Lead Data Scientist-Quantitative Risk Modeler (Hybrid)
Company: Citi
Location: Wilmington
Posted on: March 18, 2023
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Job Description:
This position within Personal Banking and Wealth Management will
develop CCAR/CECL/IFRS9 loss forecasting models for international
unsecured portfolios (e.g., credit cards, installment loans, ready
credit etc.). The responsibility includes but not limited to the
following activities:
Advanced Degree (Masters required, PhD preferred) in Statistics,
Mathematics, Operations Research, Economics, Financial Engineering,
Mathematical Finance, Industrial Engineering, Data Science, and
other highly quantitative areas
Job Family Group:
Risk Management -
Job Family:
Risk Analytics, Modeling, and Validation
Time Type:
Full time
Primary Location:
Wilmington Delaware United States
Primary Location Salary Range:
$121,560.00 - $182,340.00
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
Keywords: Citi, Wilmington , Lead Data Scientist-Quantitative Risk Modeler (Hybrid), Accounting, Auditing , Wilmington, Delaware
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