- Citigroup (New York, NY)
- …climate risk modeling. Responsibilities: o Implement and maintain wholesale credit loss model library for reserve calculation and stress testing o Review the spec ... from modelers and participate in the model implementation design for library users such as model developers, model sponsors, risk reporting and legal… more
- Citigroup (Queens, NY)
- …HR, Pension, Insurance, and Climate Risk. Communicate with stakeholders, including model sponsors, auditors, and regulators, and discuss validation finding related ... and mathematical formulation, based on quantitative or theoretical evidence. Evaluate model performance and fit for purpose according to regulatory requirements and… more
- Citigroup (New York, NY)
- …initiatives led by the Finance CAO, including Functional Target Operating Model and Finance-wide Technology Investment planning, including central business processes ... and managing and monitoring key metrics related to target operating model definition and initiatives, deployment of enterprise capabilities, including AI, process… more
- Citigroup (Queens, NY)
- …City, NY location. Duties: Document, record, track, and maintain updates to the model risk management policy and procedure to ensure proper model governance. ... Execute review and approval process for updates to the Model Risk Procedure on a quarterly basis. Document model overlay council meeting minutes and obtain… more
- Citigroup (New York, NY)
- …and oversight + Optimizing front-to-back technology architecture and data operating model + Provisioning best-practice tools and capabilities + Implementing data ... Leveraging innovative technologies eg AI, NLP + Building out a firmwide data operating model through domains + Creating support of the operating model to enable… more
- Citigroup (New York, NY)
- …at a pivotal point in its evolution and journey to implement a target operating model . We take pride and are passionate about our People and our Culture. We are ... in our people and their development. We are transforming and simplifying our operating model and creating an exciting environment to work in. We are a dynamic global… more
- Citigroup (New York, NY)
- …CCAR / QMMF across segments, coordinate across LFO teams for overlays on model runs, forecast workshops, and overall product dynamics. + Prepare MRM documentation ... across segments / products working with LFO teams for overlays, model management. + Create financial reports and meet with finance team to clearly summarize… more
- Citigroup (New York, NY)
- …Analyst, Risk Manager, Economist, Market Risk Senior Analyst, Model /Analysis/Validation Intermediate Analyst, Quantitative Risk Analyst, Quant Underwriting Analyst, ... Intern, or related position involving model development and financial forecasting. Alternatively, will accept a Bachelor's degree in the stated fields and 5 years of… more
- Citigroup (Getzville, NY)
- …controls knowledge with a solid understanding of Regulatory and Management Reporting and Model Development. More specifically, the individual will play a key role in ... wider DART Team, working closely with the DART Leads covering reporting, analytics, model development, and other key activities within DART and the wider Citi Risk… more
- Citigroup (New York, NY)
- …Compliance Risk Management (ICRM), Retail Credit Risk, Operational Risk, and Model Risk. Enterprise Risk Management covers Risk Identification, Risk Measurement, ... in LLMs, diffusion models, or other generative models + Experience in model building, model parallelism, and deployment of large-scale generative models… more