Citi’s Risk Modeling Solutions department is responsible for the development, delivery, and monitoring of all credit risk models across Citi’s consumer lending portfolios globally. These models span two core activities: granting and managing credit to individual customers and delivering loss forecasts for stress testing (ex. CCAR), loan loss reserving (ex. CECL), and business planning. The Role Name Model/Anlys/Valid Analyst II - C10 position sits within the US Regulatory Model Development team and is responsible for developing stress testing and loss provisioning models for US Unsecured portfolios.
The responsibility includes but not limited to the following activities:
Obtain and conduct QA/QC on all data required for CCAR/CECL model development Develop segment and/or account level CCAR/CECL stress loss models Perform all required tests ( sensitivity and back-testing) Validate/recalibrate all models annually to incorporate latest data. Redevelop as needed 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 to regulatory agencies on all CCAR/CECL models built Qualifications:
Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline 2+ years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses Experience with dynamics of unsecured or secured products a robust plus Active role in performing some analytical components of an econometric modeling-driven stress loss process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation

📌 US Regulatory Model Development Analyst II (Mumbai)
🏢 Citi
📍 Mumbai