CCAR Unsecured Model Analyst II- C10

1 day ago

Gurgaon, Haryana, India Citi Full time US$ 90,000 - US$ 1,20,000 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

Qualifications:

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

  • 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

For complementary skills, please see above and/or contact the recruiter.

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.

  • High Salary Lead Assistant Manager

    4 weeks ago

    Gurgaon, Haryana, India EXL Service Full time

    Position Credit Risk Modeler Location EXL Office Gurgaon Hybrid - 2 days per week in office Working Hours 12 00 PM - 9 00 PM IST Key Responsibilities Develop and validate credit risk models PD LGD EAD Conduct CCAR and CECL stress testing Collaborate with cross-functional teams to enhance risk assessment processes Qualifications Proven...

  • Reference Officer Data Services Analyst 2)

    4 days ago

    Gurgaon, Haryana, India Citi Full time US$ 9,00,000 - US$ 12,00,000 per year

    Event Start Date:Event Start Time:Event End Date:Event End Time:Event Venue Address:Event Description:Whether you're at the start of your career or looking to discover your next adventure, your story begins here.  At Citi, you'll have the opportunity to expand your skills and make a difference at one of the world's most global banks.  We're fully committed...

  • Ind Configuration Analyst Ii

    4 weeks ago

    Gurgaon, Haryana, India Aon Full time

    Posting Description Job Title- IND Configuration Analyst II Solution Line- Health Solutions Position type- Full Time Work Location- Gurgaon Working style- Hybrid Cab Facility- Yes Shift Time -5PM to 2AM People Manager role No Required education and certifications critical for the role- B Tech MCA or relevant qualification Required years of...

  • Model Development Leader

    4 days ago

    Gurgaon, Haryana, India beBeeRisk Full time ₹ 40,00,000 - ₹ 50,00,000

    Senior ManagerSeeking a seasoned model development leader to join our team.About the RoleThis is a challenging opportunity to work with a large banking client, responsible for developing and implementing risk and regulatory models across business functions. You will be working with various stakeholder groups including model validation, model owners, lines of...

  • Risk Modelling Lead Analyst

    1 week ago

    Gurgaon, Haryana, India RBS Full time ₹ 15,00,000 - ₹ 20,00,000 per year

    Join us as a Risk Modelling Lead AnalystYou'll be developing and maintaining compliant and fit for purpose models used in the bank's risk frameworkWith your skills and expertise, you'll be able to provide clear and well-presented analysisJoin a collaborative and supportive team environment, where you'll be valued for sharing your ideas and learning from...

  • Analyst, Investment Modeling

    3 days ago

    Gurgaon, Haryana, India Jones Lang LaSalle Full time

    JLL empowers you to shape a brighter way Our people at JLL and JLL Technologies are shaping the future of real estate for a better world by combining world class services advisory and technology for our clients We are committed to hiring the best most talented people and empowering them to thrive grow meaningful careers and to find a place where they...

  • Analyst-Data Science

    19 hours ago

    Gurgaon, Haryana, India American Express Full time ₹ 15,00,000 - ₹ 20,00,000 per year

    At American Express, our culture is built on a 175-year history of innovation, shared values and Leadership Behaviors, and an unwavering commitment to back our customers, communities, and colleagues. As part of Team Amex, you'll experience this powerful backing with comprehensive support for your holistic well-being and many opportunities to learn new...

  • Senior Analyst, Investment Modeling

    1 week ago

    Gurgaon, Haryana, India JLL Full time US$ 90,000 - US$ 1,20,000 per year

    JLL empowers you to shape a brighter way.  Our people at JLL and JLL Technologies are shaping the future of real estate for a better world by combining world class services, advisory and technology for our clients. We are committed to hiring the best, most talented people  and empowering them to  thrive, grow meaningful careers and to find a place where...

  • Ind Analyst Ii Health

    3 days ago

    Gurgaon, Haryana, India Aon Full time

    Job Title- IND Analyst I Health ActuarialSolution Line- Health - ActuarialPosition type- Full TimeWork Location- GurgaonWorking style- HybridCab Facility- YesShift Time 12PM to 9PMRequired education and certifications critical for the roleGraduate Post GraduateRequired years of experience 0-1 year of relevant experienceAON IS IN THE BUSINESS OF BETTER...

  • Analyst, Investment Modeling

    2 weeks ago

    Gurgaon, Haryana, India JLL Full time ₹ 9,00,000 - ₹ 12,00,000 per year

    JLL empowers you to shape a brighter way.  Our people at JLL and JLL Technologies are shaping the future of real estate for a better world by combining world class services, advisory and technology for our clients. We are committed to hiring the best, most talented people  and empowering them to  thrive, grow meaningful careers and to find a place where...