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Citi Group CCAR Unsecured Model Analyst II- C10 
India, Karnataka, Bengaluru 
556993156

01.04.2025
  • CCAR Quantitative Modeler – Unsecured Products

    Description:

  • This position within US Personal Banking Risk will develop CCAR/CECL models for unsecured portfolios (e.g., credit cards, installment loans etc.)
  • Responsibilities:
    • Obtain and conduct QA/QC on all data required for CCAR/CECL model development
    • Develop segment and/or account level CCAR/CECL 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 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- 5 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
Risk ManagementRisk Analytics, Modeling, and Validation


Time Type:

Full time

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