Citibank, N.A. seeks a Model/Analysis/Valid Senior Manager for its Irving, TX location.

Duties: Develop, enhance, and validate methods for measuring and analyzing risk metrics including stress loss usage and risk capital for all risk types including market, credit, and operational. Manage model maintenance throughout model lifecycle including model validation, ongoing performance evaluation, and annual model reviews. Identify model limitations and develop model improvements. Assist in the development of analytic engines for risk model product lines including designing data pipelines, planning infrastructure for production systems, and coordinating with reporting team for downstream model usages. Coordinate with multiple parties to ensure reliable and efficient production process for risk metric calculations. Communicate results to diverse audiences including key stakeholders and regulators. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Bachelor’s degree, or foreign equivalent, in Financial Engineering, Economics, or a related field, and five (5) years of experience in the job offered or in a related occupation in a quantitative role in the financial services industry. Five (5) years of experience must include: Utilizing python or similar statistical coding software to develop or analyze risk prediction models; Performing quantitative review of statistical model performance focusing on loss explanation, identifying key driving factors, and justification for the underlying approach and outcome variations; Managing model risk across the complete modeling lifecycle by executing or reviewing and challenging ongoing performance monitoring, annual model review, and revalidation; Utilizing model development and validation testing techniques to access model limitation, carrying out remediation actions, and identifying impacts of model weakness; Carrying out data analysis using database and programming tools including extracting and processing historical time series data using scripting language or other database tools, performing statistical analysis, verifying data qualities, and detecting outliers; and Working with risk metrics and risk measure concepts including risk capital and stress loss, and their application in risk management. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/.  Please reference Job ID #24777384. EO Employer.

Wage Range:                $146,000 to $146,000/year

Job Family Group:        Risk Management

Job Family:                  Risk Analytics, Modeling, and Validation

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

Job Family Group:

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

Job Family:

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

Time Type:

Full time

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

Primary Location:

Irving Texas United States

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

Primary Location Full Time Salary Range:

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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

Anticipated Posting Close Date:

Oct 05, 2024

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

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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 review Accessibility at Citi.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting