FP & A Sr. Group Manager - Markets Model Development (Hybrid)
This role manages a modeling team within Citi s Corporate Financial Planning and Analysis (FP&A) that is responsible for:
Developing, implementing, and maintaining models that support Balance Sheet and Income Statement forecasting.
These models are used by Citi s Business and Finance teams to support their Planning processes, including in the use of the bank s CCAR PPNR process.
These models are also used by Citi s Treasury function in the management of the bank s interest rate risk.
The common structure of these models is that they forecast Citi s Balance Sheet and Income Statement conditional on projections of economic environment scenarios.
In addition, the team supports broader FP&A quantitative analytical needs.
The candidate s job responsibilities include:
Manage a team of quantitative modelers that develop models for the forecasting of Citi s Markets Balance Sheet and Income Statement, for use in Citi s business planning processes, risk management processes, and for regulatory-based stress testing processes.
Focus is on Citi s Global Markets business.
Drive the strategic modeling approach taken for the forecasting models, for use in Citi s business planning processes, risk management processes, and for regulatory-based stress testing processes.
Drive strong partnership with Citi s Markets business leaders during the development, implementation, and use of the forecasting models, ensuring appropriate design and use.
Drive strong partnership with Citi s CFO and FP&A teams to ensure developed models support operating and strategic planning processes.
Drive strong partnership with Citi s Risk teams to ensure developed models support risk management processes.
Drive strong partnership with Citi s Operations and Technology team to ensure timely, efficient, and accurate implementation of developed models.
Ensure appropriate documentation of all models for use during reviews with senior management, model validation, Citi s business and functional teams, internal/external audit, and regulatory agencies (e.
g.
, Fed, OCC, FDIC)
Qualifications:
Minimum 10 years of modeling experience related to the development, maintenance, or use of quantitative models.
Experience managing a team of quantitative modelers.
Product expertise across Markets asset classesTrading Desk quantitative support experience preferred.
Understanding of the regulatory environment a Markets business operates (e.
g.
, RWA requirements, GMS requirements, GSIB requirements) and the implications for strategic positioning of the Markets business.
Experience managing complex end-to-end model projects (business requirements, data capture, model design, build, validation, implementation, and use)Excellent communication and interpersonal skills to facilitate collaboration with colleagues at all levels across Citi.
Experience developing models in a regulated environment (e.
g.
, Fed, OCC, FDIC) preferred.
Advanced degree in quantitative discipline (e.
g.
, Statistics, Economics, Finance) preferred.
Excellent project management skill-------------------------------------------------Job Family Group:
Finance-------------------------------------------------Job Family:
Fin Solutions Dsgn & Implement------------------------------------------------------Time Type:
Full time------------------------------------------------------Primary Location:
New York New York United States------------------------------------------------------Primary Location Salary Range:
$170,000.
00 - $300,000.
00------------------------------------------------------Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc.
and its subsidiaries (Citi ) invite all qualified interested applicants to apply for career opportunities.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View the EEO is the Law poster.
View the EEO is the Law Supplement.
View the EEO Policy Statement.
View the Pay Transparency Posting.
Estimated Salary: $20 to $28 per hour based on qualifications.
Developing, implementing, and maintaining models that support Balance Sheet and Income Statement forecasting.
These models are used by Citi s Business and Finance teams to support their Planning processes, including in the use of the bank s CCAR PPNR process.
These models are also used by Citi s Treasury function in the management of the bank s interest rate risk.
The common structure of these models is that they forecast Citi s Balance Sheet and Income Statement conditional on projections of economic environment scenarios.
In addition, the team supports broader FP&A quantitative analytical needs.
The candidate s job responsibilities include:
Manage a team of quantitative modelers that develop models for the forecasting of Citi s Markets Balance Sheet and Income Statement, for use in Citi s business planning processes, risk management processes, and for regulatory-based stress testing processes.
Focus is on Citi s Global Markets business.
Drive the strategic modeling approach taken for the forecasting models, for use in Citi s business planning processes, risk management processes, and for regulatory-based stress testing processes.
Drive strong partnership with Citi s Markets business leaders during the development, implementation, and use of the forecasting models, ensuring appropriate design and use.
Drive strong partnership with Citi s CFO and FP&A teams to ensure developed models support operating and strategic planning processes.
Drive strong partnership with Citi s Risk teams to ensure developed models support risk management processes.
Drive strong partnership with Citi s Operations and Technology team to ensure timely, efficient, and accurate implementation of developed models.
Ensure appropriate documentation of all models for use during reviews with senior management, model validation, Citi s business and functional teams, internal/external audit, and regulatory agencies (e.
g.
, Fed, OCC, FDIC)
Qualifications:
Minimum 10 years of modeling experience related to the development, maintenance, or use of quantitative models.
Experience managing a team of quantitative modelers.
Product expertise across Markets asset classesTrading Desk quantitative support experience preferred.
Understanding of the regulatory environment a Markets business operates (e.
g.
, RWA requirements, GMS requirements, GSIB requirements) and the implications for strategic positioning of the Markets business.
Experience managing complex end-to-end model projects (business requirements, data capture, model design, build, validation, implementation, and use)Excellent communication and interpersonal skills to facilitate collaboration with colleagues at all levels across Citi.
Experience developing models in a regulated environment (e.
g.
, Fed, OCC, FDIC) preferred.
Advanced degree in quantitative discipline (e.
g.
, Statistics, Economics, Finance) preferred.
Excellent project management skill-------------------------------------------------Job Family Group:
Finance-------------------------------------------------Job Family:
Fin Solutions Dsgn & Implement------------------------------------------------------Time Type:
Full time------------------------------------------------------Primary Location:
New York New York United States------------------------------------------------------Primary Location Salary Range:
$170,000.
00 - $300,000.
00------------------------------------------------------Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc.
and its subsidiaries (Citi ) invite all qualified interested applicants to apply for career opportunities.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View the EEO is the Law poster.
View the EEO is the Law Supplement.
View the EEO Policy Statement.
View the Pay Transparency Posting.
Estimated Salary: $20 to $28 per hour based on qualifications.
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