
AVP - CCAR / Credit risk Model Development
1 week ago
Job Description
- Experience : 3-8 yrs in Model Development for financial Services with good SAS/ SQL & Python programming skills
- Education :Masters / MBA ; in Economics, Mathematics, Statistics, Finance, Computer science From Tier 1 with good knowledge in CCAR / Credit risk Models
Role & Responsibilities :
- Develop credit risk models/CCAR models
- Development of econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes
- Manage the model life-cycle from first-line of defense perspective and participate in Segmentation
- Involved Risk Identification, overlay discussions with Businesses and Finance teams.
- Responsible for understanding changes to quantitative requirements published by MRM in Model Testing Guidance and presenting the key changes to senior model development leads
- Contribute to model convergence initiatives as part of firms Transformation journey for different businesses.
- Responsible to explain model results to front-office
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Mumbai, India Citi Full timeDescription : - This position within USPB Risk will develop CCAR/CECL models for unsecured portfolios (, credit cards, installment loans 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...
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Mumbai, India Citi Full timeDescription :This position within USPB Risk will develop CCAR/CECL models for unsecured portfolios (, credit cards, installment loans 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...
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