Job Description

Business/ Dept. Objectives: 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: 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 productions forecasts.
• Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for model monitoring and production forecast reporting.
• Develop/maintain reports in tools such as SAS, Excel-VBA, Tableau
• Deliver comprehensive write-up of model performance assessment, Annual Model Review documents
• Conduct drill down analysis to explain model performance in backtest periods.
• Understand model variables and economic forecasts and conduct drill down analysis and reporting of model production forecasts.
• Perform analysis for benchmark models and other adhoc analysis as required by business/validation teams
• Work closely with cross functional teams, including country/region's 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)
• 4-7 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, etc. in Excel, Tableau etc.
• 2 years' experience in model monitoring/validation of credit scorecard or forecasting model .
• Experience in working for developed markets (US/international) would be preferred.
• Experience in developing end-to-end automation of reporting processes
• Expected to manage own projects independently.
• Ability to work effectively in cross functional teams, including model development, country/region's business stakeholders, model validation and governance teams and model implementation team
• Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

- Job Family Group: Risk Management - Job Family: Risk Analytics, Modeling, and Validation - Time Type: Full time - Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. 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 review Accessibility at Citi. View the "EEO is the Law" poster. View the EEO is the Law Supplement. View the EEO Policy Statement. View the Pay Transparency Posting