Citi CCAR Secured Modelling in Mumbai, India

  • Primary Location: India,Maharashtra,Mumbai

  • Education: Master's Degree

  • Job Function: Risk Management

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: Yes, 10 % of the Time

  • Job ID: 18075031


  • Develop credit scorecard models and segmentations

  • Perform all required tests and measures of developed models (e.g., sensitivity, accuracy, volatility)

  • Deliver comprehensive model documentation (e.g., Model Approval Packages, Technical Review Documents) of ongoing and new projects

  • Understand modeling procedures, credit policies and deliver technical/regulatory documentation for internal/external reviews

  • Role involves strong programming (SAS, R, Matlab, etc.) and quantitative analytics (regression, time series, linear/nonlinear optimization etc.) skill

  • Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences


  • Advanced Degree (Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance

  • MBA s should apply only if they are interested in career in specialized quantitative risk management discipline

Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.