Risk Model Development Analyst II

Citi

Analyst developing stress loss models for secured portfolios (e.g., Home Equity, Mortgage) at Citi. Collaborating with cross functional teams and preparing presentations for regulatory agencies.

Posted 7/28/2026full-timeGurugram • 🇮🇳 IndiaJuniorMid-LevelWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in developing and validating stress loss models for secured portfolios, with a strong foundation in statistical modeling and quantitative analysis. Proficient in communicating complex technical information to diverse audiences and collaborating with cross-functional teams.

Highest-signal resume keywords

Advanced Degree In StatisticsQuantitative AnalysisStatistical ModelingModel DevelopmentRegression Models For Secured Lending

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Stress Loss ModelingLoss ForecastingEconometric ModelingCredit Scorecard DevelopmentBasel ModelingQA/QC Data AnalysisSensitivity TestingBack-TestingModel ValidationAI-Driven Workflow Design

Soft Skills

Good Communication Skills

Industry Keywords

CCARDFASTConsumer Credit RiskLoan Loss Reserve ModelingCredit Policy Analytics

About the role

Key responsibilities & impact

Develop CCAR/DFAST/Climate risk stress loss models for secured portfolios (e.g., Home Equity, Mortgage etc.)
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 (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 for regulatory agencies on all regulatory models built

Requirements

What you’ll need

Advanced Degree (Masters required/preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance etc
2+ 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 model development or (risk/marketing)- credit scorecard development, Basel modeling, stress loss preferred or credit policy analytics
Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences.
Looking for a candidate with experience developing regression models for secured lending products combined with hands on experience designing AI-driven workflows to streamline and automate processes.

Benefits

Comp & perks

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