Job Information
Citigroup AVP Model Analysis Senior Analyst - Stress Testing (Hybrid) in Irving, Texas
This position is to support the Global Systematic Stress Testing (GSST). GSST is Citi's internal enterprise-wide stress testing program. The GSST program enables Citi to measure stress loss across all market, credit and operational risk categories aligned with Citi’s risk taxonomy. All material risk exposures across these risk categories are stressed in the program.
Key Responsibilities:
Work with business/risk stakeholders, modeling, IT and risk reporting to design a frequent, flexible and scalable process for GSST for retail credit risk and/or operational risk
Integrate scenarios and portfolio data with model execution in production to produce stress test model outputs
Interpret stress testing results and conduct analyses to address any questions about the results
Design and conduct attribution and trending analysis
Design and conduct sensitivity analysis to test variables, assumptions, and other relevant model performance metrics
Serve as connection point between the business and technology when defining business requirements for infrastructure enhancements
Establish and monitor data quality controls to enable completeness, consistency and quality around data attributes uses for stress testing purpose
Qualifications:
Masters and above degree in a quantitative discipline such as mathematics, financial engineering, physics, statistics, computer science
2+ years of experience in risk analytics, modeling, or quantitative programming roles in a financial institution
Experience in retail credit risk and/or operational risk
Experience in stress testing and/or loss forecasting
Effective communicator, self-starter, and team player
Proficiency in Python and SQL
Job Family Group:
Risk Management
Job Family:
Risk Analytics, Modeling, and Validation
Time Type:
Full time
Primary Location:
Irving Texas United States
Primary Location Full Time Salary Range:
$96,400.00 - $144,600.00
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:
Nov 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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .
View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP_EEO_Supplement_Final_JRF_QA_508c.pdf) .
View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo_aa_policy.pdf) .
View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf)
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.