Model/Analysis/Validation Officer

Citibank, N. A. seeks a Model/Analysis/Validation Officer for its Irving, TX location.

Duties: Perform stress testing and work with loss forecasting models within the consumer credit card business to evaluate capital adequacy under various economic scenarios in accordance with CECL/CCAR frameworks. Apply econometric modeling techniques to design predictive models. Identify best drivers for logistic and linear regression for developing loss forecasting models used for CCAR/CECL regulatory submissions. Perform data cleaning and preprocessing using analytical tools such as SAS, SQL, and Python for statistical model development. Prepare model development data and perform segmentation to segregate populations based on different characteristics and business requirements for statistical models. Enhance existing CCAR/CECL regulatory models and analyze methods of evaluating quantitative and qualitative data. Analyze macro-level economic data such as GDP, unemployment rates, and interes...