Ccar/cecl Model Development Manager For Unsecured Portfolio C11 Job In Citi In India, Bengaluru / Bangalore

• Positions within PBWM Risk Management of Citi for CCAR/DFAST stress loss model development for the international portfoliosThis position within Global Consumer Banking will develop CCAR/DFAST stress loss models for international unsecured portfolios (eg, Credit Card, Personal loan etc).
  
  The responsibility includes but not limited to the following activities:
• Obtain and conduct QA/QC on all data required for stress loss model development
• Develop segment and/or account level stress loss models
• Perform all required tests (eg sensitivity and back-testing)
• Validate/recalibrate all models annually to incorporate latest data Redevelop as needed
• Deliver comprehensive model documentation
• Work closely with cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team
• Prepare responses/presentations for regulatory agencies on all regulatory models built
• Advanced Degree (Bachelors required, Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance etc.
  
  MBA s should apply only if they are interested in career in specialized quantitative risk management discipline
• Role involves strong programming (SAS, R, Matlab etc) and quantitative analytics (regression, time series, decision tree, linear/nonlinear optimization etc) skill
• 5+ years analytic experience
• Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses
• Experience in end-to-end modeling 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, & model production implementation)
• At least 2 years' experience in credit scorecard or loss forecasting model development
• At least 2 years' Experience in working for developed markets (US/international)
• Expected to manage own projects fairly independently
• Ability to work effectively in cross functional teams, including country/region's business stakeholders, model validation and governance teams, and model implementation team
• Present/review model results with senior management
• Documentation of model for internal oversight/regulatory submission
• Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
• Work as an individual contributor

-------------------------------------------------Job Family Group: Risk Management-------------------------------------------------Job Family:Risk Analytics, Modeling, and Validation------------------------------------------------------Time Type:Full time------------------------------------------------------Citi is an equal opportunity and affirmative action employer.

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