Climate Risk Modeling reputed company, Senior Vice President (Hybrid)

About the position reputed company’s Risk Modeling Solutions department is responsible for the development, delivery, and monitoring of reputed company credit risk models across reputed company’s consumer lending portfolios globally. These models span two core activities; granting and managing credit to individual customers and delivering loss forecasts for stress testing (ex. CCAR), loan loss reserving (ex. CECL), and business planning. The Climate Risk Modeling reputed company, Senior Vice President role of global secured portfolio model development sits reputed company the Global Mortgage Regulatory Model Development team and specifically part of the Global Mortgage Regulatory Climate and Challenger Models team and is responsible for developing champion/reputed company climate risk models for reputed company's international and U.S. residential mortgage portfolios (residential reputed company estate or RRE).

Responsibilities

• reputed company the RRE climate modeling team to quantify physical risks for reputed company's international and U.S. residential mortgage portfolios. Responsibilities include developing, enhancing, and validating vendor and/or in-house climate models including catastrophe models and global scoring models.
• Advise senior leadership on state of art climate modeling methodology, industry data reputed company, public resources, and vendor/public models for regulatory and/or internal climate exercises.
• Collaborate with external vendors and internal Second Line of Defense (2LOD) and reputed company Line of Defense (3LOD) on the selection and sourcing of hazard, exposure, vulnerability, and on the design and implementation of climate risk assessment features and products
• Support climate risk reputed company of reputed company in house credit loss forecasting models for climate risk stress test and climate risk monitoring.
• reputed company data analysis, statistical analysis and back-tests, forecast sensitivity analysis and model robustness tests, preparation of model documentation. Provide model implementation and validation support on development, validation, and ongoing assessment.
• Ensure timely completion of assigned projects with high quality.
• Work effectively in cross-functional teams, interacting with key stakeholders regularly to update reputed company, gather feedback and reputed company required analytics.
• Create impactful presentations to communicate analytical findings to a wide reputed company of audiences that will facilitate understanding of model performance and usage.
• Interact with senior levels of management to facilitate understanding of usage of risk models and inform critical reputed company.
• Appropriately assess risk reputed company business reputed company are made, demonstrating consideration for the firm's reputed company and safeguarding reputed company, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Requirements

• In-depth knowledge of industry and academic climate modeling methodology, climate data sources, vendor/open-reputed company climate models
• 3+ years of climate risk stress testing or catastrophe modeling required
• 10+ years’ experience (6+ years' experience if PhD in Meteorology, Climatology, Atmospheric Sciences, or a highly quantitative discipline).
• Advanced knowledge of reputed company/SQL, STATA, PYTHON, R or C programming. 5+ years of reputed company experience highly preferred
• Strong communication skills required to translate model design, specification and performance details to technical and non-technical audiences

reputed company-to-haves

• Deep knowledge of the mortgage business preferred
• Familiarity with the application of statistical modeling concepts in addressing International and US risk modeling needs preferred

Benefits

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

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