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 Core Responsibilities This position within Global Consumer Banking will develop CCAR DFAST stress loss models for secured portfolios e g Home Equity Mortgage etc The responsibility includes but not limited to the following activities Obtain and conduct QA QC on all data required for stress loss model development Develop segment and or account level 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 for regulatory agencies on all regulatory models built Education Advanced Degree Masters required or PhD preferred in Statistics Applied Mathematics Operations Research Statistics Economics Quantitative Finance etc MBA s should apply only if they are interested in career in specialized quantitative risk management discipline Skillset Role involves strong programming SAS R Matlab etc and quantitative analytics regression time series decision tree linear nonlinear optimization etc skill 2-4 years analytic experience Experience in performing quantitative analysis statistical modeling loss forecasting loan loss reserve modeling and particularly econometric modeling of consumer credit risk stress losses Experience in model development or risk marketing - credit scorecard development Basel modeling stress loss preferred or credit policy analytics Experience in end-to-end modeling 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 model production implementation Valuable communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences Expected to work with moderate supervision and guidance 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 Credible Challenge Laws and Regulations Management Reporting Referral and Escalation Risk Remediation - 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 opportunity review Accessibility at Citi View Citi s EEO Policy Statement and the Know Your Rights poster

📌 Ccar Secured Model Analyst Ii- (Karnataka)
🏢 Citi
📍 Karnataka