FREE ACCESS
5,000–10,000 jobs/day
See all jobs on JobTailor
Search thousands of fresh jobs every day.
Discover
- Fresh listings
- Fast filters
- No subscription required
Create a free account and start exploring right away.
Regulatory Risk Model Development, Intermediate Analyst
CitiCiti’s Risk Modeling Solutions department seeks an Intermediate Analyst for developing stress testing models. Responsible for model documentation, QA/QC, and presenting to regulatory agencies.
Tech Stack
Tools & technologiesOracleSQLUnix
About the role
Key responsibilities & impact- 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
Requirements
What you’ll need- Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
- 4+ 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
- Exposure to various stress loss modeling approaches at the segment or account level preferred
- 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
Benefits
Comp & perks- Citi is an equal opportunity employer
- Professional development opportunities
ATS Keywords
✓ Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
quantitative analysisstatistical modelingloss forecastingloan loss reserve modelingeconometric modelingstress loss modelingmodel validationmodel documentationdata analysismodel recalibration
Soft Skills
communicationcollaborationpresentation skillscross-functional teamworkanalytical thinkingproblem-solvingattention to detailadaptabilitytechnical writingstakeholder engagement