US Regulatory Model Development Analyst II

Full time Mathematical Science Occupations

Description

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Citi’s Risk Modeling Solutions department is responsible for the development, delivery, and monitoring of all credit risk models across Citi’s consumer lending portfolios globally. These models span two core activities: granting and managing credit to individual customers and delivering loss forecasts for stress testing (ex. CCAR), loan loss reserving (ex. CECL), and business planning. The Role Name Model/Anlys/Valid Analyst II - C10 position sits within the US Regulatory Model Development team and is responsible for developing stress testing and loss provisioning models for US Unsecured portfolios.

The responsibility includes but not limited to the following activities:

Obtain and conduct QA/QC on all data required for CCAR/CECL model development

Develop segment and/or account level CCAR/CECL stress loss models

Perform all required tests ( sensitivity and back-testing)

Validate/recalibrate all mode...