This role on the Credit & Obligor Risk Analytics (CORA) Team requires in-depth climate knowledge, business analysis skills, and excellent communication to work in a multidisciplinary team. The successful candidate will be responsible for developing statistical and economic models to assess the impacts of climate changes on Citi's wholesale lending portfolios, and for integrating solutions into the broader firm-wide risk identification and stress testing framework.

We are seeking a Climate Risk Modeler at Senior VP level to lead the effort on:

• Develops, enhances, and validates the methods of measuring and analyzing climate risk, for both physical and transition, to be used in risk identification and stress testing, with a focus on impact to commercial and retail real estates.
• Works with large datasets and complex algorithms to solve data science challenges. Leverages big data and latest machine learning technique to develop innovative deployable solutions.
• Develop and implement models to produce analytics and reporting used to manage climate risk for Citi's operations.
• Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards on the use of climate models
• Communicate key aspects of climate modeling to various stakeholders, including senior management, auditors and regulators. Collaborate with 1LOD and 2LOD as needed for application of climate models to their needs and requirements.

Our ideal candidate is a highly competent professional with 10 years of experience in building complex analytical solution involving a cross section of models:

• 6-10 years experience
• Professional experience in climate change/climate risk or related field
• Professional experience in statistical modeling, Bayesian inference or other machine learning and statistical methodologies 
• Expertise in programming, data modelling and data management and proficient in Python, Java/Scala, SQL, Unix/Linux operating system.
• Ability to deliver compelling presentations and influence executive audiences.
  Excellent communicator; ability to engage and inspire team forward.
• Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators.

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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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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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