Citigroup Careers – Risk Modelling Analyst

Job Description:

Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required.

Job Responsibilities:

• 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.
• Validates assumptions; escalate identified risks and sensitive areas in methodology and process.
• Automates data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations.
• Uses Predictive modeling methods, Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences; write formal documentation using statistical vocabulary.
• 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.
• Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models and scoring model related policies.
• Conducts statistical analysis for risk related projects and data modeling/validation.
• 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.

Job Requirements:

• Proficient in SAS/R/Python or similar analytical platform
• Consistently demonstrates clear and concise written and verbal communication skills
• Bachelor’s/University degree or equivalent experience
• Manage NCL and LLR forecasting and credit planning.
• Involve in IFRS provision reports submission.
• Ensure the timeliness and accuracy of regulatory report submission.
• 4-5 years experience
• Proficient in Microsoft Office with an emphasis on MS Excel
• Able to work with finance team and all risk stakeholders to manage ICAAP & BNM stress testing.
• Prepare and provide full support on US regulatory related stress testing (eg. CCAR, MCST).
• Self-motivated and detail oriented
• Demonstrated project management and organizational skills and capability to handle multiple projects at one time

Job Details:

Company: Citi

Vacancy Type: Full Time

Job Location: Gurgaon, Haryana, India

Application Deadline: N/A

Apply Here