Citi Handlowy is seeking an Intermediate Analyst for Risk Model Development, primarily focused on creating and validating risk models for credit, market, and operational risks. The ideal candidate has a strong background in quantitative analysis and statistical modeling, with a minimum of five years of relevant experience
Job Summary
The role involves developing champion and benchmark risk models for Citi's international and U.S. secured portfolios to support regulatory requirements like CCAR, CECL, and IFRS9.
Candidates will perform data cleansing, identify portfolio drivers, build PD/EAD/LGD models, and conduct statistical analysis including backtests and sensitivity analysis.
The position requires creating Model Development Documents for validation and collaborating with cross-functional teams to prepare responses for regulatory agencies.
Matching Summary
Match Score: 85
Citi Handlowy is seeking an Intermediate Analyst for Risk Model Development, primarily focused on creating and validating risk models for credit, market, and operational risks. The ideal candidate has a strong background in quantitative analysis and statistical modeling, with a minimum of five years of relevant experience.
Skills & Requirements
Must-have
5+ years quantitative analysis experience
Statistical modeling and econometric skills
Proficiency in SAS SQL Python or R
Nice-to-have
Experience with CCAR and CECL regulations
End-to-end credit risk modeling background
Strong communication for non-technical audiences
Key Requirements
Bachelor's degree required; Master's or PhD preferred in quantitative discipline
Minimum 5 years of experience in quantitative analysis or loss forecasting
Demonstrated expertise in regression time series and optimization techniques