Regulatory Risk Model Development Intermediate Analyst

Citigroup

Haryana, India
**
4+ years quantitative analysis experience
Econometric modeling of consumer credit risk
Ccar and cecl stress loss model development
** Citi is seeking a Regulatory Risk Model Development Intermediate Analyst to join their US Regulatory Model Development team in Bengaluru, India. The ideal candidate will have significant experience in quantitative analysis and model development related to consumer credit risk, specifically for stress testing and loss provisioning. **

Job Summary

  • This role is responsible for developing stress testing and loss provisioning models specifically for US Unsecured portfolios within the Regulatory Model Development team.
  • The position requires obtaining and conducting quality assurance on data while performing sensitivity tests, back-testing, and annual model validations.
  • Candidates will work closely with cross-functional teams including business stakeholders and governance teams to prepare responses for regulatory agencies.

Matching Summary

Match Score: 75

** Citi is seeking a Regulatory Risk Model Development Intermediate Analyst to join their US Regulatory Model Development team in Bengaluru, India. The ideal candidate will have significant experience in quantitative analysis and model development related to consumer credit risk, specifically for stress testing and loss provisioning. **

Skills & Requirements

Must-have

  • 4+ years quantitative analysis experience
  • Econometric modeling of consumer credit risk
  • CCAR and CECL stress loss model development
  • Data QA/QC and integrity reconciliation
  • SAS/SQL programming proficiency

Nice-to-have

  • Experience with unsecured or secured products
  • Segment or account level modeling exposure
  • Ability to communicate technical concepts clearly
  • Annual model recalibration and validation experience

Key Requirements

  • Advanced Degree in Statistics, Mathematics, Economics, or MBA
  • 4+ years experience in statistical modeling and loss forecasting
  • Proficiency in SAS, SQL, Oracle, Unix, Excel, and PowerPoint

Work Rights

Not specified

Tailored Resume

Cover Letter