Quantitative Risk Analytics Manager
4 days ago
At Citigroup, we value strong risk management that allows us to serve our customers while protecting our interests. Our team is responsible for calculating and managing the net credit loss and loan loss reserve forecast on a substantial portfolio.
About the RoleThis position is within the Loss / Loan Loss Reserve Forecasting and Stress Testing team. The team's primary task is to calculate and manage the net credit loss and loan loss reserve forecast on a $90BN + portfolio. We work closely with Finance teams to build forecasts for credit losses and loan loss reserves under varying macro-economic and business conditions.
The individual will work on efforts around Comprehensive Capital Analysis & Review (CCAR/DFAST) for retail portfolios, with a focus on NA Cards. They will be responsible for understanding the key drivers of losses and loan loss reserves, applying this knowledge effectively to forecast losses/loan loss reserves meaningfully and accurately, analyzing underlying model outputs relative to other business, ensuring models provide rational and logical output, reconciling detailed financial data from disparate data sources, and presenting findings to managers and stakeholders.
The ideal candidate should have 5+ years of work experience in financial services, business analytics, or management consulting. A postgraduate degree in a quantitative discipline is required, along with strong understanding of risk management, credit card industry, and regulatory activities (CCAR). Experience in CCAR/DFAST/Stress Testing is preferred.
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Quantitative Risk Modeler
4 days ago
Mumbai, Maharashtra, India The Edge Partnership - The Edge In Asia Full timeThe Edge Partnership - The Edge in Asia We are seeking a highly skilled Quantitative Risk Modeler to join our team. As a Counterparty Exposure Specialist, you will be responsible for developing and maintaining Potential Future Exposure (PFE) models and supporting risk management across Rates, FX, Credit, Equity, and Bonds. This role involves designing and...
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Quantitative Risk Management Specialist
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Mumbai, Maharashtra, India Citigroup Full timeJob DescriptionThe Position within Global Consumer Risk Management of Citigroup for CCAR/DFAST/CECL and other stress testing regulations involves the development of stress loss models for secured portfolios. The role entails:Obtaining and conducting quality assurance/quality control on all data required for stress loss model development.Developing segment...
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Quantitative Risk Analyst
4 days ago
Mumbai, Maharashtra, India The Edge Partnership - The Edge In Asia Full timeWe are hiring a Quantitative Risk Analyst for our client, a leading global banking firm in Asia. The Edge Partnership is currently looking for a skilled professional to support the development and validation of Counterparty Exposure Models.The role involves working on derivatives pricing, risk modelling and exposure analysis across multiple asset classes....
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Quantitative Analyst
2 days ago
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Quantitative Risk Specialist
4 days ago
Mumbai, Maharashtra, India Uniqus Consultech Inc. Full timeCompany Overview:Uniqus Consultech Inc. is a leading consulting firm that specializes in providing expert risk management solutions to financial institutions.Job Description:We are seeking a highly skilled Quantitative Risk Specialist to join our team. As a key member of our market risk group, you will be responsible for developing and implementing advanced...
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Quantitative Modelling Expert
3 weeks ago
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4 days ago
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Risk Analytics and Modeling Expert
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Mumbai, Maharashtra, India Citigroup Full timeAbout the RoleWe are seeking a highly skilled Stress Loss Model Developer to join our Global Consumer Risk Management team. In this role, you will be responsible for developing stress loss models for secured portfolios, working closely with cross-functional teams to ensure the accuracy and effectiveness of our models.ResponsibilitiesDevelop and implement...
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Quantitative Risk Manager
5 days ago
Mumbai, Maharashtra, India Deutsche Bank Full timeWhy Work for Us?At Deutsche Bank, we offer a dynamic and supportive work environment that fosters collaboration, innovation, and growth. As a Market Risk and Portfolio Model Validation Specialist, you will have the opportunity to work with a talented team of professionals who share your passion for delivering exceptional results. Our commitment to diversity...
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Quantitative Risk Specialist
2 days ago
Mumbai, Maharashtra, India Acies Full time**Company Overview:Acies is a leading provider of risk consulting services to the banking and financial industry. We are committed to delivering high-quality services that meet the needs of our clients.Job Requirements:As a Quantitative Risk Specialist, you will be responsible for analyzing functional areas of a business and deriving underlying risks for the...
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Risk Analytics Professional
4 days ago
Mumbai, Maharashtra, India Citigroup Full timeCompany Overview\Citigroup is an equal opportunity and affirmative action employer. We strive to create a diverse and inclusive workplace where everyone has the opportunity to succeed.\Job Description\We are seeking a highly skilled Risk Analytics, Modeling, and Validation professional to join our team. As a member of our risk management group, you will be...
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Quantitative Analyst
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Mumbai, Maharashtra, India Liberty Data Analytics Full timeKey ResponsibilitiesThe Quantitative Analyst - Insurance role at Liberty Data Analytics involves leveraging advanced statistical techniques and machine learning algorithms to develop predictive models that drive strategic decision-making across various business domains.Key responsibilities include:Collaborating with stakeholders to develop appropriate...
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Quantitative Risk Modeling Expert
4 days ago
Mumbai, Maharashtra, India Citigroup Full timeCompany Overview\Citi is a leading global bank with operations in over 160 countries. Our mission is to make a positive impact on the world by providing innovative financial solutions to our customers.\Job Responsibilities\This role will involve working closely with cross-functional teams to develop and maintain risk models, identifying areas for...
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Manager – Model Risk Management
2 weeks ago
Mumbai, Maharashtra, India Poonawalla Fincorp Full timeJob Summary The ideal candidate will be responsible for conducting thorough validations and back-testing of quantitative models to assess their performance. They will also support the organisation's Model Risk governance, identify model limitations and potential risks, and provide recommendations for improvements. Key Responsibilities: Conduct independent...
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Quantitative Risk Modeling Expert
2 days ago
Mumbai, Maharashtra, India The Edge Partnership - The Edge in Asia Full timeJob Description:We are currently hiring a Quantitative Analyst to support the development and validation of Counterparty Exposure Models. The role involves working on derivatives pricing, risk modeling, and exposure analysis across multiple asset classes.
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Senior Quantitative Analyst
6 days ago
Mumbai, Maharashtra, India Tata Consultancy Services Full timeJob DescriptionCredit risk modellers play a vital role in identifying and mitigating potential credit risks that financial institutions may face. As a senior quantitative analyst specialising in credit risk, you will be responsible for developing and validating models to forecast credit losses.Responsibilities:Design, develop, and validate credit risk models...
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Manager – Model Risk Management
3 weeks ago
Mumbai, Maharashtra, India Poonawalla Fincorp Full timeRoles and Responsibilities :a) Conduct independent validation and back-testing of quantitative models to assess their performanceb) Support for managing Model Risk governance in the organisationc) Identify model limitations and potential risks, providing recommendations for improvementsd) Collaborate with various departments, including risk management,...
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Risk Analytics Specialist
2 days ago
Mumbai, Maharashtra, India The Edge Partnership - The Edge in Asia Full timeWe're looking for a highly skilled Risk Analytics Specialist to join our team at The Edge Partnership. As a leading global banking firm, we offer industry-focused services across geographies.The ideal candidate will specialise in developing and maintaining Potential Future Exposure (PFE) models. This role involves working closely with the Risk Analytics...
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Data Scientist for Risk Analytics
6 days ago
Mumbai, Maharashtra, India Citigroup Full timeAbout the RoleWe are seeking a seasoned professional to join our team as a Data Scientist for Risk Analytics. The successful candidate will be responsible for designing, developing, and implementing interactive analytic tools in Tableau to support ERM stress testing programs.Key ResponsibilitiesDesign and develop interactive analytic tools in Tableau to...