Base: $165,100.00 to $200,000.00; bonus/equity: no...
Hybrid
Credit risk stress testing frameworks
Forecasting methodologies for credit losses
Regulatory frameworks ccar and cecl
At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact
Job Summary
At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.
The role involves developing models and analytical tools aligned with regulatory frameworks such as CECL and CCAR to support retail lending portfolios.
Citi offers competitive employee benefits including medical, dental, vision coverage, 401(k), insurance, wellness programs, and paid time off.
Matching Summary
At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.
Salary
Base: $165,100.00 to $200,000.00; Bonus/Equity: Not specified; Benefits: Medical, dental, vision, 401(k), insurance, wellness programs, paid time off
Skills & Requirements
Must-have
credit risk stress testing frameworks
forecasting methodologies for credit losses
regulatory frameworks CCAR and CECL
statistical programming with Python R SAS SQL
risk quantification and limit monitoring
portfolio analytics and statistical techniques
automation of forecasting infrastructure
Nice-to-have
data visualization with Tableau and Excel
scenario analysis and Monte Carlo simulation
technical documentation and model governance
collaboration with internal audit and regulators
hybrid work schedule within commutable distance
Key Requirements
Bachelor’s degree in Economics, Statistics, Mathematics or related field
Six years experience in credit risk management and statistical modeling
Experience with retail banking products credit cards personal loans mortgages
Experience with regulatory frameworks CCAR CECL
Proficiency in SAS SQL Python programming
Experience in risk quantification and stress testing automation
Experience creating technical documentation for model validation