12542 Citicorp Services India Private Limited

<html><body><h2> Description:</h2><ul> <li> This position within US Personal Banking and Wealth Management will focus on regulatory model monitoring analytics for Secured and Small Business portfolios through regular model performance tracking, annual model review etc. </li></ul> The responsibility includes but not limited to the following activities:<ul><li>Analyze quarterly model performance results and other required model performance analysis for production models</li><li>When forecast or performance shifts are observed, perform diagnostic analytics around drivers including standard reporting as well as drill down analytics</li><li>Explain model results and review drivers of observed gaps or deterioration in model performance with regional/country risk managers and internal model development teams.</li><li>Perform formal quarterly and annual model review according to MRM’s guidance and standards. Respond to MRM’s questions as needed</li><li>Obtain and conduct QA/QC on all data required for CCAR/CECL model development</li><li>Deliver comprehensive model documentation</li><li>Work closely with cross functional teams, including country/region’s business stakeholders, model validation, governance teams, model development and implementation teams</li></ul><h2> Qualifications:</h2><ul><li>Advanced Degree (Masters required, PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline</li><li>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</li><li>Experience with dynamics of unsecured products a strong plus</li><li>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)</li><li>Exposure to various stress loss modeling approaches at the segment or account level preferred</li><li>Able to communicate technical information verbally and in writing to both technical and non-technical audiences</li><li>Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint</li><li>Work as an individual contributor</li></ul> ------------------------------------------------------ Job Family Group: Risk Management ------------------------------------------------------ Job Family:Model Development and Analytics ------------------------------------------------------ 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 <a href="https://www.citigroup.com/citi/accessibility/application-accessibility.htm" target="_blank">Accessibility at Citi</a> . View Citi’s <a href="https://www.citigroup.com/global/eeo-aa-policy" target="_blank">EEO Policy Statement</a> and the <a href="https://www.eeoc.gov/sites/default/files/2023-06/22-088_EEOC_KnowYourRights6.12ScreenRdr.pdf" target="_blank">Know Your Rights</a> poster. </body></html>

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