasks using SQL, R, and Python.
  • Citi offers competitive employee benefits including medical, dental, vision coverage, 401(k), life insurance, and paid time off packages.

Matching Summary

Match Score: 85

Citibank, N.A. is seeking a Stress Testing 2nd LOD Senior Analyst in Irving, Texas, to conduct statistical analysis and build quantitative forecasting models for risk management purposes. The ideal candidate should possess a strong background in predictive modeling, data analysis, and experience with banking regulations.

Salary

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

Skills & Requirements

Must-have

  • Predictive modelling methods time-series regression logistic regression
  • Automating data extraction and data pre-processing
  • SQL R programming languages
  • Data validation and data quality issues identification
  • Developing validating methods measuring market credit operational risk
  • Banking regulations CCAR CECL IFRS9 GSST
  • Statistical analysis data modeling and validation

Nice-to-have

  • Experience with SAS Python for statistical analysis
  • Model risk monitoring limitations assessment overlays management
  • Conducting economic research including macroeconomics markets
  • Collaboration with model developers validators technology teams
  • Designing complex data manipulation processes ETL pipelines

Key Requirements

  • Master's degree in Economics Finance Mathematics or related field
  • 2 years of experience as Model/Analysis/Validation Senior Analyst or related position
  • Bachelor's degree with 5 years of progressively responsible post-baccalaureate experience
  • Full span of experience must include predictive modelling methods and SQL R
  • 1 year of experience developing validating methods for market credit operational risk

Work Rights

Not specified

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