Citi Hiring For C12-AVP Model documentation at Mumbai, Maharashtra Full Time

Objectives:
Positions within International Secured CCAR Modeling Team of Citi for writing model documentation for CECL/CCAR/DFAST loss models for secured portfolios.

Core Responsibilities:
This position within Global Consumer Banking will be responsible for writing model documentation for loss models used by the Global Consumer Bank to predict expected and stress losses under the Current Expected Credit Loss (CECL) framework, the Comprehensive Capital Analysis and Review (CCAR) framework and Dodd-Frank Annual Stress Test (DFAST) act. These programs are administered by the Federal Reserve and are critical tests the Bank must pass to demonstrate that it has sufficient capital to continue operations through periods of economic and financial stress.

The responsibility includes but not limited to the following activities:

Work with model development team to document the analysis performed during development or model renewal.

Work with code development team to document the software packages used to generate loss forecasts and monitor model performance.

Create figures, tables and graphs for inclusion in the model or code documentation packages. Adhere to set documentation quality standards and format styles.

Work closely with the manager to create presentations for senior leadership. Assist the manager in ad hoc projects as required.

Education:
Advanced Degree (Bachelors required, Masters preferred) in Management, Mass Communication, Economics or Finance.

Skillset

An advanced knowledge of MS Office tools and an extremely strong written communication is a must. Knowledge of end to end modeling process including the steps involved is required.

7 – 10 YEARS technical writing experience

At least 4 years’ industry experience working in areas related to advanced technical writing in the field of economics, statistics, marketing, etc.

At least 2-4 years’ Experience of authoring technical reports and whitepapers in academic or professional research setting.

Strong technical interpretation ability is necessary. Proven experience of drawing inferences from a data intensive project like market research, macro-economic analysis, etc. is a plus. Experience of technical documentation gained from working in a highly mathematical field is helpful.

Experience working with big volume of data, interpreting, charting and creating analytical reporting using excel in a business environment is required. Ability to interpret statistical analysis and document the results

Ability to produce written formal communications in the form of documentation, memos, whitepapers for a range of technical and non-technical audiences including external regulators. An extremely keen eye for detail is necessary

Manage projects independently.

Ability to manage work in cross functional teams, including country/region’s business stakeholders, model validation and governance teams, model development team, model monitoring and model implementation team

Documentation of model for internal oversight/regulatory submission.

Experience in creating presentations for senior leadership. Experience in drafting communication for both technical and non-technical audience.

Good understanding of regulatory requirements

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Job Family Group:
Risk Management

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Job Family:
Risk Analytics, Modeling, and Validation

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Time Type:
Full time

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