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Model Development Analyst Citi

2.0 - 6.0 years

0 Lacs

karnataka

On-site

As a model developer for unsecured portfolios in the US Personal Banking and Wealth Management team, your role will involve developing CCAR/CECL models for credit cards, installment loans, and ready credit. Additionally, you will be responsible for regulatory model monitoring analytics to track model performance and conduct annual model reviews. Key Responsibilities: - Obtain and conduct QA/QC on all data required for CCAR/CECL model development - Develop segment and/or account level CCAR/CECL stress loss models - Perform sensitivity and back-testing as necessary - Validate and recalibrate models annually with the latest data updates - Provide comprehensive documentation for all models - Col...

Posted 1 week ago

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