Citi is seeking an Analyst II for their Climate Risk Model Development team in Bengaluru, focusing on developing and validating risk models for credit portfolios. The ideal candidate should have a strong quantitative background, particularly in statistical modeling and climate risk, along with programming skills in languages such as SAS, SQL, Python, or R
Job Summary
This role is responsible for developing champion and benchmark risk models for Citi's international and U.S. secured portfolios to support CCAR, CECL, and climate risk requirements.
The position requires performing data cleansing, identifying portfolio drivers, building PD/EAD/LGD models, and conducting statistical analysis and backtests under manager guidance.
Candidates must possess strong programming skills in languages such as SAS, SQL, Python, or R to solve complex business problems involving loss forecasting and econometric modeling.
Matching Summary
Match Score: 85
Citi is seeking an Analyst II for their Climate Risk Model Development team in Bengaluru, focusing on developing and validating risk models for credit portfolios. The ideal candidate should have a strong quantitative background, particularly in statistical modeling and climate risk, along with programming skills in languages such as SAS, SQL, Python, or R.
Skills & Requirements
Must-have
2+ years quantitative analysis experience
Statistical modeling and econometric skills
Programming proficiency in SAS SQL Python R
Credit risk modeling expertise
CCAR CECL IFRS9 regulatory knowledge
Nice-to-have
Climate risk stress testing experience
Catastrophe modeling background
End-to-end credit risk project experience
Strong communication with non-technical audiences
Master's or PhD in quantitative discipline
Key Requirements
Minimum 2 years of quantitative analysis experience
Master's degree in Economics Mathematics Statistics Finance or related field
PhD preferred in Statistics Economics Finance Biomedical Engineering