As a Credit Risk Model Validation Analyst, you will validate and strengthen the models and tools Citi relies on to measure market, credit, and operational risk. You will work on Loss Given Default studies, credit risk model validation, and early warning tools that directly shape how Citi manages risk across its lending portfolios. This role sits within a team that maintains the analytical foundation behind Citi's risk decisions, offering hands-on exposure to real-world credit risk modeling and data analysis.
Responsibilities
• Validate credit risk models used to measure obligor risk and support early warning tools for corporate and consumer portfolios.
• Conduct data analysis for Loss Given Default studies and contribute directly to model development.
• Evaluate and apply scoring models to strengthen credit risk policies and decision-making.
• Maintain core risk parameters, including default data, rating migration data, usage given default data, and transition matrices.
• Spot gaps in existing risk policies and help shape recent ones to close them.




• Translate data analysis into clear recommendations grounded in credit risk expertise.
• Document models, methods, and validation processes so they are clear, reproducible, and audit-ready.
• Manage individual projects or specific components of larger initiatives, and present findings to stakeholders.

Required Qualifications & Skills
• 2 to 4 years of relevant experience in risk, analytics, or a related quantitative field.
• Working knowledge of data analysis tools such as Excel, R, or Python.
• Demonstrated skill in analyzing data and translating findings into clear conclusions.
• Ability to spot inconsistencies in data or results and define the underlying business issue.
• Capability to turn analysis into practical recommendations on policies or procedures.
• Strong communication skills, with the ability to present information clearly to different audiences.
• A master's degree, university degree, or equivalent experienc

📌 Credit Risk Model Validation Analyst, Loss (Bengaluru)
🏢 Citi
📍 Bengaluru