Credit Risk Model Validation Analyst, Loss & Balance Forecasting (Hybrid)

About the role

As a Credit Risk Model Validation Analyst, you will validate and strengthen the models and tools Citi relies on to measure market, credit, and operational risk. You will work on Loss Given Default studies, credit risk model validation, and early warning tools that directly shape how Citi manages risk across its lending portfolios.

What you'll do

• Validate credit risk models used to measure obligor risk and support early warning tools for corporate and consumer portfolios
• Conduct data analysis for Loss Given Default studies and contribute directly to model development
• Evaluate and apply scoring models to strengthen credit risk policies and decision-making
• Maintain core risk parameters, including default data, rating migration data, usage given default data, and transition matrices
• Spot gaps in existing risk policies and help shape new ones to close them

What you need

• 2–4 yrs of experience
• Credit risk
• Forecasting
• Data analysis
• Risk management
• Excel
• R
• Any graduate

Good to have

• Python
• SAS
• Operational risk