SVP, Risk Policy Senior Officer I - C14

This role reports to the Retail Workstream CCAR Office (RWCO) Tools and Analysis team lead within the Global Consumer Independent Risk Management organization. The position is responsible for critical activities related to Citi's capital planning and stress testing, particularly overseeing key areas like ACL (Allowance for Credit Loss) forecast analysis, ACL forecast review & challenge, etc.. under the Retail workstream within the Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act Stress Tests (DFAST) regulatory initiatives.

Responsibilities:

• Responsible for coordinating ACL analysis and work with businesses to generate MIS for ACL forecast results.
• Responsible for leading review & challenge of ACL forecast results provided by businesses/first line teams.
• Responsible for coordinating and analyzing ACL overlays submitted by first line teams.
• Responsible for generating MIS and documentation/checklists as per FRB letter for ACL forecasts.
• Prepare/coordinate IROC/Sr. management reporting for ACL forecast, overlays, methodology, etc..
• Responsible for coordinating CECL in CCAR model development plan with RMU and sponsors.
• Responsible for coordinating CECL in CCAR model run/methodology/documentation with model sponsors.
• Work with CECL BAU team to starting point for ACL forecast for CCAR/QMMF.
• Support Capital Planning Group, Central CCAR/CECL teams on ACL ad-hoc testing, forecast sensitivity, benchmarking analysis.
• Coordinate on-going performance monitoring of models, lead reviews and oversee MIS generation.
• Prepare quarterly CCAR and CECL models performance report and Tableau tool for Sr. Committee review.  
• Analyze OPA MIS/results and highlight results to first line, in-business teams and Independent Risk Model Oversight.
• Responsible for model documentation, model renewal, back-testing, monitoring and governance of global CCAR/QMMF/ACL models.  
• Responsible and Coordinate MSC overlay methodology and guide 1st line teams.

Qualifications:

• 8 - 12 years of experience in Credit Risk Modeling and Analytics/ Management Reporting will be desirable.
• At least 2/3 years of experience working with ACL and Loss forecast models (development/implementation/model monitoring/analysis)
• Experience in report consolidation/building MIS is required.
• Experience in in-business Risk or Independent Risk Management is desirable.
• Excellent presentation skills – adept at presenting effectively to audiences of various levels of seniority, technical/non-technical backgrounds and adapting style as necessary
• Experience working in CCAR and CECL regulatory reporting, review and challenge of forecast results and ongoing model performance monitoring is desirable.
• Knowledge of consumer risk management policies and procedures is preferable.
• Extensive knowledge in using MS Excel including all Excel functions and MS Office tools
• Working knowledge in Tableau is preferable

Education:

• Bachelor’s/University degree, Master’s degree in finance or economics or statistics is preferred

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