r******e
发帖数: 5 | 1 Please apply for it at link https://citi.taleo.net/careersection/2/jobdetail
.ftl under requisition # 15074830 or send your resume to [email protected]
/* */
Statistician/Quantitative Analyst-15074830
Description
The position consists of performing several key tasks in support of the Citi
Model Risk Management Group (MRM) and in compliance with Citi Model Risk
Management Policy:
Evaluate Conceptual soundness of diverse models (scoring models, risk
segmentations, loss forecasting, stress testing, LLR, and macro-economic
forecasting models) used in risk management across the Global Consumer Bank
and authorize their use based on the evaluation results.
Perform Outcomes Analysis including back testing and independent review of
model testing logic and coding.
Perform model revalidation and model benchmarking
Perform model stress and sensitivity analysis to variety of assumptions and
scenarios
Review model development documents
Document model validation process, effective challenges and validation
results
Track model approval conditions, model usage and limitations
Assess on-going monitoring of model risk and compensatory controls including
analysis of performance breaks, control breaks, documentation and
escalation to stakeholders
This position is a vital component of the model “lifecycle”, playing a
direct role in how models are to be used by the firm. You will have
significant exposure to diverse group of Retail secured and unsecured assest
classes across primarily the North American Consumer Businesses.
You will work closely with members of the Global Model Risk Management Team
in NY, Dallas and Mumbai and collaborate with the Model Validation Teams in
Tampa to ensure consistent, standardized best practices are applied across
in the areas of Model Validation and documentation.
Qualifications
Minimum master degree in quantitative field such as statistics, economics,
business finance, or mathematics. Some work experience preferred.
Relevant consumer finance, Mortgage or credit card industry experience in
model development, maintenance, tracking and management preferred.
Excellent written and oral communication skills are required, ability to
present work in a formal and understandable format, bringing groups of
people to consensus
Ability to operate well in a team environment
Ability to lead people not necessarily with a management relationship
PCs, SAS, Microsoft Office Suite, and general office equipment
Must demonstrate ability to successfully engage in multiple project
Candidates should be strong quantitatively, naturally inquisitive, organized
, and able to work both alone and as part of a team. |
|
