1+ months

Senior Vice President, Financial Modeling Senior Lead Analyst

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:

  • Develop statistical models 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
  • Develop models such that the model can translate macroeconomic and financial market indicators into scenario-based forecasts
  • Fully document 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)
  • Partner with Citis business leaders such that the development, implementation, and use of developed forecasting models, ensures the appropriate design and use
  • Partner with Citis Operations and Technology team to ensure timely, efficient, and accurate implementation of developed models


  • Minimum 5 years of experience in developing advanced statistical models for use in a financial institution setting
  • Advanced degree in quantitative discipline (e.g., Statistics, Economics, Finance), Ph.D. preferred
  • Proven track record of successful independent model development, with proven track record of successful interaction with business stakeholders, internal model risk management and audit, and external regulators
  • Experience participating in complex end-to-end model development projects (business requirements, data capture, model design, build, validation, implementation, and use)
  • Eagerness to learn about the relationship between the economic environment and the balance sheet/income statement
  • Expert programming skills to develop statistical models, with expert capabilities in statistical software packages such as SAS, R, or Python preferred.
  • Experience utilizing a Oracle database platform, including SQL scripting, preferred
  • Experience developing models in a regulated environment (e.g., Fed, OCC, FDIC) preferred
  • Excellent communication and interpersonal skills to allow collaboration with Citi colleagues
  • Proven track record of successfully migrating models from development through production implementation


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


Time Type :


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.

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

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Senior Vice President, Financial Modeling Senior Lead Analyst

Long Island City, NY 11101

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