C12 - Avp Secured Ccar Model Production

**_Business/ Dept._**

**_ Objectives:_**

Positions within Global Consumer Risk Management of Citi for CCAR/CECL/DFAST stress loss model production forecast and reporting and analytics team for the secured portfolios.

**_ Core Responsibilities:_**

This position within Global Consumer Banking will generate production results of CCAR/DFAST, CECL stress loss-forecasting models for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities:

- Generate production forecasts for economic scenarios. Produce additional on-demand runs to support analytical requests from peer groups and model sponsors.
- Implement new or enhanced models in production environment
- Continuously work to maintain and improve governance controls relates to implementation and production process
- Generate standard reporting, comparison with previous results as well as drill down analytics for productions forecasts.
- Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for production process.
- Deliver comprehensive write-up of production results and process as per internal and regulatory standards
- Understand model variables and economic forecasts and conduct drill down analysis and reporting of model production forecasts.
- Perform analysis for benchmark models and other _ad hoc_ analysis as required by business/validation teams
- 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 for production process
- Ensure timely completion of governance controls and production results under tight timelines

**_ Education:_**

**_ Skillset_**
- Strong programming skills in SAS is necessary. Working knowledge of Tableau, Python or R is a plus.
- 7 - 10 YEARS SAS programming experience
- Experience of working in SAS for a financial institution. Experience in a model production team is a plus
- Experience of automating production processes and reporting
- Understanding of SAS based technology systems & infrastructure would be plus
- At least 3 Years as a people leader
- Basic programming skills in Python or R
- Basic knowledge of Tableau
- Basic understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable.
- Extensive experience in SAS based model production environments.
- Experience in developing end-to-end automation of production processes
- Lead multiple projects independently.
- Manage effective team delivery
- Ability to manage work in cross functional teams including model development, country/region’s business stakeholders, model validation and governance teams, and model implementation team
- Effectively coordinate with model developers/SMEs to analyze model forecast results and explain to both technical and non-technical senior audience.
- Present production results with over-sight for approvals
- Good understanding of regulatory requirements
- 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**:
Regulatory Risk
- **Time Type**:
Full time
- Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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