Risk Model Development Intermediate Analyst
Citi is seeking a Risk Model Development Analyst in Gurugram to join the Global Mortgage Regulatory Model Development team. This role focuses on building and validating champion models for international and U.S. secured portfolios to meet CCAR, CECL, and IFRS9 regulatory requirements. The position requires strong quantitative skills in statistical modeling and proficiency in programming languages like Python, SAS, or SQL. It offers the opportunity to work on complex risk assessments with global cross-functional stakeholders.
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Experience
5+ years
Function
Engineering
Work mode
Onsite, India
Company
Tier 1
What you will work on
Citi is seeking a Risk Model Development Analyst in Gurugram to join the Global Mortgage Regulatory Model Development team. This role focuses on building and validating champion models for international and U.S. secured portfolios to meet CCAR, CECL, and IFRS9 regulatory requirements. The position requires strong quantitative skills in statistical modeling and proficiency in programming languages like Python, SAS, or SQL. It offers the opportunity to work on complex risk assessments with global cross-functional stakeholders.
TAL's take
Role at a premier global financial institution within a highly specialized, technical domain of regulatory model development.
The JD provides extremely clear details on team context, specific regulatory frameworks, technical stack, and day-to-day responsibilities.
Must haves
- 5+ years of experience in quantitative analysis or statistical modeling
- Proficiency in Microsoft Office with emphasis on MS Excel
- Strong programming skills in SAS, SQL, Python, or R
- Experience in loss forecasting or loan loss reserve modeling
- Excellent written and verbal communication skills
- Bachelor’s degree or equivalent in a quantitative discipline
Tools and skills
Nice to have: ccar, cecl, ifrs9.
About the company
Global financial services firm with a significant, established presence in the fintech and quantitative risk space.