1+ months

Senior Vice President, Financial Modeling Senior Lead Analyst

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:

  • 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

Qualifications:

  • 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.

To view the 'EEO is the Law' poster CLICK HERE. To view the EEO is the Law Supplement CLICK HERE.
To view the EEO Policy Statement CLICK HERE.
To view the Pay Transparency Posting CLICK HERE.

Categories

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

Before you go...

Our free job seeker tools include alerts for new jobs, saving your favorites, optimized job matching, and more! Just enter your email below.

Share this job:

Senior Vice President, Financial Modeling Senior Lead Analyst

Citigroup
Long Island City, NY 11101

Join us to start saving your Favorite Jobs!

Sign In Create Account
Powered ByCareerCast