Wholesale Credit Loss Modeling - Vice President

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Job Overview

The Credit Climate and Obligor Risk Analytics (CORA) group within Citi's Data, Analytics, Reporting, Technology (DART) organization is looking for an experienced quantitative analyst at the Vice President level to join the Loss Forecasting Analytics team in Tampa, FL.  The team is responsible for development of the credit loss, reserves and stress-testing models for Citi's wholesale credit portfolios.

This is a highly visible individual contributor position within the organization, covering a wide range of responsibilities to support the risk management of global wholesale credit portfolios. The successful candidate will be a part of highly productive analytical team and lead all aspects of the model development life cycle, which includes interaction with Senior Risk, Finance, Model Validation, and Business Managers, Internal Auditors and Regulators.

• Responsibilities:
  • Research, develop, and maintain wholesale credit loss models used for regulatory stress testing and reserves setting including CCAR/DFAST/CECL/IFRS9/ICAAP/EBA and internal stress testing
  • Support business, finance, risk managers, fundamental credit risk, model validation, internal audit, and banking supervisors for stress testing related discussions
  • Actively participate in the analysis and interpretation of results, incorporating feedback as appropriate into models and metrics. 
  • Actively engage across all model development teams with CORA, including PD/LGD/EAD models, and risk rating models.

• Qualifications:
  • Master’s degree in a quantitative field: Econometrics, Statistics, Math, Physics, Finance, Applied Science, Computer Science or Engineering, PhD preferred.
  • 3-5 years of experience in quantitative financial modeling. Hands-on experience with the research, development, and implementation of credit risk models.
  • Strong programming skills in Python, R, or other languages used for quantitative modeling and data analysis.
  • Extensive knowledge of wholesale credit products and financial markets at a financial institution.
  • Good knowledge of bank stress testing in wholesale credit portfolios.  Experience in CCAR/EBA/ICAAP stress testing, PD/LGD/EAD modeling, or CECL/IFRS9 calculation is a plus.
  • Familiar with statistics packages and regression models.
  • Excellent communication skills, verbal as well as written.

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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Primary Location:

Tampa Florida United States

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Primary Location Full Time Salary Range:

$113,840.00 - $170,760.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Most Relevant Skills

Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Anticipated Posting Close Date:

Aug 20, 2025

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