Model/Anlys/Valid Analyst II Citi

About Citi

Job Description

You will be responsible for Consumer Retail Credit Loss Forecasting Models and decision models Oversight and Governance in Asia and European countries. Your role will involve ensuring compliance with policies and regulatory requirements related to model development, validation, usage, and performance assessment. You will participate in model development calls, provide guidance to countries on methodological issues, and present complex modeling concepts to non-technical audiences. Additionally, you will work towards establishing Champion/Challenger/Benchmark loss forecasting models, coordinating with stakeholders for model development/enhancement plans, and reviewing all model documentations before submission to Model Risk Management. It will be your responsibility to ensure timely provision of model inputs for periodic model runs and coordinate with the Global Model Production Team for model results. Furthermore, you will support the Global team on CCAR/CECL/Annual Loss Forecasting submissions, challenge model run results, and assist in setting up standards and workflows for regulatory submissions. You will also perform model governance self-assessment, communicate exceptions/findings to Senior Management, and coordinate corrective action plans. Your qualifications should include a University degree in Economics or Statistics, along with 2-5 years of experience in scoring/risk segmentation/loss forecasting model management. You should have strong common sense and judgment, the ability to work under pressure, and solid experience in analyzing complex financing portfolios. Additionally, you should possess strong process management skills, be proactive, and have good communication skills for liaising with global teams and country risk teams. Your role may require occasional evening conference calls with global teams and travel across the region. Strong computer skills in Excel, PowerPoint, SAS, Answer Tree, etc., will be essential for this position. It is a full-time role within the Risk Management job family group, specifically under Risk Analytics, Modeling, and Validation.,