Model Validation 2nd LOD, Analyst

About the role

MUMBAI, Mahārāshtra, India; GURUGRAM, Haryāna, India Citi’s Risk Management organization oversees risk-taking activities and assesses risks and issues independently of the front-line units. We establish and maintain the enterprise risk management framework that ensures the ability to consistently identify, measure, monitor, control and report material aggregate risks.

What you'll do

• Participate in Loss Given Default studies, conducting data analysis and contributing to model development
• Maintain key risk parameters, including default and rating migration data, usage given default data, and transition matrices
• Identify policy gaps and formulate policies
• Contribute to the development of new analytical tools and techniques
• Present findings and recommendations to stakeholders

What you need

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

Good to have

• Python
• Learning and development
• SAS