Job Description

 

About Citi
 
Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.
 
Citi's Mission and Value Proposition  explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients' and the public's trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.
 
Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.
Model Execution Platform to Implement CCAR Models - International Secured Products
 
 
Model Execution Platform to Implement CCAR Models - International Secured Products
 
Description:
This position within Global Consumer Risk Management will develop and maintain the technical platform to implement CCAR/DFAST stress loss models for international secured portfolios (e.g. mortgage and home equity). The responsibility includes but not limited to the following activities:
 
  • Maintain and enhance existing structure for model execution platform(Cash Flow Engine) in SAS
  • Design and develop new model execution platform in Python/SAS
  • Provide guidance to team across globe working on the same project
  • Partner with model developers to gather requirements for new enhancements
  • Deliver comprehensive process and control documentation
  • Provide necessary research support during model development and implementation process
  • Automate model output to create standard reports from model results
  • Work with model developers to finalize structure of inputs to Cash Flow Engine


Qualifications:
Advanced Degree (Masters required, PhD preferred) in Computer Science, Data Analytics, or other highly technical quantitative or engineering discipline
  • Advanced programming skills in Python
  • 10-15 years' experience in data automation, model implementation in SAS and Python 
  • Experience working with time series transition state data and output
  • Familiarity with mortgage and home equity products is a plus
  • Experience in managing diverse set of stakeholders across globe
  • Ability to design coding workflow from scratch for a data intensive process
  • Able to communicate technical information verbally and in writing to both technical and non-technical audiences
  • High Proficiency in SAS/Python/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint


Qualifications

Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity

Application Instructions

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