Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.
Shape your Career with Citi
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.
We’re currently looking for a high caliber professional to join our team as Assistant Vice President, MRM Loss & Balance Forecasting- Hybrid (Internal Job Title: Model/Analys/Valid Sr Analyst - C12) based in Bangalore, India. Being part of our team means that we’ll provide you with the resources to meet your unique needs, empower you to make healthy decision and manage your financial well-being to help plan for your future. For instance:
Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.
We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.
We empower our employees to manage their financial well-being and help them plan for the future.
Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.
We have a variety of programs that help employees balance their work and life, including generous paid time off packages.
We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world.
In this role, you’re expected to:
The position will be part of the Model Risk Management, India (Bangalore) team. His/her primary role is to evaluate conceptual soundness and model performance of loss forecasting, balance forecasting, stress testing, PPNR, Loan Loss Reserves (LLR), and macro-economic forecasting models that are developed by other Global Consumer Teams as part of Citi’s Comprehensive Capital Analysis and Review (CCAR) submissions. The roles are very critical to the organization, as MRM’s authorization on the use of the CCAR models are based on the reviewer’s evaluation results. The reviewer will adhere to the Model Risk Management Policy when evaluating models and ensure models, documentation, and monitoring MIS are compliant with applicable policies.
Key Responsibilities:
Review and validate new and existing model and framework, provide effective challenge, ensure validation work quality.
Help manage model risk across the model lifecycle including model validation, performance evaluation and annual model reviews.
Challenge and continually improve MRM Guidance on modeling approaches and model performance testing.
Contribute to strategic, cross-functional initiatives within MRM organization.
There will be plenty of learning and growth opportunities with this position, from both technical and leadership perspective. The incumbent will be exposed to different areas of business operations and a variety of modeling approaches, including machine learning on top of industry standard tools.
Qualifications:
Minimum of Master’s degree in a quantitative field (Statistics, Mathematics, Physics, Engineering, Computer science, etc.)
Higher academic qualifications and/or certifications such as a PhD, a second Master’s degree, FRM, SCR, CPA or CFA is a plus
Must have a strong background in statistical modelling techniques.
Good understanding of Model Risk Management.
Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact. Take the next step in your career, apply for this role at Citi today https://jobs.citi.com/dei
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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
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