- Wilmington, Delaware, United States
- Hybrid
- Full-time · Senior
- $115K–$118K per year
- 2–5 years
Analyze and validate quantitative regulatory models for Citibank’s CCAR/DFAST and CECL programs, monitor model performance, and support regulatory submissions.
Compensation
Wage Range: $114,600 to $117,500
Responsibilities
- Analyze performance of CCAR/DFAST econometric stress loss forecasting models
- Support countries and regions for CCAR/DFAST CECL quarterly and annual model performance reporting
- Compare performances of different modeling suites for regulatory submission
- Use loss forecast modeling to provide diagnostics and enhance monitoring
- Monitor model performance on a quarterly basis
Requirements
- Master’s degree in Quantitative Finance & Risk Management, Finance, Statistics, Mathematics, Economics, or related quantitative field
- Bachelor’s degree in the specified fields