Avp-climate Risk Modeling

1 week ago


Bengaluru, Karnataka, India Citi Full time

Description:

  • This position within Personal Banking and Wealth Management will develop CCAR/CECL/Climate models for secured and unsecured portfolios (e.g., credit cards, installment loans, mortgage etc.)

The responsibility includes but not limited to the following activities:

  • Obtain and conduct QA/QC on all data required for CCAR/CECL/Climate model development
  • Develop segment and/or account level CCAR/CECL/Climate stress loss models
  • Perform all required tests (e.g. sensitivity and backtesting)
  • 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/Climate models built

Qualifications:

  • Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
  • 7+ 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 modelingdriven stress loss process (data collection, data integrity QA/QC/reconcilements, preprocessing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, outoftime 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 nontechnical audiences
  • Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint
  • Mentor/manage 3 member team
-
Job Family Group:

Risk Management

-
Job Family:

Risk Analytics, Modeling, and Validation

-
Time Type:

Full time

  • Citi is an equal opportunity and affirmative action employer.


Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

View the "
EEO is the Law" poster. View the
EEO is the Law Supplement.

View the
EEO Policy Statement.

View the **Pay Transparency Posting

  • Bengaluru, Karnataka, India Standard Chartered Bank Full time

    :Ongoing Job Background/context The job holder will be based in Bangalore and focussing on providing support for the Group Climate Risk team. The role holder will work in close alignment with a dedicated onshore manager that covers content driven topics and senior stakeholder management. Key Responsibilities include: Lead the scenario analysis...


  • Bengaluru, Karnataka, India HSBC Full time

    Job descriptionBusiness:Analytics**Open positions:1Role Title:AVP -Decision Sciences GSC'S**Global Career Band: 5Location (Country / City ): Bangalore / IndiaRecruiter Name:Geetika Gupta**Why join us? Analytics Decision Sciences team is responsible for handling projects to support the modeling \ forecasting needs within the financial services portfolios for...


  • Bengaluru, Karnataka, India 12542 Citicorp Services India Private Limited Full time

    The Sr Analyst Role in Global Consumer BankingThis position focuses on model performance monitoring, analytics, and insights for non-regulatory decision models for unsecured products, such as Credit Cards.Responsibilities include:Performing Root Cause Analysis to explain model performance to second line of defense and Policy teams for Business risk...


  • Bengaluru, Karnataka, India Citi Full time

    Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.- _ Core Responsibilities:_This position within Global Consumer Banking will...


  • Bengaluru, Karnataka, India Citi Full time

    This position is with Global Consumer Bank (GCB) Risk Modeling Utility. This specific role supports the US Consumer Bank's Branded Cards portfolios. Citi-branded card products includes its proprietary portfolio (including the Citi Double Cash, Thank You and Value cards) and co-branded cards (including, among others, American Airlines and Costco)In this role,...


  • Bengaluru, Karnataka, India HSBC Full time

    Some Careers grow faster than others.If you're looking for a career where you can make a real impression, join HSBC and discover how valued you'll be.HSBC is one of the largest banking and financial services organizations in the world, with operations in 64 countries and territories. We aim to be where the growth is, enabling businesses to thrive and...

  • AVP - Data Science

    1 week ago


    Bengaluru, Karnataka, India mPokket Full time

    AVP - Data ScientistmPokketis a rapidly growing and well-funded fintech startup in the lending domain. We offer small ticket loans, along with employability solutions, to the low income youth via our mobile app. Started in 2016, mPokket is today among the top 5 fintech lenders in India, having disbursed more than Rs.14,000 crore to 50 lakh borrowers across...

  • Avp Credit

    1 week ago


    Bengaluru, Karnataka, India Kredx Full time

    Company DescriptionJob Description AVP-Credit RiskCompany KredXPosition AVP-Credit RiskExperience 812 yrsWork Location BangaloreKey Responsibilities: The key responsibilities shall focus on the following:Frame credit policies and set up operational flow by working in close coordination with the legalteam. Develop models for assigning credit limits,...

  • Model Risk Officer

    1 week ago


    Bengaluru, Karnataka, India NatWest Group Full time

    Our people work differently depending on their jobs and needs. From hybrid working to flexible hours, we have plenty of options that help our people to thrive.This role is based in India and as such all normal working days must be carried out in India.Join us as a Model Risk Officer We'll look to you to review assigned models across our bank to make sure...

  • AVP - Data Science

    1 week ago


    Bengaluru, Karnataka, India mPokket Full time

    AVP - Data Scientist mPokket is a rapidly growing and well-funded fintech startup in the lending domain. We offer small ticket loans, along with employability solutions, to the low income youth via our mobile app. Started in 2016, mPokket is today among the top 5 fintech lenders in India, having disbursed more than Rs.14,000 crore to 50 lakh borrowers...

  • Risk Modeling

    1 week ago


    Bengaluru, Karnataka, India PERSOLKELLY India Full time

    Minimum 2 Years' experience in Model Development Knowledge of Logistic Regression, Decision Tree Experience in Programming languages R/PythonKnowledge of Logistic Regression, Decision Tree is a must Should have developed risk/collection models using R/Python Experience of designing and implementing machine learning algorithms is a plus Experience of working...


  • Bengaluru, Karnataka, India Anicalls (Pty) Ltd Full time

    please contribute to the constant refinement and improvement of the Lombard credit risk methods, in particular, our tools and models to determine lending values develop risk-based monitoring tools both on a portfolio as well as on a single client level (e.g., concentration and liquidity) from which steering actions for our portfolios will be derived...


  • Bengaluru, Karnataka, India First Abu Dhabi Bank Full time

    Job Description JOB PURPOSE: The job holder will be contributing as hands-on Subject Matter Expert that is responsible for the model development. The job holder should have an ability to independently develop and maintain model development work stream. The person would report into VP of Model development at GBS level and would work with wider team to...


  • Bengaluru, Karnataka, India Goldman Sachs Full time

    The Risk division is responsible for credit, market and operational risk, model risk, independent liquidity risk, and insurance throughout the firm.JOB TITLE – Risk - Model Risk Management- VP - BengaluruThe Goldman Sachs Group, Inc. is a leading global investment banking, securities and investmentmanagement firm that provides a wide range of financial...


  • Bengaluru, Karnataka, India Toast Full time

    Toast Company and the Risk and Compliance Management roleToast is dedicated to developing a comprehensive restaurant platform that assists restaurants in managing their operations, boosting sales, engaging customers, and ensuring employee satisfaction.The enterprise risk and compliance management program at Toast is designed to identify, assess, monitor, and...


  • Bengaluru, Karnataka, India WRI India Full time

    Description Program Research Lead – Climate ProgramWho we are and what we do? WRI India, an independent charity legally registered as the India Resources Trust, provides objective information and practical proposals to foster environmentally sound and socially equitable development. WRI India's mission is to move human society to live in ways that...


  • Bengaluru, Karnataka, India Genpact Full time

    With a startup spirit and 115,000+ curious and courageous minds, we have the expertise to go deep with the world's biggest brands—and we have fun doing it. We dream in digital, dare in reality, and reinvent the ways companies work to make an impact far bigger than just our bottom line. We're harnessing the power of technology and humanity to create...


  • Bengaluru, Karnataka, India Societe Generale Full time

    Job Description - MRMLocation - BangaloreBusiness Insight: Societe Generale Global Solution Centre (SG GSC), a 100% owned subsidiary of European banking major Societe Generale (SG), Our role and purpose is to enable the strategic vision of Societe Generale Group. We are doing this by pioneering cutting edge innovation from Design Thinking to Smart Automation...


  • Bengaluru, Karnataka, India Shell Full time

    The Role:We have an exciting opportunity for a Weather and Climate Data Scientist to join Shell's Data Science organization. Be part of a team focused on developing end-to-end process maintenance solutions and contribute to delivering value for our customers, and for Shell.Where you fitShell is a global group of energy and petrochemicals companies, with...


  • Bengaluru, Karnataka, India Acuity Knowledge Partners Full time

    Key Responsibilities: Validate models in accordance with client's model risk management policy to assess model usage, documentation, conceptual soundness, data integrity and the control environment. Communicate results via formal model validation reports, as well as presentations to model owners and senior management. Evaluate model performance monitoring...