1+ months

Citi Treasury - Financial Modeling Senior Group Manager

Citigroup
Long Island City, NY 11101

Group Responsibilities:

The modeling team within Citigroups Corporate Treasury is responsible for:

  • Developing, implementing, and maintain the models that support Citis Balance Sheet and Income Statement forecasting
  • These models are used by Citis Business and Finance teams to support their Planning processes, and are used directly as forecasting tools for the banks CCAR PPNR processes
  • These models are used by Citis Interest Rate Risk Management function, including supporting the Funds Transfer Pricing framework, in the management of the banks interest rate risk
  • The common structure of these models is that they translate projections of economic environment scenarios into forecasts for Citis Balance Sheet and Income Statement
  • In addition, the team supports broader Treasury ALM quantitative analytical needs

The candidates job responsibilities include:

  • Drive the strategic modeling approach taken for the forecasting of Citis Balance Sheet and Income Statement, for use in Citis business planning processes, risk management processes, and for regulatory-based stress testing processes
  • Ensure the developed models can translate macroeconomic and financial market indicators into scenario-based forecasts
  • Establish strong partnership with Citis business leaders during the development, implementation, and use of developed forecasting models, ensuring appropriate design and use
  • Establish strong partnership with Citis FP&A teams to ensure developed models support strategic planning processes
  • Establish strong partnership with Citis Risk teams to ensure developed models support risk management processes
  • Establish strong partnership with Citis Operations and Technology team to ensure timely, efficient, and accurate implementation of developed models
  • Ensure appropriate documentation of all developed models for use during reviews with senior management, model validation, Citis business and functional teams, internal/external audit, and regulatory agencies (e.g., Fed, OCC, FDIC)

Qualifications:

  • Minimum 10 years of experience in leading advanced model development activities in a financial institution setting
  • Advanced degree in quantitative discipline (e.g., Statistics, Economics, Finance), Ph.D. preferred
  • Experience managing complex end-to-end model development projects (business requirements, data capture, model design, build, validation, implementation, and use)
  • Experience in the business planning processes of a large, complex financial institution
  • Proven experience in successfully designing solutions for complex real-world applied analytical problems
  • Strong general-purpose programming skills, so to be able to effectively manage junior modeling/coding staff
  • Excellent communication and interpersonal skills to facilitate collaboration with colleagues at all levels across Citi
  • Experience developing models in a regulated environment (e.g., Fed, OCC, FDIC) preferred
  • Excellent project management skills

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Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - US

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Time Type :Full time

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

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Posted: 2019-10-07 Expires: 2019-12-08

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Citi Treasury - Financial Modeling Senior Group Manager

Citigroup
Long Island City, NY 11101

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