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.
This position sits within the Global Mortgage Regulatory Model Development team and specifically part of the US Secured Regulatory Champion Models team and is responsible for developing champion/benchmark risk models for Citi's U.S. secured portfolios for CCAR, CECL, climate risk, and other regulatory/internal usage.
Responsibilities:
Position responsibilities include but not limited to the following activities:
Participate in building champion/benchmark models for CCAR, CECL and other regulatory/internal purposes for Citi's U.S. secured portfolios.
Independently perform data cleansing and analysis,



identify static and energetic portfolio drivers and macroeconomic drivers for portfolio risk performances, build PD/EAD/LGD models and conducting statistical analysis and backtests, perform forecast sensitivity analysis and model robustness tests, and provide model implementation and validation support with minimal manager support.
Create and review Model Development Document for validation and supporting Annual Model Reviews and Ongoing Performance Assessment of implemented models.
Participate in model revalidation, model change and related documentation and validation support efforts.
Ensure timely completion of assigned projects with high quality.
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/IFRS9/Climate models built
Effectively communicate model results to both technical and non-technical senior audien

📌 Global Mortgage Regulatory Model Development Intermediate Analyst (Bengaluru)
🏢 Citi
📍 Bengaluru