Citi

Position Title/Short Description

Full Text of JOE Listing:

This full-time junior Vice President position within Global Consumer Banking of Citi Group will conduct econometric modeling and analysis for Citi's international consumer product portfolios. The tasks of this position include but are not limited to the following activities:
• Build credit risk models for CCAR stressing testing or CECL loan loss reserve using large Citi performance data and macroeconomic data; run regressions and tests to establish quantitative relationship between loan loss variables of Citi global consumer loan portfolios and macroeconomic variables/portfolio character variables
• Conduct statistical analysis and data cleansing on large databases through sophisticated econometric software coding
• Interact with other Credit Risk-related functions and Citi global country risk teams; present and defend the models to different kinds of audiences; write model documentations
• Build database/risk forecast systems using advanced econometrics software

Qualifications:
• Advanced Degree in Economics with concentration in Econometrics and Macroeconomics/International Economics/Labor Economics preferred
• Master degree candidate must have 1 or more years of modeling experience
• Industrial experience in credit risk or international macroeconomic modeling in financial/consulting institutions preferred
• Good statistical/econometric programming skills strongly preferred (SAS, Eviews, PYTHON, STATA, etc.)

Skills/Requirements:
Master’s Degree with more than 1-year modeling experience or Ph.D.