Unsecured Model Development Analyst II, CCAR

Citi

full-time

Posted on: 9/20/2025

Origin: • 🇮🇳 India

✨ AI Apply

JuniorMid-Level

OracleSQLUnix

About the role

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 (e.g. 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 to regulatory agencies on all CCAR/CECL models built

Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
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
Experience with dynamics of unsecured or secured products a strong plus
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)
Able to communicate technical information verbally and in writing to both technical and non-technical audiences
Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint
Work as an individual contributor