Regulatory Risk Senior Officer

Citibank, N.A. seeks a Regulatory Risk Senior Officer for its New York, New York location. Duties: Provide risk analytics and data across products and reports using quantitative analysis, statistical modeling, loss forecasting & loan loss reserve modeling. Build econometric and statistical models using logistic and linear regression for retail banking. Use SAS, Python, R, SQL, Excel and Tableau to develop statistical models to forecast stress loss across various portfolios, capturing historical trends and FX volatility. Develop and implement statistical and segmentation models. Support model validation, performance evaluation and annual model reviews. Develop framework to forecast and monitor Risk Appetite stress loss limits across credit portfolios to evaluate the risk of a potential breach of the limit. Perform model limitation remediation analysis including overlay assessment and impact. Attribution walk to assess the impact of model drivers. Assist with development lifecycle, from evaluating industry best practices to determining the methodology based on analysis to model completion and validation. Analyze new risk-related guidelines, best practice standards, rules and regulations. Communicate implications of existing and opposed regulation and draft regulatory responses. Regulatory risk project management, including gathering business requirements, analysis, and testing, for the delivery of regulatory solutions for stress tests and CCAR requirements, stress test-based limit monitoring and reporting. Deliver projects for Portfolio Risk Review chapter. Rationalize EUCs used for portfolio risk reviews. Interact with cross-functional teams within Infrastructure and IT groups, Risk and Reporting, model development, policy teams and businesses to design, test and deploy the Enterprise Framework and associated processes. Interact with risk management colleagues and external stakeholders. Initiate feedback sessions with clients to understand strength and focus areas and leverage feedback. Create presentations with analysis, storyboard results, and lead discussions with management, finance, and independent risk. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols. Requirements: Requires a Bachelor’s degree, or foreign equivalent, in Engineering (any), Economics, Finance or related quantitative field and 6 years of progressive, post-baccalaureate experience as Engagement Manager, Project Manager, Consultant or related position involving quantitative analysis, statistical modeling, loss forecasting and loan loss reserve analysis for the financial/banking industry. 6 years of experience must include: Building econometric and statistical models for the financial/banking industry; Supporting model validation, performance evaluation and annual model reviews; Developing and implementing statistical and segmentation models; CCAR and CECL processes including model development, documentation, implementation and validation; Model development for regulatory submissions; Model limitation remediation analysis including overlay assessment and impact; Attribution walk to assess the impact of model drivers; Supporting business in audits and conducting regular gap analysis and internal reviews to ensure models and analytical tools are implemented per regulatory and policy guidelines; and SAS, Python, R, SQL, Excel and Tableau. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25824064. EO Employer. Wage Range: $194,300 to $250,000 Job Family Group: Risk Management Job Family: Regulatory Risk ------------------------------------------------------ Job Family Group: ------------------------------------------------------ Job Family: ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Primary Location: New York New York United States ------------------------------------------------------ Primary Location Full Time Salary Range: In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire. ------------------------------------------------------ Anticipated Posting Close Date: Mar 18, 2025 ------------------------------------------------------ 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. Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. 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