This position within Global Consumer Banking will maintain and enhance current software platform named Cash Flow Engine and other technological platforms used by CCAR/DFAST, CECL stress loss-forecasting team for model development, monitoring and production process for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities:
Maintain current software platform named Cash Flow Engine and other technological platforms used by stress loss-forecasting team for model development, monitoring and production process
Enhance current software platform as per request raised by model development and other teams
Develop from scratch new software and technological platforms to deliver similar and enhance functionalities
Support Migration of existing codes to new big data platform
Maintain inventory of codes and access controls as per control process
Improve code management, request management and access control processes
Improve code run time and standard report generation process
Produce on-demand runs to support analytical requests from peer groups and model sponsors
Work closely with all modeling functions as the codes developed by this team will be used by all others
Support extensive user acceptance and implementation testing of the code
Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for modeling process
Deliver comprehensive write-up of software platform development and maintenance process
Understand model variables and economic forecasts
Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
Maintain and improve automation solutions
Ensure timely completion of governance controls
Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline.
Strong programming skills in SAS are required. Basic programming skills in Python and R
7 – 10 YEARS SAS programming experience
Experience of working in SAS for a financial institution.
Experience of automating model development and reporting
Understanding of SAS based technology systems & infrastructure
Understanding of Big Data Platforms is a plus
At least 3 Years as a people leader
Lead multiple projects independently.
Manage effective team delivery
Ability to manage work in cross functional teams
Effectively coordinate with model developers/SMEs to analyze model forecast results and explain to both technical and non-technical senior audience.
Good understanding of regulatory requirements
Understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable.
Experience in developing end-to-end automation of modeling processes
Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
Manage 1-5 member team
Job Family Group:
Risk Management
Job Family:
Risk Analytics, Modeling, and Validation
Time Type:
Full time
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Citi is an equal opportunity and affirmative action employer.
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