Citi Global Senior CCAR Econometric Indicator - VP in Irving, Texas

  • Primary Location: United States,Texas,Irving

  • Other Location: United States,Delaware

  • Education: Master's Degree

  • Job Function: Risk Management

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: Yes, 10 % of the Time

  • Job ID: 16042091



• This Vice President position within Global Consumer Banking will conduct CCAR/DFAST econometric modeling and analysis for Citi's international consumer product portfolios and perform macroeconomic data and forecast evaluation, including but not limited to the following activities:

• Run regressions and tests to establish quantitative relationship between loan loss variables such as GCLR or NPLR of Citi global consumer loan portfolios and macroeconomic variables; build benchmark models using industrial loan performance data and macroeconomic variables

• Lead database management, build database/research/production systems using advanced econometrics software

• Guided by theoretical prior, provide and expand candidate explanatory macroeconomic variable lists to the CCAR global consumer loan modeling teams through econometric analysis

• Identify and evaluate internal and 3rd-party data source, projection methodologies/models/analytics

• Interact with other Citi CCAR-related functions and country risk teams



• Must have a few years of industrial experience in credit risk or international macroeconomic modeling

• Good statistical/econometric programming skills required

• Advanced Degree in Economics with concentration in Econometrics and Macroeconomics/International Economics preferred

• Experience in econometric modeling, forecasting and model validation in top financial/consulting institutions preferred

• Master's Degree with a few years’ experience or Ph.D.