**JOB DESCRIPTION:** This position will focus on the model performance tracking, production and model implementation of CCAR/DFAST/ICAAP and CECL stress loss models for Citi's product portfolios on an US & international basis, including but not limited to leading the following activities: **Roles and Responsibility:** + Obtain/implement model from model development to production environment, and obtain updated data from countries/regions and/or Risk Architecture to run primary & benchmark CCAR models. Document all production related activities around production/model implementation/performance tracking. + Run quarterly model prediction performance back-testing and sensitivity analysis against accuracy and other required model performance triggers for production models + When performance shifts are observed, perform diagnostic analytics around drivers on the models + Document & review base and stress CCAR model performance with assigned countries & regions quarterly and assist countries and regions in their use of the CCAR/DFAST models in business activities such as loss forecasting/benchmarking their loss forecasts and assessing the risk of various lending segments (i.e., Risk Appetite) + Review model performance and drivers of any gaps or deterioration in model performance with MRM, IRMO, and regional and country risk managers + Perform full, formal annual model review to follow MRM’s guidance and standards. **Qualifications** + Degree in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, or other highly technical quantitative discipline + 0 to 2 years’ experience in developing or tracking quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk + Strong working knowledge in SAS Programming, ability to code from scratch, automate SAS processes etc. + Strong working knowledge in UNIX environment, working on FTP sessions (Putty/Tectia etc.) + Expertise in successfully executing either the model development or model performance tracking components of an analytical, econometric modeling-driven stress loss process + Expertise in running model implementation and model tracking processes across consumer products and/or business lines + Expertise in delivering technical presentations to countries, regions, internal modeling oversight functions, external regulators (e.g., FRB, OCC, FDIC), and internal audit functions + Strong capabilities in communicating technical information verbally and in writing to both technical and non-technical audiences + Candidates who have performed comparable functions to those listed above for significant, complex financial institutions at a consulting company, vendor, or service provider would be strongly considered as well + Tableau, Advanced Excel, VBA Automation programming is preferred + Proficient understanding of code versioning tools such as BitBucket, Job Scheduling in Autosys is considered a plus ------------------------------------------------------ **Job Family Group:** Risk Management ------------------------------------------------------ **Job Family:** Risk Analytics, Modeling, and Validation ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ _Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._ _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 Citi’s_ _EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy)_ _and the_ _Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf)_ _poster._ Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.