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

Duties: 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 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 ...