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Tier-1 brand, mid-level (5+ years) band, and Bangalore metro increase qualified applicant density.
Requires deep credit risk, CCAR/CECL and regulatory modeling expertise, limiting cross-industry transferability.
Explicit 5+ years, mandatory credit risk/regulatory modeling experience and quantitative degrees tighten shortlisting.
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Develop and maintain champion/benchmark credit risk models for Citi's U.S. secured portfolios used in CCAR, CECL, climate risk, and other regulatory/internal purposes.
Perform data cleansing, statistical analysis, backtesting, forecast sensitivity, model robustness testing, and support model implementation and validation with minimal manager oversight.
Collaborate with cross-functional teams and prepare communications and presentations for technical/non-technical stakeholders and regulatory agencies regarding model results.
5+ years of experience in quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, or econometric modeling; experience in Master's or PhD programs in quantitative disciplines counts.
Master’s or equivalent degree in Economics, Mathematics, Statistics, Finance, or other quantitative discipline; PhD preferred.
Experience with credit risk modeling, with CCAR and CECL experience preferred.
Strong programming skills in SAS, SQL, Python, R or similar and ability to perform regression, time series, decision tree, and optimization analyses.
Experienced in end-to-end credit risk modeling specifically for regulatory frameworks like CCAR and CECL within the U.S. secured portfolios context.
Capable of independently handling model development lifecycle activities including documentation, validation support, and regulatory communication.
Strong quantitative analytics skills combined with the ability to effectively translate complex model results to technical and non-technical senior stakeholders.