CrawlJobs Logo

Regulatory Risk Model Development Intermediate Analyst

https://www.citi.com/ Logo

Citi

Location Icon

Location:
India , Haryana ▼

Category Icon
Category:
IT - Software Development

Job Type Icon

Contract Type:
Not provided

Salary Icon

Salary:

Not provided
Save Job
Save Icon
Apply Position

Job Description:

Citi's Risk Modeling Solutions department is responsible for the development, delivery, and monitoring of all credit risk models across Citi's consumer lending portfolios globally. These models span two core activities: granting and managing credit to individual customers and delivering loss forecasts for stress testing (ex. CCAR), loan loss reserving (ex. CECL), and business planning. The Role Name Model/Anlys/Valid Intmd Anlyst - C11 position sits within the US Regulatory Model Development team and is responsible for developing stress testing and loss provisioning models for US Unsecured portfolios.

Job Responsibility:

  • 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 business stakeholders, model validation and governance teams, and model implementation team
  • Prepare responses/presentations to regulatory agencies on all CCAR/CECL models built

Requirements:

  • 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 (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
  • Work as an individual contributor

Nice to have:

  • Experience with dynamics of unsecured or secured products
  • Exposure to various stress loss modeling approaches at the segment or account level

Additional Information:

Job Posted:
May 15, 2026

Employment Type:
Fulltime
Work Type:
Hybrid work
Icon
Citi - All Job Offers
Job Link Share:
Copy Link Icon
Facebook Icon Twitter Icon LinkedIn Icon

Looking for more opportunities? Search for other job offers that match your skills and interests.

Briefcase Icon

Similar Jobs for Regulatory Risk Model Development Intermediate Analyst

Regulatory Reporting Intermediate Analyst

The Regulatory Reporting role is an analyst position within the Controllers Orga...
Location
Location
Philippines , Taguig
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • 2-5+ years of extensive experience within the financial services industry and regulatory reporting
  • basic knowledge of U.S. regulatory reports such as those mentioned above
  • able to navigate through a large organization to streamline and summarize multiple information points and create repeatable processes to build consistency in presenting information
  • strong oral and written communication skills, with ability to synthesize complex concepts, and influence change
  • strong technical problem-solving skills and an ability to identify conflicts, discrepancies and other issues and bring together the right team to solution them
  • ability to manage competing priorities and tasks in a complex and dynamic and work well as part of a team
  • a bias for action, self-motivated
Job Responsibility
Job Responsibility
  • Define and organize UAT testing processes, coordinate and manage various testing activities, develop and define testing approach and testing tools, document testing activities, status and report results
  • responsible for planning and coordinating project activities, creating tangible and measurable goals, ensuring all targets are met and collaborating across different departments to ensure all project leads are up to date on project deliverables and status
  • conduct process and system testing, including writing test scripts, documenting defects and disseminate results
  • responsible for reviewing updated project plans and key milestones related to project completion and provide status updates in clear and concise manner for senior reporting
  • document and establish business requirement documents and interact with business partners to ensure successful migrations of key technology releases
  • attend working group sessions, strategy planning and various review sessions to identify and facilitate creation of detailed action plans and commitments to Consent Order targets
  • manage multiple priorities, plans and tasks and work with geographically diverse resources
  • respond to ad-hoc queries by the business and technology and engage with them for additional analysis if required
  • identify and resolve problems, manages defect tracking, and escalate as needed
  • execute processes and procedures within defined parameters
What we offer
What we offer
  • Programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more
  • expanded Paid Parental Leave Policy to include Citi employees around the world
  • resources to manage your financial well-being and help plan for the future
  • access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses
  • generous paid time off packages
  • resources and tools to volunteer in the communities in which you live and work
  • Fulltime
Read More
Arrow Right

Non-Trading Market Risk Mgmt Sr. Analyst

The BSM NTMR Senior Analyst will support the production needs in various workstr...
Location
Location
India , Mumbai
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • 5+ years experience in Financial Services, Treasury, and bank global liquidity investment portfolio
  • Strong Excel and PowerPoint skills for report building and presentations
  • Basic knowledge in debt investment securities and non-trading market risk such as FXRBB, commodity risk, private equity risk and CSRBB, QMMF and CCAR for Pensions, ATM/AFS portfolios, etc.
  • Fundamental understanding of regulatory, compliance, risk management and financial management, and data governance concerns
  • Intermediate understanding of Bank ALM, Capital, and Liquidity considerations
  • Basic experience in debt investment securities analytics, measurement, metrics and methodologies
  • Demonstrated ability to collaboratively solution complex and dynamic processes
  • Ability to work under pressure in ambiguous environments
  • Strong oral and written communications skills with ability to synthesize complex concepts
  • Strong technical problem-solving skills
Job Responsibility
Job Responsibility
  • Support analysis in the implementation of BSM’s process by providing key analytical insights across BSM functions with a primary focus on asset allocation, FXRBB, OCI stress testing analytics for (CCAR) and QMMF for pensions and AFS /HTM securities, Commodity/Equity/CSRBB risk
  • Provide accurate analysis to be used for enhancing BSM’s analytics and methodologies and establishing Citi's first-line NTMR management framework (Policy/Standard/Procedures, models, methodologies, reporting, controls, processes, analytics, data and documentation)
  • Develop key management review presentations
  • Oversee the data results and management report metrics for decision processes
  • Support subject matter experts on the team to aid senior leaders in aligning governance and management framework, procedures and controls for all legal entities that have OCI Risk, FX risk, commodity risk, credit spread risk in the Banking Book
  • Liaise with businesses, legal entity treasury, CTI and Markets Treasury, and Controllers teams to ensure both an understanding and the ability to manage other non-trading market risks
  • Support the team and assist Manager with remediation gap efforts in other non-trading market risk (excl IRRBB) as required by Tier 1 regulations and help to remediate regulatory/audit self-identified issues concerning other non-trading market risks in the banking book and achieve target state framework
  • Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function
  • Integrates subject matter and industry expertise within a defined area
  • Contributes to enhancing processes to manage these exposures in a well governed environment
  • Fulltime
Read More
Arrow Right

Model/Analysis/Validation Officer

Build market risk models for the purpose of regulatory capital calculation and s...
Location
Location
United States , Tampa
Salary
Salary:
134000.00 - 180218.00 USD / Year
https://www.citi.com/ Logo
Citi
Expiration Date
June 17, 2026
Flip Icon
Requirements
Requirements
  • Requires a Master’s degree, or foreign equivalent, in Financial Mathematics, Mathematics, Statistics, or related field and 4 years of experience as a Model/Analysis/Validation Officer, Model/Analysis/Validation Senior Analyst, Model/Analysis/Validation Intermediate Analyst or related position developing tools for measuring financial models to ensure the reliability, accuracy, and stability of quantitative models used in risk management. Alternatively, employer will accept a Bachelor’s degree in the stated fields and 6 years of progressively responsible, post-baccalaureate experience in the stated positions. Full span of experience must include: Supporting market risk analytics projects in FRTB, CCAR, and ICAAP
  • Developing market risk models for quantifying market risk exposure for trading books and for calculating regulatory capital
  • Implementing new models, resolve production issues and enhance existing implementation
  • Calibrating model parameters, performing variance analysis
  • Perform ongoing analysis of models, including backtesting and profit attribution analysis (PAA)
  • Engaging market risk managers
  • Developing and maintaining technical documentation
  • and Utilizing quantitative methodologies including linear and non-linear regression, Monte Carlo Simulation, Numerical analysis method, Scenario Analysis and stress testing frameworks.
Job Responsibility
Job Responsibility
  • Build market risk models for the purpose of regulatory capital calculation and stressing testing in order to ensure compliance with global regulatory frameworks while providing critical insights into the firm's exposure to market fluctuations
  • Conduct model changes and address model limitations to improve the model performance in response of regulatory requirement or Front office request
  • Develop and implement market risk model methodologies, algorithms, and diagnostic tools, integrating quantitative risk measuring work (including backtesting, sensitivity analysis, assumption analysis, data quality, model reliability, stability, and stress testing) to ensure model robustness, performance, and to assess and monitor model limitations
  • Work with market risk management systems, data flow, data definition and data requirements for various trading products, and conduct multiple analyses to meet risk managers and business needs
  • Collaborate with various working groups, senior model developers, risk managers, business clients, model validators, Risk IT, internal and external auditors, and regulators to assist with Model Risk Management and fulfill internal risk management requirements
  • Conduct on-going model performance analysis to discover, understand and quantify model limitations, providing comprehensive interpretations, explanations, and conclusions for resolving model issues
  • Work within Windows and Linux as programming environment and use Python, R, and SQL
  • Develop, maintain and enhance technical documentation including project plans, model description, mathematical derivations, data analysis, process and quality controls.
What we offer
What we offer
  • medical, dental & vision coverage
  • 401(k)
  • life, accident, and disability insurance
  • wellness programs
  • paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
  • Fulltime
Read More
Arrow Right

Risk Model Development Intermediate Analyst

The Model/Anlys/Valid Intmd Anlyst is a developing professional role. Deals with...
Location
Location
India , Haryana, India, Bengaluru, Karnataka
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • 5+ years experience
  • Proficient in Microsoft Office with an emphasis on MS Excel
  • Consistently demonstrates clear and concise written and verbal communication skills
  • Self-motivated and detail oriented
  • Demonstrated project management and organizational skills and capability to handle multiple projects at one time
  • Bachelor’s/University degree or equivalent experience
  • 5+ years of experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, or econometric modeling and in-depth knowledge on the use of statistical models to solve business problems
  • Experience of end-to-end credit risk modeling highly preferred
  • Experience of CCAR and CECL preferred
  • Strong programming (SAS, SQL, Python, R, etc.) and quantitative analytics (regression, time series, decision tree, linear/nonlinear optimization etc.) skills preferred
Job Responsibility
Job Responsibility
  • Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational
  • Supports the design, development, delivery and maintenance of best-in-class Risk programs, policies and practices for Risk Management
  • Reviews institutional or retail analytics and Models and other documents to ensure compliance with various regulatory and legal requirements
  • Identifies potential risks and escalates for further review
  • Handles preliminary investigations, assists with reconciliation procedures and prepares routine correspondence
  • Creates and maintains reports for control, tracking, and analysis purposes and ensures appropriate and secure retention of documents
  • Works with more senior staff in investigating and responding to customer and operational complaints
  • Interacts and works with other areas within Risk Management, as necessary
  • Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets
  • Participate in building champion/benchmark models for CCAR, CECL, IFRS9, and other regulatory/internal purposes for Citi's international and U.S. secured portfolios
  • Fulltime
Read More
Arrow Right

Regulatory Model Monitoring Analytics Intermediate Analyst

Citi’s Risk Modeling Solutions department is responsible for the development, de...
Location
Location
India , Bengaluru
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Advanced degree preferred (Master’s required, PhD preferred) in Statistics, Applied Mathematics, Computer Science, Operations Research, Economics, Finance (MBA), or another highly quantitative discipline
  • Strong programming skills in SAS, SQL, Python
  • experience with Tableau/Excel for performance reporting
  • Understanding of modeling techniques such as linear/logistic regression, machine learning techniques, segmentation, decision trees, survival models, time series analysis, etc.
  • Experience in applying analytical and statistical methods to explain performance variation and derive actionable insights
  • Excellent written and verbal communication skills, with the ability to simplify complex topics for senior audiences
  • Extensive experience in model monitoring, development or validation for loss‑forecasting models (CCAR/CECL)
  • Experience in developing optimal or automated reporting solutions using SAS, Python, SQL, Excel VBA, Tableau and GenAI tools
  • 5+ years of experience in model monitoring, model development or validation, quantitative analytics, or related risk disciplines
Job Responsibility
Job Responsibility
  • Analyze and generate insights for Regulatory Risk Models (CCAR/DFAST/CECL/IFRS9 stress‑loss models), including performance assessment, root‑cause analysis for deterioration, recommended mitigation actions, and rationale for continued model usage
  • Quantify and articulate the business impact of model performance trends—translating changes in model accuracy into impacts on loss forecasts, capital, and reserves
  • Communicate results to diverse audiences
  • Explain the model performance trends to Model Risk Management (MRM), including rationale for deterioration if observed
  • Prepare and deliver comprehensive write-ups for Ongoing Monitoring Reports and Annual Model Review documentation
  • Work effectively across cross‑functional teams—including Model Development, Implementation, Sponsors/Policy, Validation, and Governance
  • Support internal & external audits, and regulatory reviews by responding to model performance related inquiries
  • Conduct robust QC on model inputs, outputs, and monitoring datasets to maintain accuracy and reliability
  • Leverage Gen AI to establish consistent and scalable processes, driving automation and simplification initiatives
  • Work as an individual contributor in model monitoring techniques, analytical deep dives, and AI‑enabled insight generation
  • Fulltime
Read More
Arrow Right

Regulatory Model Monitoring Execution Intermediate Analyst

The Model Monitoring Intermediate Analyst is responsible for ongoing performance...
Location
Location
India , Bengaluru
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • 5+ years of experience in model monitoring, analytics, validation, or model risk management
  • Exposure to CCAR, CECL, and/or IFRS 9
  • Strong understanding of model life cycle, performance metrics, and model risk concepts
  • Experience interacting with Model Development, Analytics, and MRM teams
  • Proficiency in SAS and SQL
  • Strong communication, stakeholder management, and mentoring skills
  • Bachelor’s/University degree or equivalent experience
Job Responsibility
Job Responsibility
  • Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational
  • Conducts statistical analysis for risk related projects and data modeling/validation
  • Applies quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL) to extract, transform and analyze data and Visual Basic programming language
  • Prepares statistical and non-statistical data exploration, validate data, identify data quality issues
  • Conducts data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues
  • Analyzes and interprets data reports, make recommendations addressing business needs
  • Uses Predictive modeling methods, Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences
  • Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results
  • Validates assumptions
  • escalate identified risks and sensitive areas in methodology and process
  • Fulltime
Read More
Arrow Right

Non Trading Market Risk Management - Vice President

The BSM NTMR Snr Ld analyst will drive the production needs and lead various wor...
Location
Location
India , Mumbai
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • 6-10 years experience in Financial Services, Treasury, and bank global liquidity investment portfolio
  • Excellent Excel and PowerPoint skills for report building and presentations
  • Intermediate knowledge in debt investment securities and non-trading market risk such as FXRBB, commodity risk, private equity risk and CSRBB, QMMF and CCAR for Pensions, ATM/AFS portfolios, etc.
  • Intermediate understanding of regulatory, compliance, risk management and financial management, and data governance concerns
  • Intermediate understanding of Bank ALM, Capital, and Liquidity considerations
  • Intermediate experience in debt investment securities analytics, measurement, metrics and methodologies
  • Demonstrated ability to collaboratively solution complex and dynamic processes
  • Proven ability to work under pressure in ambiguous environments
  • Excellent oral and written communications skills
  • Previous experience interacting and working with Executive Leaders
Job Responsibility
Job Responsibility
  • Drive the production needs and lead various workstreams to develop, enhance, measure, and monitor 1st line Non-Trading Market Risk framework including Governance and Oversight, Metrics, Methodology, Measurement, Data and Infrastructure, Process and Controls, and Management for Commodity/Equity/CSRBB Framework, FXRBB, stress testing analytics relating to CCAR and QMMF for Citi's global Pensions, and AFS/HTM securities, and asset allocation design
  • Be a lead analyst to support the implementation of and contribute to BSM's process by providing key analytical insights across BSM functions with a primary focus on asset allocation, FXRBB, OCI stress testing analytics for (CCAR) and QMMF for pensions and AFS /HTM securities, Commodity/Equity/CSRBB risk
  • Provide leadership, market experience, and subject matter expertise for enhancing BSM's analytics and methodologies and establishing Citi's first-line NTMR management framework
  • Use subject matter expertise to aid senior leaders in aligning governance and management framework, procedures and controls for all legal entities that have OCI Risk, FX risk, commodity risk, credit spread risk in the Banking Book
  • Liaise with businesses, legal entity treasury, CTI and Markets Treasury, and Controllers teams to ensure both an understanding and the ability to manage other non-trading market risks
  • Support the team and assist Manager with remediation gap efforts in other non-trading market risk as required by Tier 1 regulations and help to remediate regulatory/audit self-identified issues concerning other non-trading market risks in the banking book and achieve target state framework
  • Interact with 2nd line FinCRO function, regulators, senior management and Non-Traded Market Risk governance committees
  • Provides advice and counsel related to the technology or operations of the business
  • Fulltime
Read More
Arrow Right

Credit Risk Model Monitoring Analytics Intermediate Analyst

This position within Global Consumer Banking will focus on model performance Mon...
Location
Location
India , Bengaluru
Salary
Salary:
Not provided
https://www.citi.com/ Logo
Citi
Expiration Date
Until further notice
Flip Icon
Requirements
Requirements
  • Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc.
  • 5+ Years reporting & analytics experience
  • Strong programming (SAS, SQL, Python, Tableau, etc.) skills
  • Experience in reporting tools - Excel, Tableau
  • Understanding of traditional modeling processes (linear/ logistic regression, segmentation, decision tree) and machine learning algorithms (Random Forest, Gradient Boosting, XG Boost, SVM, etc.), time series, linear/nonlinear optimization
  • Understanding of relevant model metrics / KPIs & bring out insights on model performance tracking
  • Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences is a must
  • Extensive experience in model monitoring/validation, performance scorecards, etc. in Excel, Tableau, Cognos, etc.
  • Extensive experience in reporting (risk/marketing) in portfolio reporting, model monitoring, generating business insights
Job Responsibility
Job Responsibility
  • Perform Root Cause Analysis explaining model performance to second line of defense and Policy teams for Business risk decisioning
  • Analyze & bring out Insights for Credit Risk Non-Regulatory Scoring/ Non-Scoring Segmentation models adding business value
  • Present model performance to senior stakeholders, CROs, Risk Policy managers, Sponsors explaining the heath of the model, connecting model metrices to business scenarios explaining the breach in model performance
  • Partnering with Risk Policy leads to help understanding the levers / cut off adjustments required in scores baked in Risk strategies to bring in incremental benefit / loss mitigation to business
  • Explain model performance to second line (Model Risk Management) of defense providing rational for model performance deterioration, explaining the applicability of the usage of the model
  • Respond to queries from 3rd Line of Defense (Internal and External Auditors) on model performance
  • Work effectively across cross functional teams - Development, Implementation, Policy, Validation and Governance teams - coordinating the horizontal model usage and maintenance activities
  • Perform analysis for benchmark models and other ad hoc analysis as required by business/validation teams
  • Develop knowledge and drive discussions on Model usage across channels, score range with Risk Strategy managers
  • Conduct QA/QC on all steps (e.g., input data, model output, etc.) required for model monitoring and production forecast reporting
  • Fulltime
Read More
Arrow Right