Citigroup Senior Vice President, Financial Modeling Senior Lead Analyst in New York, New York
Group Responsibilities :
The modeling team within Citigroup’s Corporate Financial Planning and Analysis team is responsible for:
Developing, implementing, and maintain the models that support Citi’s Balance Sheet and Income Statement forecasting
These models are used by Citi’s Business and Finance teams to support their Planning processes, and are used directly as forecasting tools for the bank’s CCAR PPNR processes
These models are used by Citi’s Interest Rate Risk Management function, including supporting the Funds Transfer Pricing framework, in the management of the bank’s interest rate risk
The common structure of these models is that they translate projections of economic environment scenarios into forecasts for Citi’s Balance Sheet and Income Statement
In addition, the team supports broader Treasury ALM quantitative analytical needs
The candidate’s job responsibilities include:
Develop statistical models for the forecasting of Citi’s Balance Sheet and Income Statement, for use in Citi’s 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, Citi’s business and functional teams, internal/external audit, and regulatory agencies (e.g., Fed, OCC, FDIC)
Partner with Citi’s business leaders such that the development, implementation, and use of developed forecasting models, ensures the appropriate design and use
Partner with Citi’s 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
Job Family Group:
Fin Solutions Dsgn & Implement
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