Citibank N.A. Job - 30452547 | CareerArc
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Company: Citibank N.A.
Location: Tampa, FL
Career Level: Mid-Senior Level
Industries: Not specified

Description

Model/Analysis/Validation Group Manager for Citibank, N.A. (Tampa, FL)

Duties: Research, develop, and implement stress testing models to for credit and operational risk using SAS and R statistical tools. Lead development of methodologies, algorithms and diagnostic tools for testing model robustness, stability and performance using statistical tools. Perform reliability analysis and quality control of modeling data and model results. Lead development and maintenance of technical documentation for methodologies, including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls. Implement analytical tools by reporting functions, and the migration of models to the production environment. Engage business risk managers in the analysis and interpretation of results, incorporating feedback as appropriate into models. Provide timely and accurate responses to clients, senior management and regulators. Participate in discussions with model validation, internal and external audits and regulatory reviews. Assist in preparation and delivery of training materials, presentations and reports on credit risk analytics for technical and non-technical audiences. Provide thought leadership and oversight for a team of quantitative modelers.

Requirements: Bachelor's degree or foreign equivalent in Computer Engineering, Statistics, Business Administration, or a closely related field and 5 years of progressive, post-baccalaureate experience as a Modeling Analyst, Research Associate, Analytics Analyst or a related position. 5 years of experience must include: Stress Testing; Risk Regulations; Credit risk modeling; Knowledge of wholesale/commercial banking portfolios; SAS, SQL, & R statistical tools; Statistical and regression modeling and techniques.

Citigroup is EOE.


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