Unsecured Regulatory Model Monitoring Analytics– Analyst II
Citigroup
Mumbai, Maharashtra, India
Hybrid
Advanced degree in quantitative discipline
Strong programming skills in sas sql python
Experience with ccar cecl ifrs9 models
The role is responsible for analyzing regulatory risk models including CCAR, DFAST, CECL, and IFRS9 to assess performance and drive mitigation actions
Job Summary
The role is responsible for analyzing regulatory risk models including CCAR, DFAST, CECL, and IFRS9 to assess performance and drive mitigation actions.
Candidates must quantify business impacts of model trends and communicate complex data insights to senior stakeholders and Model Risk Management teams.
The position requires leveraging Gen AI to establish scalable processes while ensuring responsible deployment and compliance with evolving AI regulations.
Matching Summary
The role is responsible for analyzing regulatory risk models including CCAR, DFAST, CECL, and IFRS9 to assess performance and drive mitigation actions.
Skills & Requirements
Must-have
Advanced degree in quantitative discipline
Strong programming skills in SAS SQL Python
Experience with CCAR CECL IFRS9 models
Model monitoring and validation expertise
Statistical analysis and root cause analysis
Nice-to-have
Gen AI implementation and governance
Tableau for performance reporting
Excellent communication with senior stakeholders
Cross-functional team collaboration
Experience with stress testing frameworks
Key Requirements
Master's degree required in Statistics or related field
Minimum 2 years experience in model monitoring or validation