About the role

Analyst role in Loss Forecasting and Stress Testing for Citi in India. Develops risk analysis methods and strategies while ensuring compliance with regulatory requirements.

Responsibilities

Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational.
Also, may develop, validate and strategize uses of scoring models and scoring model related policies.
Supports the design, development, delivery and maintenance of best-in-class Risk programs, policies and practices for Risk Management.
Reviews institutional or retail analytics and Models and other documents to ensure compliance with various regulatory and legal requirements.
Identifies potential risks and escalates for further review.
Handles preliminary investigations, assists with reconciliation procedures and prepares routine correspondence.
Creates and maintains reports for control, tracking, and analysis purposes and ensures appropriate and secure retention of documents.
Works with more senior staff in investigating and responding to customer and operational complaints.
Interacts and works with other areas within Risk Management, as necessary.
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

4+ years experience
Proficient in Microsoft Office with an emphasis on MS Excel
Consistently demonstrates clear and concise written and verbal communication skills
Self-motivated and detail oriented
Demonstrated project management and organizational skills and capability to handle multiple projects at one time
Bachelor’s/University degree or equivalent experience
Post graduate degree with specialization in a quantitative discipline: Statistics, Mathematics, Economics, Econometrics, Management, Operations Research or Engineering
Understanding of risk management
Knowledge of credit card industry and key regulatory activities (CCAR) is a plus
Experience in CCAR / DFAST/Stress Testing is preferred
Strong understanding and hands-on experience with econometric and empirical forecasting models
Experience in data science / machine learning is preferred with ability to handle large datasets.
Experience in using analytical packages like SAS, Datacube/Essbase, MS Office (Excel, PowerPoint)
Python and Tableau expertise
Experience in Automation projects
Background of credit cards policy, models
Understanding of Macroeconomic environment and data.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
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Competitive salary.