Risk Modeling Manager - Secured Products-C11
- Arminus
- 5 to 7 Yrs
- Noida, Gurugram
- 10 months ago
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Job Description
Description:
- This position within Personal Banking and Wealth Management will develop CCAR/CECL/Climate risk models for secured and unsecured portfolios (e.g., credit cards, installment loans, mortgage etc.)
The responsibility includes but not limited to the following activities:
- Obtain and conduct QA/QC on all data required for CCAR/CECL/Climate risk model development
- Develop segment and/or account level CCAR/CECL/ Climate risk 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/Climate risk models built
Qualifications:
- Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
- 5+ 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
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Job Family Group:
Risk Management-------------------------------------------------
Job Family:
Risk Analytics, Modeling, and Validation------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc. and its subsidiaries ("Citi ) invite all qualified interested applicants to apply for career opportunities. 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 the " EEO is the Law " poster. View the EEO is the Law Supplement .
View the EEO Policy Statement .
View the Pay Transparency Posting
Employement Category:
Employement Type: Full timeIndustry: Banking / Financial Services
Role Category: Risk / UnderwritingGeneral / Other Software
Functional Area: Not Applicable
Role/Responsibilies: Risk Modeling Manager - Secured Products-C11
Contact Details:
Company: Citibank IndiaLocation(s): Noida, Gurugram
Keyskills: commercial models risk models installment loans wealth management credit risk data integrity model validation personal banking
Arminus
About Us The power of us at Arminus emerges from a position of collective empowerment. So while each one of us can make a difference, an individual´s feat of accomplishment is truly a product of team work. The us in Arminus, derives its core strength by evolving every team member to a state of the...
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