Citigroup Hiring for Credit Risk Model Implementation – C12 at Mumbai, India Full Time

This position within Global Consumer Banking will maintain and enhance current software platform named Cash Flow Engine and other technological platforms used by CCAR/DFAST, CECL stress loss-forecasting team for model development, monitoring and production process for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities:

• Maintain current software platform named Cash Flow Engine and other technological platforms used by stress loss-forecasting team for model development, monitoring and production process

• Enhance current software platform as per request raised by model development and other teams

• Develop from scratch new software and technological platforms to deliver similar and enhance functionalities

• Support Migration of existing codes to new big data platform

• Maintain inventory of codes and access controls as per control process

• Improve code management, request management and access control processes

• Improve code run time and standard report generation process

• Produce on-demand runs to support analytical requests from peer groups and model sponsors

• Work closely with all modeling functions as the codes developed by this team will be used by all others

• Support extensive user acceptance and implementation testing of the code

• Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for modeling process

• Deliver comprehensive write-up of software platform development and maintenance process

• Understand model variables and economic forecasts

• Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team

• Maintain and improve automation solutions

• Ensure timely completion of governance controls

Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline.

• Strong programming skills in SAS are required. Basic programming skills in Python and R

• 7 – 10 YEARS SAS programming experience

• Experience of working in SAS for a financial institution.

• Experience of automating model development and reporting

• Understanding of SAS based technology systems & infrastructure

• Understanding of Big Data Platforms is a plus

• At least 3 Years as a people leader

• Lead multiple projects independently.

• Manage effective team delivery

• Ability to manage work in cross functional teams

• Effectively coordinate with model developers/SMEs to analyze model forecast results and explain to both technical and non-technical senior audience.

• Good understanding of regulatory requirements

• Understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc.) would be desirable.

• Experience in developing end-to-end automation of modeling processes

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

• Manage 1-5 member team

Job Family Group:

Risk Management

Job Family:

Risk Analytics, Modeling, and Validation

Time Type:

Full time

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