Model / Anlysis / Validation Sr Officer

Model / Anlysis / Validation Sr. Officer for Citibank, N.A. for Tampa, FL, to research, dvlp & maintain wholesale credit loss models used for regulatory stress testing incl Comprehensive Capital Analysis & Review (CCAR), Dodd-Frank Act Stress Test (DFAST), Internal Capital Adequacy Assessment Process (ICAAP), European Banking Authority (EBA), internal stress testing & audited credit reserves subject to Current Expected Credit Loss (CECL), & / or Intl Finl Reporting Standards (IFRS) 9. Telecommuting / hybrid work schedule permitted w / i commutable distance from worksite in accordance w / Citi policies & protocols. Reqmts : Masters or foreign equiv in Econometrics, Stats, Math, Finc or rel field & 3 yrs exp in job offered or rel quant occupation validating credit risk measures. 3 yrs exp must incl : Coding w / Python, C++, & R in Linux / Windows environs, incl softw dvlpmt collab technologies Git & Bitbucket; dvlpg credit loss models & pricing models using regression analysis & forward curve models applied to lrg-scale portfolios. 40 hrs / wk. Sal range : $170,000-$185,000 / yr. Citi offerings may incl discretionary incentive & retention awards for elig employees. Citi also offers competitive bnfts. See citibenefits.com. Applicants submit resumes at https : / / jobs.citi.com / . Ref Job ID #25906177. EOE.

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