AVP Model Analysis Senior Analyst - Stress Testing (Hybrid)

This position is to support the Global Systematic Stress Testing (GSST). GSST is Citi's internal enterprise-wide stress testing program. The GSST program enables Citi to measure stress loss across all market, credit and operational risk categories aligned with Citi’s risk taxonomy. All material risk exposures across these risk categories are stressed in the program.Key Responsibilities:Work with business/risk stakeholders, modeling, IT and risk reporting to design a frequent, flexible and scalable process for GSST for retail credit risk and/or operational riskIntegrate scenarios and portfolio data with model execution in production to produce stress test model outputsInterpret stress testing results and conduct analyses to address any questions about the resultsDesign and conduct attribution and trending analysisDesign and conduct sensitivity analysis to test variables, assumptions, and other relevant model performance metricsServe as connection point between the business and technology when defining business requirements for infrastructure enhancementsEstablish and monitor data quality controls to enable completeness, consistency and quality around data attributes used for stress testing purposesQualifications:Masters and above degree in a quantitative discipline such as mathematics, financial engineering, physics, statistics, computer science2+ years of experience in risk analytics, modeling, or quantitative programming roles in a financial institutionExperience in retail credit risk and/or operational riskExperience in stress testing and/or loss forecastingEffective communicator, self-starter, and team playerProficiency in Python and SQLJob Family Group:

Risk ManagementJob Family:

Risk Analytics, Modeling, and ValidationTime Type:

Full timePrimary Location:

Irving Texas United StatesPrimary Location Full Time Salary Range:

$96,400.00 - $144,600.00In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.Anticipated Posting Close Date:

Nov 05, 2024Citi 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

.

#J-18808-Ljbffr