CCAR Model Development Analyst, Citi

CCAR Model Development Analyst

Citi

Location:

India, Mumbai ▼

Gurgaon

Category:

Finance

Contract Type:

Not provided

Salary:

Not provided

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Job Description:

The FP&A Statistical Modeler Analyst 2 is an intermediate level position, part of FP&A Model Development team which is responsible for developing econometric time-series models to project balance sheet and income statement for different products / businesses / geographies within the firm to support CCAR and QMMF.

Job Responsibility:

Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes
Developing Champion and Challenger models using different time series forecasting methodologies to comply with SR 15-18 guidance
Development of Benchmark models using Industry data series to meet regulatory requirements
Manage the model life-cycle from first-line of defense perspective and participate in Segmentation, Risk Identification, overlay discussions with Businesses and Finance teams
Responsible for writing model development documentation and partner with Model Risk Management (MRM) to address their feedback
Contribute to stakeholder conversations with Businesses, Finance, Treasury and Risk to seek their sign-offs on Champion models

Requirements:

2-4 years of relevant statistical /business experience in financial services
Strong understanding of statistical techniques such as Ordinary Least Square regression (OLS), Fixed-effect Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration
Understanding of Machine learning algorithms will be a plus
Hands-on experience in programming and modeling using SAS, Python and R is preferred
Follow a culture of accountability and strict quality control of the data integrity and modeling process
Ability to build key relationships with finance and business teams
Must be able to present technical matters in a way that is meaningful to the audience
Masters / PhD in quantitative discipline such as Statistics, Economics or related discipline

Nice to have:

Understanding of Machine learning algorithms
Hands-on experience in programming and modeling using SAS, Python and R

Additional Information:

Job Posted:

March 22, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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