Citibank, N.A. seeks a Financial Solutions Group Manager for its Tampa, Florida location.

Duties: Develop statistical and macro econometric models to forecast the firm’s capital position under a wide range of economic scenarios, strategy changes and capital consumption metrics. Develop and enhance framework to forecast RWA (Risk Weighted Assets) for high frequency outlooks, strategic planning and stress testing for all products in Citi’s balance sheet using advanced modeling techniques and programing languages. Develop methodologies and tools to measure performance of model inputs and outputs and deviations from planning scenarios. Lead stress testing process execution and methodology for RWA forecasting required by US regulators. Lead Retail RWA calculation architecture re-engineering to comply with regulatory requirements. Review Basel AIRB, PD, EAD, LGD and segmentation models required for RWA calculations and provide guidance on technical requirements and model development. Produce AIRB and standardized RWA Model analytics for data, business and model changes in support of PD, CCF, LGD, standardized RWA and capital consumption. Execute regulatory quantitative impact studies to assess changes in RWA given changes in regulatory requirements. Provide guidance to senior capital managers on development and execution of portfolio actions/strategies supporting increases in return. Oversee development of advanced analytics and testing, including business engagement, to measure performance, risks and opportunities by major business line. Serve as a key liaison with senior Business Leads, Risk, FP&A and other key stakeholders in support of process coordination and business insight for decision making and governance purposes.

Requirements: Requires a Bachelor’s degree in Finance, Economics, or a closely related field and 4 years of progressive, post-baccalaureate experience in a position involving statistical or macroeconomic modeling or a closely related position for a global financial institution. 4 years of work experience must include: Predictive analytics; Basel RWA standardized and advanced calculation methodology; Calculating Risk Weighted Assets pursuant to Basel Accord rules; Federal Reserve and OCC (Office of the Comptroller of the Currency) stress testing framework, including CCAR – Comprehensive Capital Analysis and Review; Retail banking and portfolio management practices including models and strategy optimization for customer acquisition, maintenance and collections; Advanced Programming languages focused on data science and analytics, including SAS, R and Python; Modeling techniques, including decision trees, random forests, support vector machines, neural networks and time series models; and Model development and stress testing in support of Sr11-12 regulation, BCC14-3 and DFAST. Qualified applicants submit resumes referencing job code EJ/FSGM/GV to Citigroup Recruiting Dept., 3800 Citigroup Center Drive, Tampa FL 33610. Citigroup is an EOE Employer. This position is eligible for incentives pursuant to Citigroup’s Employee Referral Program. Direct applicants only.

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Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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