Lead the RRE climate modeling team to quantify physical risks for Citi's international and U.S. residential mortgage portfolios
Job Summary
Lead the RRE climate modeling team to quantify physical risks for Citi's international and U.S. residential mortgage portfolios.
Advise senior leadership on state of art climate modeling methodology, industry data source, public resources, and vendor/public models for regulatory and/or internal climate exercises.
Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
Matching Summary
Lead the RRE climate modeling team to quantify physical risks for Citi's international and U.S. residential mortgage portfolios.
Salary
Base: $156,160.00 - $234,240.00; Bonus/Equity: discretionary and formulaic incentive and retention awards; Benefits: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs
Skills & Requirements
Must-have
climate risk modeling methodology
climate data sources
vendor climate models
credit risk models
residential mortgage portfolios
Nice-to-have
state of art climate modeling
cross-functional teams
senior management interaction
impactful presentations
Key Requirements
3+ years of climate risk stress testing
10+ years' experience
Advanced knowledge of SAS/SQL, STATA, PYTHON, R or C