Job Description

Objectives:
Positions within Global Consumer Risk Management of Citi for CCAR/DFAST stress loss model performance monitoring reporting and analytics for the secured portfolios.
Core Responsibilities:
This position within Global Consumer Banking will conduct performance monitoring, reporting and analytics of CCAR/DFAST, CECL stress loss-forecasting models for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities:

Generate reporting and analytics for GCB Consumer Risk stress loss models. This would include standard reporting as well as drill down analytics for quarterly performance monitoring and supporting analysis .
Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for model monitoring.
Develop/maintain reports in tools such as SAS, Excel-VBA, Tableau etc.
Deliver comprehensive write-up of model performance and supporting analysis for Ongoing Performance assessment, Annual Model Review documents and Revalidation documents
Understand Model variables and economic forecasts to conduct drill down analysis to explain model performance in backtest periods.
Perform analysis for benchmark models and other adhoc analysis as required by business/validation teams
Work closely with cross functional teams, including country/regions business stakeholders, model validation and governance teams, and model implementation team
Develop automation solutions for reporting process
Deliver end user computing process related mandates
Education:
Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline.
Skillset

Primary (SAS, Excel VBA etc.)
Good to have (Tableau)
2 - 4 YEARS reporting & analytics experience
Basic understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable.
Extensive experience in MIS reporting, model monitoring/validation, performance scorecards, Loss Forecasting etc. in Excel, Tableau etc.
Experience in MIS/Reporting(Risk/Marketing) in portfolio reporting/model validation, performance tracking for consumer business
Experience in developing end-to-end automation of reporting processes
Expected to work with moderate supervision
Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
Education: MBA/ PGDMr r r r r r r Any Graduate
Industry: Banking

Skills Required