Discover your future at Citi Working at Citi is far more than just a job A career with us means joining a team of more than 230 000 dedicated people from around the globe At Citi you ll have the opportunity to grow your career give back to your community and make a real impact Job Overview Quantitative Modeler - Unsecured Secured Products Description This position within Personal Banking and Wealth Management will develop CCAR CECL Climate risk models for secured and unsecured portfolios e g credit cards installment loans mortgage etc The responsibility includes but not limited to the following activities Obtain and conduct QA QC on all data required for CCAR CECL Climate risk model development Develop segment and or account level CCAR CECL Climate risk stress loss models Perform all required tests e g 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 Climate risk 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 strong 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 sensitivity testing back testing out-of-time testing model documentation and model production implementation Exposure to various stress loss modeling approaches at the segment or account level preferred Able to communicate technical information verbally and in writing to both technical and non-technical audiences Proficiency in SAS SQL Oracle Unix Microsoft Word Excel and PowerPoint Work as an individual contributor - Job Family Group Risk Management - Job Family Risk Analytics Modeling and Validation - Time Type Full time - Most Relevant Skills Analytical Thinking Business Acumen Constructive Debate Data Analysis Escalation Management Policy and Procedure Policy and Regulation Risk Controls and Monitors Risk Identification and Assessment Statistics - Other Relevant Skills For complementary skills please see above and or contact the recruiter - Citi is an equal opportunity employer and qualified candidates will receive consideration without regard to their race color religion sex sexual orientation gender identity national origin disability status as a protected veteran or any other characteristic protected by law If you are a person with a disability and need a reasonable accommodation to use our search tools and or apply for a career chance review Accessibility at Citi View Citi s EEO Policy Statement and the Know Your Rights poster

📌 Regulatory Model Development Analyst Ii (Maharashtra)
🏢 Citi
📍 Maharashtra