CREDIT PORTFOLIO ANALYST II

The Credit Portfolio Analyst II is an intermediate-level position responsible for managing loss forecast models for CCAR, CECL and local regulator reserves ensuring compliance with Model Risk Management Policy and procedures.
Responsibiliies.
· Support analytical work for the development of CCAR, CECL, and local MX GAAP models for the GCB portfolios · Work in partnership with the Risk Modeling Unit (RMU) from USA and India, in order to support the international teams with a comprehensive understanding of macroeconomic environment and Mexican portfolios.
· Proactive support and participation in the development of forecasting models · Support in the documentation of CCAR, CECL and and local MX GAAP models under the global standards and guidelines (MDD, AMR, MCA) · Perform the analysis of all the components of several models under stress macroeconomic environment, in order to design and implement adjustments to models and get a comprehensive understanding of the forecast.
· Monitor and design enhancements to forecast models under baseline and stress scenarios · Design, implement and monitor internal reports in order to track the accuracy and effectiveness of the base and stress models aligned with the quarterly process under the global requirements (OPAs) · Support in finding high impact opportunities for process optimization and tracking of existing models.
· Manage the back testing and tracking of the main indicators (CERRPCT, MAD, RMSE, and COV), limitations of existing models and on-going validation process.
· Proactively coordinate different areas and Global teams · Coordinate data quality of the base and stress models and provide follow-up to remediation in case of data issues.
Skills · Analytical and MIS capabilities · Understanding of macroeconomic variables, financial and statistical concepts and economic behavior · Ability to work under stress and pressure, in a continuous changing environment · Commitment to team work · Consistently demonstrate clear and concise written and verbal communication, including excellent verbal & written English communication skills.
· Develops and find solutions to the challenges faced · Identify and propose corrective actions and business opportunities · Stress Management and proven results driven · Programming and database management skills · Ability to comply in time with multiple projects working in parallel.
· Proactive and self-learning with demonstrated accountability, self motivation and business acumen.
Education and job requirements.
· Bachelor degree in Economics, Statistics, Actuary, Mathematics a must.
· 1-2 Experience in Financial Institutions in areas of Consumer Credit Risk Management or related areas preferred · Advanced English · Advanced Excel · Medium to advanced SAS, Visual Basic, Data Mining, Python, R Lic.
Actuaría, Economía o Matemáticas aplicadas o a fin.
Inglés avanzado Lenguaje de programación SAS o Python.
Experiencia o participación en Desarrollo de Modelos Estadísticos.
Experiencia con riesgo en general.
Manejo de base de datos.
Negociación ------------------------------------------------------ Job Family Group.
Risk Management ------------------------------------------------------ Job Family.
Credit & Portfolio Risk Management ------------------------------------------------------ Time Type.
Tiempo Completo ------------------------------------------------------ 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.
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