The Credit, Climate, and Obligor Risk Analytics (CORA) group within Citi is looking to add an experienced quantitative analyst at Senior Vice President level to join the Loss Forecast Analytics team in Tampa, FL.  The team is responsible for development of the loss reserves and stress-testing models and analytical functions for Citi's wholesale credit portfolios. This is a highly visible individual contributor position within the organization, covering a wide range of responsibilities to support risk management of global wholesale credit portfolios. The successful candidate will be a part of highly productive analytical team and lead all aspects of the model development process, which includes interaction with Business, Risk, Finance, Model Validation, and Regulators.

​ Responsibilities:

o Research, develop, and maintain wholesale credit loss models used for loss forecasts, including reserves and stress testing, both internal and regulatory, covering CECL, CCAR/DFAST, and internal stress testing

o Advances Risk Management methodology and integrate models into business decisions and planning.

o Help introduce best-in-class, cutting edge Model techniques to drive profitability through innovation.

o Ensures the compliance of development and validation of models with respect to internal and external guidelines.

o Implement loss/reserve models and analytical functions in the wholesale credit risk library

o Support business, finance, risk managers, foundational credit risk, model validation, internal audit, and banking supervisors for stress testing related discussions.

o Supports the development of training curriculum and standards. Provide leadership and guidance for junior modelers.

o Interacts with senior levels of management to facilitate understanding of usage of risk models and inform critical decisions.

o Actively participate in the analysis and interpretation of results, incorporating feedback as appropriate into models and metrics. 

o Actively engage across all model development teams with CORA, including PD/LGD/EAD models, and IFRS9/ICAAP models.

​ Qualifications:

o Master or PhD degree in Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, etc.) is required.

o 5+ years of experience in quantitative financial modeling. Hands-on experience with the research, development, and implementation of credit risk models.

o Extensive knowledge of wholesale credit products and financial markets at a financial institution.

o Solid knowledge of bank stress testing and loss reserves for wholesale credit portfolios for CECL and CCAR.  Experience in PD/LGD/EAD modeling, or global IFRS9/ICAAP calculation is a plus.

o Familiar with statistics packages and regression models.

o Strong programming skills in Python, C++, or other advanced programming languages.

o Ability to drive innovation via thought leadership while maintaining end-to-end view.

o Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators.

o Excellent communication skills, verbal as well as written.

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In 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.

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