Job Description
Citi’s Risk Modeling Solutions department is responsible for the development, delivery, and monitoring of all credit risk models across Citi’s consumer lending portfolios globally. These models span two core activities; granting and managing credit to individual customers and delivering loss forecasts for stress testing (ex. CCAR, CRST), loan loss reserving (ex. CECL), and business planning. The Model/Anlys/Valid Analyst II - C10 position sits within the Global Mortgage Regulatory Model Development team and specifically part of the Global Mortgage Regulatory Climate and Challenger Models team and is responsible for developing champion/benchmark risk models for Citi's international and secured portfolios for regulatory and internal climate risk stress testing exercises.
Responsibilities:
Position responsibilities include but not limited to the following activities: