C10 - Assistant Manager Secured CCAR Production

Job Description

• Business/ Dept.Objectives: Positions within Global Consumer Risk Management of Citi for CCAR/CECL/DFAST stress loss model production forecast and reporting and analytics team for the secured portfolios. Core Responsibilities: This position within Global Consumer Banking will generate production results of CCAR/DFAST, CECL stress loss-forecasting models for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities:
• Generate production forecasts for economic scenarios. Produce additional on-demand runs to support analytical requests from peer groups and model sponsors.
• Implement new or enhanced models in production environment
• Continuously work to maintain and improve governance controls relates to implementation and production process
• Generate standard reporting, comparison with previous results as well as drill down analytics for productions forecasts.
• Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for production process.
• Deliver comprehensive write-up of production results and process as per internal and regulatory standards
• Understand model variables and economic forecasts and conduct drill down analysis and reporting of model production forecasts.
• Perform analysis for benchmark models and other ad hoc analysis as required by business/validation teams
• Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
• Maintain and improve automation solutions for production process
• Ensure timely completion of governance controls and production results under tight timelines
• Education: Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. MBAs should apply only if they are interested in career in specialized quantitative risk management discipline. Skillset
• Strong programming skills in SAS is necessary. Working knowledge of Tableau, Python or R is a plus.
• 2-5 YEARS SAS programming experience
• Experience of working in SAS for a financial institution. Experience in a model production team is a plus
• Knowledge of Python or R
• Basic understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable.
• Extensive experience in SAS based model production environments.
• Experience in developing end-to-end automation of production processes
• Expected to work with moderate supervision and guidance
• Work as an Individual Contributor
• Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

-------------------------------------------------

------------------------------------------------------

------------------------------------------------------

Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Citigroup Inc. and its subsidiaries ('Citi”) invite all qualified interested applicants to apply for career opportunities. 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 CLICK HERE.

To view the 'EEO is the Law' poster CLICK HERE. To view the EEO is the Law Supplement CLICK HERE.
To view the EEO Policy Statement CLICK HERE.
To view the Pay Transparency Posting CLICK HERE.