Risk Model Development- Intermediate Analyst
Citi is seeking a Risk Model Analyst to join their Global Mortgage Regulatory Model Development team in Mumbai. The role involves developing and monitoring benchmark credit risk models for CCAR, CECL, and climate risk purposes. Candidates will perform data analysis, build PD/EAD/LGD models, and document model performance for senior stakeholders and regulators. The position requires strong proficiency in quantitative tools like SAS, Python, and SQL, along with a deep understanding of financial modeling.
50k new jobs listed every day. Install TAL to find more jobs like this.
Experience
5+ years
Function
Finance
Work mode
Onsite, India
Company
Tier 1
What you will work on
Citi is seeking a Risk Model Analyst to join their Global Mortgage Regulatory Model Development team in Mumbai. The role involves developing and monitoring benchmark credit risk models for CCAR, CECL, and climate risk purposes. Candidates will perform data analysis, build PD/EAD/LGD models, and document model performance for senior stakeholders and regulators. The position requires strong proficiency in quantitative tools like SAS, Python, and SQL, along with a deep understanding of financial modeling.
TAL's take
High-tier global financial institution offering a specialized role in risk modeling with clear regulatory impact.
The JD provides a very clear scope, specific regulatory frameworks, and detailed technical stack requirements.
Must haves
- 5+ years of experience in quantitative analysis or statistical modeling
- Strong programming skills in SAS, SQL, Python, or R
- In-depth knowledge of statistical models for business problems
- Strong communication skills for technical and non-technical audiences
Tools and skills
Nice to have: ccar, cecl.
About the company
Global banking institution with significant international presence and a major market cap.