CCAR Secured Model Analyst II- C10, Citi

CCAR Secured Model Analyst II- C10

Citi

Location:

India, Mumbai ▼

Gurgaon

Category:

Finance

Contract Type:

Not provided

Salary:

Not provided

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Job Description:

The position within Global Consumer Risk Management of Citi for CCAR/DFAST/CECL and other stress testing regulations for stress loss model development for the secured portfolios.

Job Responsibility:

Develop CCAR/DFAST stress loss models for secured portfolios (e.g., Home Equity, Mortgage etc.)
Obtain and conduct QA/QC on all data required for stress loss model development
Perform all required tests (e.g. sensitivity and back-testing)
Validate/recalibrate all models annually to incorporate latest data
Deliver comprehensive model documentation
Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
Prepare responses/presentations for regulatory agencies on all regulatory models built

Requirements:

Advanced Degree (Masters required or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, Quantitative Finance etc.
2-4 years analytic experience
Strong programming skills (SAS, R, Matlab etc.)
Experience in quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and econometric modeling of consumer credit risk stress losses
Experience in model development or credit scorecard development, Basel modeling, stress loss preferred or credit policy analytics
Good communication skills to communicate technical information verbally and in writing to both technical and non-technical audiences

Additional Information:

Job Posted:

March 22, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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