Citigroup
Climate Quantitative Modeler Senior Vice President (hybrid)
Citigroup, Irving, Texas, United States, 75014
Climate Quantitative Modeler
Senior Vice President (Hybrid)
Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact. Job Overview
This role on the Credit & Obligor Risk Analytics (CORA) Team requires in-depth climate knowledge, business analysis skills, and excellent communication to work in a multidisciplinary team. The successful candidate will be responsible for developing statistical and economic models to assess the impacts of climate changes on Citi's wholesale lending portfolios, and for integrating solutions into the broader firmwide risk identification and stress testing framework. We are seeking a Quantitative Modeler at Senior VP level to lead the effort on: Develops, enhances, and validates the methods of measuring and analyzing climate risk, for both physical and transition, to be used in risk identification and stress testing, with a focus on impact to commercial and retail real estates. Works with large datasets and complex algorithms to solve data science challenges. Leverages big data and latest machine learning technique to develop innovative deployable solutions Develop and implement models to produce analytics and reporting used to manage climate risk for Citi's operations. Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards on the use of climate models Communicate key aspects of climate modeling to various stakeholders, including senior management, auditors and regulators. Collaborate with 1LOD and 2LOD as needed for application of climate models to their needs and requirements. Provide leadership and guidance for junior modelers. Our ideal candidate is a highly competent professional with 10 years of experience in building complex analytical solution involving a cross section of models: 6-10 years experience Advanced degree (MS or PhD) in a quantitative field such as Hydrology/Meteorology, Statistics, Engineering or Mathematics. PhD is a plus. Professional experience in climate change/climate risk or related field Professional experience in statistical modeling, Bayesian inference or other machine learning and statistical methodologies Expertise in programming, data modelling and data management and proficient in Python, SQL, Unix/Linux operating system Ability to deliver compelling presentations and influence executive audiences. Excellent communicator; ability to engage and inspire team forward Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators
Senior Vice President (Hybrid)
Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact. Job Overview
This role on the Credit & Obligor Risk Analytics (CORA) Team requires in-depth climate knowledge, business analysis skills, and excellent communication to work in a multidisciplinary team. The successful candidate will be responsible for developing statistical and economic models to assess the impacts of climate changes on Citi's wholesale lending portfolios, and for integrating solutions into the broader firmwide risk identification and stress testing framework. We are seeking a Quantitative Modeler at Senior VP level to lead the effort on: Develops, enhances, and validates the methods of measuring and analyzing climate risk, for both physical and transition, to be used in risk identification and stress testing, with a focus on impact to commercial and retail real estates. Works with large datasets and complex algorithms to solve data science challenges. Leverages big data and latest machine learning technique to develop innovative deployable solutions Develop and implement models to produce analytics and reporting used to manage climate risk for Citi's operations. Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards on the use of climate models Communicate key aspects of climate modeling to various stakeholders, including senior management, auditors and regulators. Collaborate with 1LOD and 2LOD as needed for application of climate models to their needs and requirements. Provide leadership and guidance for junior modelers. Our ideal candidate is a highly competent professional with 10 years of experience in building complex analytical solution involving a cross section of models: 6-10 years experience Advanced degree (MS or PhD) in a quantitative field such as Hydrology/Meteorology, Statistics, Engineering or Mathematics. PhD is a plus. Professional experience in climate change/climate risk or related field Professional experience in statistical modeling, Bayesian inference or other machine learning and statistical methodologies Expertise in programming, data modelling and data management and proficient in Python, SQL, Unix/Linux operating system Ability to deliver compelling presentations and influence executive audiences. Excellent communicator; ability to engage and inspire team forward Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators