CCAR Model Development Manager- C11

2 weeks ago

Bengaluru, Karnataka, India Citi Full time
The Model/Anlys/Valid Intmd Anlyst is a developing professional role. Deals with most problems independently and has some latitude to solve complex problems. Integrates in-depth specialty area knowledge with a solid understanding of industry standards and practices. Good understanding of how the team and area integrate with others in accomplishing the objectives of the subfunction/ job family. Applies analytical thinking and knowledge of data analysis tools and methodologies. Requires attention to detail when making judgments and recommendations based on the analysis of factual information. Typically deals with variable issues with potentially broader business impact. Applies professional judgment when interpreting data and results. Breaks down information in a systematic and communicable manner. Developed communication and diplomacy skills are required in order to exchange potentially complex/sensitive information. Moderate but direct impact through close contact with the businesses' core activities. Quality and timeliness of service provided will affect the effectiveness of own team and other closely related teams. Responsibilities: 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 and scoring model related policies.Supports the design, development, delivery and maintenance of best-in-class Risk programs, policies and practices for Risk Management.Reviews institutional or retail analytics and Models and other documents to ensure compliance with various regulatory and legal requirements.Identifies potential risks and escalates for further review.Handles preliminary investigations, assists with reconciliation procedures and prepares routine correspondence.Creates and maintains reports for control, tracking, and analysis purposes and ensures appropriate and secure retention of documents.Works with more senior staff in investigating and responding to customer and operational complaints.Interacts and works with other areas within Risk Management, as necessary.Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency. Qualifications: + years experienceProficient in Microsoft Office with an emphasis on MS ExcelConsistently demonstrates clear and concise written and verbal communication skillsSelf-motivated and detail orientedDemonstrated project management and organizational skills and capability to handle multiple projects at one time Education: Bachelor's/University degree or equivalent experience This position within Global Consumer Banking will develop CCAR/CECL models for unsecured portfolios (e.g., credit cards, installment loans, ready credit etc.)

The responsibility includes but not limited to the following activities:

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 (Masters/PhD) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline preferred 4+ 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 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

Job Family Group:

Risk Management

Job Family:

Risk Analytics, Modeling, and Validation

Time Type:

Full time

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