Easter Seals Jobs

DART (The Risk Data, Analytics, Reporting & Technology team) is the leading risk modelling and data analytics team in Citi. We use mathematical modelling and the latest technologies to calculate risk for the largest portfolios in Citi. We use visualizations and dashboards to communicate risk to senior stakeholders. Our models and analytics ensure that the bank has adequate capital during crisis.

The Credit, Climate and Obligor Risk Analytics (CORA) organization within DART is looking to add a senior model researcher/developer at Senior Vice President level to join the Loss Forecasting Analytics team in Warsaw, Poland. The team is responsible for development of the credit loss and stress-testing models for Citi's wholesale credit portfolios.

This is a highly visible role within the organization, covering a wide range of responsibilities to support the 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 life cycle, which includes interaction with senior Risk, Finance, Model Validation, and Business Managers, Internal and External Auditors, and Regulators.

Responsibilities:

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

• Implement models and model testing and monitoring software within the evolving and expanding Wholesale Forecast library Python codebase

• Develop priorities for model development and related activities of the Team through engagement with partners in Risk and Product units

• Enhance the application of analytics within the Risk organization particularly in portfolio stress testing for internal and regulatory purposes

• Engage with Model Risk Management leadership to ensure that model development and documentation practices meet MRM guidelines

• Support business, finance, risk managers, fundamental credit risk, internal audit, and banking supervisors for stress testing related discussions

• Actively engage across teams within CORA developing all wholesale credit risk models, including PD/LGD/EAD models, credit risk rating models, and ICAAP and IFRS 9 models

Qualifications:

• Master’s or Ph.D. degree in Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, etc.) is required.

• 5+ years of experience in quantitative financial modeling

• Hands-on experience in the financial industry, with good track record of successfully mentoring talent and working with diverse stakeholders

• Demonstrated knowledge of credit risk, credit products, and related regulatory rules. Experience in CCAR/EBA/ICAAP stress testing, PD/LGD/EAD modeling, or CECL/IFRS9 is preferred

• Familiar with statistics packages and regression models

• Strong programming skills in Python, R, C++ or other languages used for data analysis and quantitative modeling

• Excellent communication skills, verbal as well as written. Fluency in speaking, reading, and writing English is required.

What we can offer you:

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

• Private Medical Care Program

• Life Insurance Program

• Pension Plan contribution (PPE Program)

• Employee Assistance Program

• Paid Parental Leave Program (maternity and paternity leave)

• Sport Card

• Holidays Allowance

• Sport and team recreation activities

• Special offers and discounts for employees

• Access to an array of learning and development resources

• A discretional annual performance related bonus

• A chance to make a difference with various affinity networks and charity initiatives

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.

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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .

View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP_EEO_Supplement_Final_JRF_QA_508c.pdf) .

View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo_aa_policy.pdf) .

View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp_%20English_formattedESQA508c.pdf)

Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.