Climate Risk Model Development – Analyst Ii

Citi Handlowy

Not specified
2+ years quantitative analysis experience
Statistical modeling and econometric skills
Programming in sas, sql, python, or r
Citi Handlowy is seeking a Climate Risk Model Development Analyst II to join their Risk Modeling Solutions department. The role involves developing climate risk models for credit risk assessments and requires strong quantitative and programming skills, alongside experience in climate risk and regulatory stress testing

Job Summary

  • This role is responsible for developing champion and benchmark risk models specifically for international and U.S. secured portfolios to support regulatory climate risk stress testing.
  • The analyst will perform data cleansing, identify portfolio drivers, build PD/EAD/LGD models, and conduct statistical backtests under manager guidance.
  • Candidates must possess strong communication skills to translate complex model designs and performance details to both technical and non-technical audiences.

Matching Summary

Match Score: 75

Citi Handlowy is seeking a Climate Risk Model Development Analyst II to join their Risk Modeling Solutions department. The role involves developing climate risk models for credit risk assessments and requires strong quantitative and programming skills, alongside experience in climate risk and regulatory stress testing.

Skills & Requirements

Must-have

  • 2+ years quantitative analysis experience
  • Statistical modeling and econometric skills
  • Programming in SAS, SQL, Python, or R

Nice-to-have

  • Climate risk stress testing background
  • CCAR and CECL regulatory experience
  • End-to-end credit risk modeling knowledge

Key Requirements

  • Master's degree in Statistics, Economics, Finance, or related quantitative discipline
  • PhD preferred in highly quantitative fields
  • Experience with loss forecasting and loan loss reserve modeling

Work Rights

Not specified

Tailored Resume

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