Stress Testing 2nd Line of Defense Lead Analyst

Citibank, N.A. seeks a Stress Testing 2nd Line of Defense Lead Analyst for its Irving, Texas location. Duties: Execute the standard quality assurance function with Enterprise Scenario Design for 9Q scenarios. Write code to execute automated quality assurance checks, review exception reports, and work with modelers and business partners to ensure all identified exceptions are documented, investigated, and remediated or disposed. Collaborate with Technology partners to implement and maintain quality assurance code within a Technology platform. Design test plans, scenarios, scripts, or procedures. Make updates and enhancements to code, as needed, and thoroughly test the changes in accordance with group practices. Serve as a senior analyst on key model development projects. Estimate model equations, perform model testing, and write model development documentation. Ensure that models are constructed in line with industry best practices and regulatory guidance. Carry out quarterly production tasks, including verification and reviews related to production uploads and Scenario Manager releases. Independently execute production releases, as needed. Perform ad hoc analysis, including for management reporting, as well as analytics related to model development initiatives.

• Execute the standard quality assurance function with Enterprise Scenario Design for 9Q scenarios.
• Write code to execute automated quality assurance checks, review exception reports, and work with modelers and business partners to ensure all identified exceptions are documented, investigated, and remediated or disposed.
• Collaborate with Technology partners to implement and maintain quality assurance code within a Technology platform.
• Design test plans, scenarios, scripts, or procedures.
• Make updates and enhancements to code, as needed, and thoroughly test the changes in accordance with group practices.
• Serve as a senior analyst on key model development projects.
• Estimate model equations, perform model testing, and write model development documentation.
• Ensure that models are constructed in line with industry best practices and regulatory guidance.
• Carry out quarterly production tasks, including verification and reviews related to production uploads and Scenario Manager releases.
• Independently execute production releases, as needed.
• Perform ad hoc analysis, including for management reporting, as well as analytics related to model development initiatives.

• Master’s degree, or foreign equivalent, in Business Analytics, Information Systems, or related field and 3 years of experience as a Model/Analysis/Validation Officer, Model Development Officer, or related position involving analyzing model forecasts and model development for accuracy of data for a global financial services institution.
• 3 years of experience must include: Running data governance and controls including quality assurance checks; Utilizing programming language Python; Developing economic models in compliance with Comprehensive Capital and Analysis Review and Current Expected Credit Losses guidelines; Enterprise stress testing scenarios; and Establishing and executing change management processes.

• 401(k)
• life, accident, and disability insurance
• wellness programs
• planned time off (vacation)
• unplanned time off (sick leave)
• paid holidays

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