CCAR Unsecured Model Development Analyst II

1 week ago

Haryana, India Citi Full time ₹ 15,00,000 - ₹ 25,00,000 per year

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
  • Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline

Qualifications:

  • 2+ 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

-

Job Family Group:

Risk Management

-

Job Family:

Risk Analytics, Modeling, and Validation

-

Time Type:

Full time

-

Most Relevant Skills

Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.

-

Other Relevant Skills

Credible Challenge, Laws and Regulations, Management Reporting, Referral and Escalation, Risk Remediation.

-

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View Citi's EEO Policy Statement and the Know Your Rights poster.

  • CCAR Unsecured Model Development Intmd Analyst

    7 days ago

    Haryana, India Citi Full time ₹ 12,00,000 - ₹ 36,00,000 per year

    Description:This position within USPB Risk will develop CCAR/CECL models for unsecured portfolios (e.g., 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 developmentDevelop segment and/or account level CCAR/CECL stress loss...

  • C10 Mrm Ppnr Model Validation

    5 days ago

    Gurugram, Haryana, India Citi Full time

    The Model/Anlys/Valid Analyst II is a developing professional role. Applies specialty area knowledge in monitoring, assessing, analyzing and/or evaluating processes and data. Identifies policy gaps and formulates policies. Interprets data and makes recommendations. Researches and interprets factual information. Identifies inconsistencies in data or results,...

  • ▷ [Urgent Search] Lead Assistant Manager

    4 days ago

    Gurgaon, Haryana, India EXL Service Full time

    Job Title Senior Analytics Consultant Banking Risk Fraud Marketing Analytics Location Bangalore Gurgaon WFO Job Type Full-TimeRole Overview We are looking for a Senior Analytics Consultant with over 5 years of experience in banking analytics specifically in areas such as credit risk modeling fraud detection or marketing analytics This is a...

  • Data Modelling Expert

    3 minutes ago

    Gurugram, Haryana, India Luxoft Full time

    **Project description**: This role requires a blend of domain expertise in banking and wealth management, strong data architecture capabilities, and hands-on experience working with the Avaloq platform. **Responsibilities**: Design, implement, and maintain conceptual, logical, and physical data models within the Avaloq Core Banking system. Collaborate with...

  • Urgent! Supply Chain Analyst Ii

    1 week ago

    Gurgaon, Haryana, India McCormick Full time

    At McCormick we bring our passion for flavor to work each day We encourage growth respect everyone s contributions and do what s right for our business our people our communities and our planet Join us on our quest to make every meal and moment better Founded in Baltimore MD in 1889 in a room and a cellar by 25-year-old Willoughby McCormick with...

  • Senior Manager

    4 days ago

    Gurgaon, Haryana, India Bank of America Full time

    Overview Bank overview GBS India overview Function Overview Bank of America is one of the worlds leading financial institutions serving individual consumers small and middle-market businesses and large corporations with a full range of banking investing asset management and other financial and risk management products and services We are committed to...

  • Credit Portfolio Analyst II

    6 days ago

    Haryana, India Citi Full time ₹ 5,00,000 - ₹ 12,00,000 per year

    The Credit Portfolio Analyst II is an intermediate-level position responsible for conducting credit reviews, credit approval and monitoring the portfolio to identify credit migration in coordination with the Risk Management team. The overall objective of this role is to manage Citi's portfolio exposure to clients and counterparties globally.Job...

  • Engineer - Senior II

    1 week ago

    Haryana, India GKM IT Full time ₹ 6,00,000 - ₹ 12,00,000 per year

    AtGKM IT,we're on a mission to build powerful, scalable software that drives real-world impact. We're looking for a Engineer - Senior II—a strong contributor and a natural problem solver who's ready to step into a technical leadership role.This isn't just another backend engineering job. As a Senior II, you'll take ownership of critical projects, mentor...

  • Analyst

    3 days ago

    Haryana, India Wipro Digital Operations and Platforms Full time ₹ 9,00,000 - ₹ 12,00,000 per year

    JOB RESPONSIBILITIES The role of Analyst in Valuations & Portfolio Reporting will manage support for valuations and portfolio reporting, including portfolio analytics and property-level performance. The role is a liaison with North America, and in turn asset management, portfolio management and finance teams in order to support monthly and/or quarterly...

  • Urgent Search: Analyst Ii, Sales Operations

    2 weeks ago

    Gurgaon, Haryana, India BOSTON SCIENTIFIC Full time

    Additional Locations N ADiversity - Innovation - Caring - Global Collaboration - Winning Spirit - High PerformanceAt Boston Scientific we ll give you the opportunity to harness all that s within you by working in teams of diverse and high-performing employees tackling some of the most important health industry challenges With access to the latest tools ...