Stress Testing 2nd LOD Senior Analyst

Overview

Citibank, N.A. seeks a Stress Testing 2nd LOD Senior Analyst for its Irving, Texas location.

• Conduct statistical analysis for risk‑related projects and build quantitative forecasting models to support the bank’s risk management objectives, used to assess Market Risk, Credit Risk, and Operational Risk.
• Generate stress testing scenario for regulatory frameworks including Comprehensive Capital Analysis and Review (CCAR), Current Expected Credit Losses (CECL), Internal Financial Standing Reporting 9 (IFRS9), and Global Systemic Stress Testing (GSST).
• Present the results of various forecasting scenarios produced by statistical models and write formal documentation of the scenarios for model validation and performance monitoring as part of the risk management policy and procedures.
• Analyze and interpret the data reports generated from various internal and external data sources to identify trends and present quantitative findings to senior management.
• Validate model assumptions and elevate any identified risks and sensitive areas in the statistical modeling methodology and process.
• Automate data extraction and data pre‑processing tasks using ETL tools including R, Python and Visual Basic to achieve efficiency in business process.
• Perform ad‑hoc statistical analyses, scenario tests, and sensitivity assessments as needed.
• Design, maintain and optimize complex data manipulation processes including structured ETL pipelines and automated workflows using SQL and Python to support model development.
• Visualize analytical results using Excel, Tableau, Python, R and present the quantitative findings to senior management.
• Conduct statistical research to evaluate model performance, enhance methodologies, and refine forecasting frameworks for Market, Credit and Operational Risk.
• Develop model performance back‑testing packages and program validation‑ready analytical materials.
• Use predictive modeling methods, including time‑series analysis and logistic regression, to measure credit and market risk.
• Implement model monitoring metrics, including stability, performance, and threshold tests, to ensure algorithmic accuracy.
• Prepare and validate large‑scale datasets, perform data quality checks, and implement data controls to ensure analytical accuracy.
• Document analytical methodologies to ensure reproducibility, transparency, and technical compliance with internal model risk management policies.
• Collaborate with model developers, validators, and technology teams to address data implementation issues and unify stress testing methodologies across products.
• Work in a telecommuting/hybrid schedule permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

• Master’s degree, or foreign equivalent, in Economics, Finance, Mathematics, or a related field and at least 2 years of experience in a role involving quantitative data manipulation and analysis, model development, and economic research for financial forecasting.
• Alternatively, a Bachelor’s degree in the listed fields and at least 5 years of progressively responsible, post‑baccalaureate experience in relevant positions.
• Full span of experience must include predictive modeling methods: time‑series, regression, and logistic regression; automating data extraction and data pre‑processing; SQL; R; and data validation and data quality control.
• At least 1 year of experience must include developing and validating methods for measuring and analyzing market risk, credit risk, and operational risk; knowledge of banking regulations including CCAR, CECL, IFRS9, and GSST; statistical analysis, data modeling and validation; model risk monitoring, limitations assessment, and overlays management; conducting economic research, including macroeconomics markets; and use of SAS and Python.

• Medical, dental, and vision coverage.
• 401(k) plan.
• Life, accident, and disability insurance.
• Wellness programs.
• Paid time off including vacation, sick leave, and paid holidays.

Salary Range
: $127,400 to $127,400

Full time – Primary location:
Irving, Texas, United States.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.