Senior Tax Data Analyst
Emerson
ERPETLMySQLOraclePythonSparkSQLVBA
Intermediate Analyst, CCAR Unsecured Model Development
Citi
full-time
Posted on:
Origin: • 🇮🇳 India
Visit company websiteJob Level
Mid-LevelSenior
Tech Stack
OracleSQLUnix
About the role
- Develop CCAR/CECL models for unsecured portfolios (e.g., credit cards, installment loans)
- 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 and redevelop as needed
- Deliver comprehensive model documentation
- Work closely with cross functional teams, including country/region business stakeholders, model validation and governance teams, and model implementation team
- Prepare responses and presentations to regulatory agencies on all CCAR/CECL models built
- Operate as an individual contributor
Requirements
- Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
- 5+ 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 products is a strong plus
- Active role in analytical components of 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
- Most Relevant Skills: Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics
