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Risk Scoring Model Manager- C11 jobs at Citi Group in India, Gurugram
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חברה (1)
אופי המשרה
קטגוריות תפקיד
שם תפקיד (1)
India
Gurugram
נמצאו 55 משרות
Yesterday
CG
Citi Group AVP- CCAR Model Development- C12 India, Haryana, Gurugram
Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes. This includes the calculation of Net Interest Income (“NII”), Non-Interest...
Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models...
Job DescriptionComprehensive Capital Analysis Review (CCAR) is an annual regulatory submission to US Federal Reserve Board (FRB). It is used to ensure that institutions have robust, forward-looking capital planning processes...
Quantitative Risk models, such as Wholesale Credit Risk, Market risk, Liquidity Risk, etc. which are used to assess the adequacy of risk capital and estimated losses for regulatory or business...
Process securities transactions, provide analytic input for traders and aid in review of derivative products. Utilize data analysis tools and methodologies, in conjunction with professional judgement to make process improvement...
Learn and apply Lean Methodology and Framework to solve key business problems. Support Senior Project team to develop strategic problem statement and develop mobilization plan. Process Mapping and analysis to...
Provide functional test analysis, planning, design, execution, and reporting for testing assignments. Ensure accurate and timely execution of the assigned testing tasks. Lead domain knowledge building and train the team...
Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes. This includes the calculation of Net Interest Income (“NII”), Non-Interest...
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