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Model/anlys/valid Officer Vp
3 months ago
About Citi
The Model Risk Management (MRM) organization provides oversight for the Model Risk Management Framework, which consists of the policy, processes, and procedures through which Citi identifies, measures, manages, monitors, reports, and controls model risk across the firm.
This position is a unique opportunity to learn how the models are developed and validated in a Tier one Global Bank.
Citi's MRM is comprised of diverse, talented professionals globally located in several countries and territories, collectively representing an unparalleled international network of skills and capabilities.
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.
Responsibilities:
There is a significant increase in the scope and depth of model validation activities across the firm to meet the commitments made to the regulators and to meet the Model Risk Management Policy standards for the firm.
We are looking for an experienced Model Risk Manager to lead the validation to lead and conduct the validation for quantitative Risk models, such as Credit Risk, Operational Risk, Liquidity Risk, Structured Products, Securities and Securitization (including AFS/HTM), Pension Models, Insurance Models, Interest Rate Models, Scenario Variables/ Macroeconomic Forecasting models, Climate Risk, etc.
which are used to assess the adequacy of risk capital and estimated losses for regulatory or business requirements (including CCAR/DFAST, CECL, IFRS9, ICAAP, Basel, Financial Planning, Internal Stress Testing, etc.).
This role may entail heavy communication and coordination with various model developer groups within Citi businesses, and with external vendors.
Requirements:
- Excellent knowledge and understanding of a variety of model development and validation testing techniques covering risk models, including but not limited to linear regression models, logistic regression, generalized additive models, decision and regression trees, information gain and related segmentation statistical tools. Previous familiarity with Risk models such as Credit Risk, Operational Risk, Liquidity Risk, Structured Products, Securities and Securitization (including AFS/HTM), Pension Models, Insurance Models, Interest Rate Models, Scenario Variables/ Macroeconomic Forecasting models, Climate Risk, etc. is preferred.
- Deep understanding of financial products, risk management, CCAR/Basel/ICAAP regulatory requirements.
- Sound knowledge of Calculus, Numerical Analysis, Statistics, and Linear Algebra.
- Working Experience at a financial institution in either model development, model validation or model uses.
- Strong communication skills (both verbal and writing skills).
- Graduate degree (Master's Required, preferable Ph.
- Programming skills in using one or more of programming languages, such as Python, SAS, SQL, R, MATLAB, C/C++, Java, Oracle, etc.
- CFA, FRM, or CPA is a plus.
- Teamwork and commitment a must.
- For Vice President level model risk managers, at least over 3 years (or equivalent) in a quantitative role in risk management at a financial institution with experience in either model development or validation. For senior model risk managers, at least over 6 years (or equivalent) in a quantitative role in risk management at a financial institution with experience in either model development or validation.
- The location could be in: Toronto Canada, Long Island City NY/Wilmington DE/Tampa FL United States.
Job Family Group:
Risk Management
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Job Family:
Risk Analytics, Modeling, and Validation
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Time Type:
Full time
- Citi is an equal opportunity and affirmative action employer.
