Credit Risk Model Validation Analyst, Loss & Balance Forecasting (Hybrid)
Citi (company site, opens in a new tab)2–4 yrsBengaluruOn-siteDirect career pageEst. 10–18 LPA
Posted 17h ago
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Job description
Structured overview of role & requirements
About This Role
- Validate and enhance credit risk models including Loss Given Default studies and early warning tools for corporate and consumer portfolios.
- Conduct data analysis to support model development, maintain core risk parameters, and identify gaps in risk policies to inform improvements.
- Document validation processes and present findings to stakeholders, managing individual projects or components within larger initiatives.
Minimum Requirements
- 2 to 4 years of relevant experience in risk, analytics, or a related quantitative field.
- Proficient in data analysis tools such as Excel, R, or Python; knowledge of SAS is beneficial but not mandatory.
- Educational qualification: Master's degree, university degree, or equivalent experience.
- Work Experience Required: 2 to 4 years in relevant field.
Ideal Candidate Profile
- Experience in quantitative finance, risk management, analytics, model development, or validation with a focus on credit risk.
- Strong analytical ability to convert data into clear business recommendations and identify inconsistencies in data.
- Comfortable managing projects and communicating complex findings effectively to diverse audiences.