Regulatory Model Development Analyst II

Citi

Analyst II in Risk Modeling Solutions developing stress testing and loss provisioning models. Collaborating with stakeholders for credit risk models and regulatory responses.

Posted 6/30/2026full-timeGurugram • 🇮🇳 IndiaJuniorMid-LevelWebsite

Tech Stack

Tools & technologies

OracleSQLUnix

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
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)
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
Qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law
Accessibility considerations available for individuals with disabilities

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools

Quantitative AnalysisStatistical ModelingLoss ForecastingEconometric ModelingSensitivity TestingBack TestingModel ValidationData Integrity QA/QCVariable TransformationModel Production Implementation

Soft Skills

Communication Skills