SVP Model/Anlys/Valid Sr Officer (Hybrid)

Enterprise Risk Management (ERM) is a part of Citi’s Risk Management organization that is responsible for Enterprise-level risk identification, management, and analytics, including stress testing across multiple asset classes and risk stripes. The enterprise-level stress testing program is sponsored by the Citigroup CRO, who reviews the stress testing results with the rest of the executive management team.

This role sits within the GSST Stress Testing team in the Enterprise Risk Analytics group.

Responsibilities:

• Develop/enhance/maintain stress loss usage (SLU) forecast methodology for Citi’s top of the house risk appetite limits including both Market and Credit Risk pools
• Engage with key stakeholders from Business, Risk, Finance, and Enterprise risk appetite limit teams to support their needs
• Establish sound governance and framework around SLU forecast to ensure proper linkage between risk management and Citi’s financial and strategic planning
• Partner with risk reporting, technology and other relevant parties to implement changes and continue improving system and infrastructure around stress loss usage forecast
• Develop models and oversee model development, model performance tracking, validation, and deployment efforts. Ensures the compliance of development and validation of models with respect to internal and external guidelines.
• Advances Risk Management methodology and integrate models into business decisions and planning.
• Lead SLU forecast for QMMF and annual planning.
• Works with large datasets and complex algorithms to solve data science challenges.
• Provide leadership and guidance for junior members.

Qualifications:

• 10+ years' experience
• Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or application risk scoring.
• Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.
• Experience with analytical or data manipulation tools (e.g. Python, SAS, SQL, R, C Programming in UNIX) Proficient with MS Office suite.
• Ability to deliver compelling presentations and influence executive audiences.
• Excellent communicator: ability to engage and inspire team forward.
• Ability to drive innovation via thought leadership while maintaining end-to-end view.
• Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators.

Education:

• Bachelor’s/University degree or equivalent experience, potentially Masters degree
• Master Preferred

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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Primary Location:

Irving Texas United States

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Primary Location Full Time Salary Range:

$156,160.00 - $234,240.00

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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Anticipated Posting Close Date:

Apr 11, 2025

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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.

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