Risk Model Development - Analyst II
Citi
Risk Model Development - Analyst II at Citi is a full time role based in Gurugram Haryana India, India. It was published on 28 July 2026 and was open at last check.
| Role | Risk Model Development - Analyst II |
|---|---|
| Company | Citi |
| Location | Gurugram Haryana India, India |
| Employment type | Full Time |
| Published | 28 July 2026 |
| Status | Open at last check |
The Position within Global Consumer Risk Management of Citi for CCAR/DFAST/CECL/Climate risk and other stress testing regulations for stress loss model development for the secured portfolios.
Core Responsibilities:
This position within Global Consumer Banking will develop CCAR/DFAST/Climate risk stress loss models for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities:
- Obtain and conduct QA/QC on all data required for stress loss model development
- Develop segment and/or account level stress loss models
- Perform all required tests (e.g. sensitivity and back-testing)
- Validate/recalibrate all models annually to incorporate latest data. Redevelop as needed.
- Deliver comprehensive model documentation
- Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
- Prepare responses/presentations for regulatory agencies on all regulatory models built
Education:
Advanced Degree (Masters required/preferred) in Statistics, Applied Mathematics, Operations Research, Statistics, Economics, Quantitative Finance etc
Skillset
- Role involves strong programming (Python, SAS, AI automation using advanced workflows etc) and quantitative analytics (regression, time series, decision tree, linear/nonlinear optimization etc) skill.
- 2+ years analytic experience
- Experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses
- Experience in model development or (risk/marketing)- credit scorecard development, Basel modeling, stress loss preferred or credit policy analytics
- Experience in end-to-end modeling process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, & model production implementation)
- Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
- Expected to work with moderate supervision and guidance
- Work as an individual contributor
Looking for a candidate with experience developing regression models for secured lending products combined with hands on experience designing AI-driven workflows to streamline and automate processes.
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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.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi .
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Create your free OnJob profile to apply — we'll take you to Citi's application after sign-up. · Posted 28 Jul 2026.
Risk Model Development - Analyst II at Citi — questions answered
What does the Risk Model Development - Analyst II role at Citi pay?
Citi does not publish a salary on this Risk Model Development - Analyst II listing, so OnJob shows no figure for it rather than an estimate. For what this role pays across the market, the OnJob salary guides aggregate the live listings that do disclose pay.
Where is the Risk Model Development - Analyst II role at Citi based?
Citi lists this Risk Model Development - Analyst II role in Gurugram Haryana India, India, advertised as full time work at that location. Larger employers sometimes cover several sites under one city name, so confirm the exact office with Citi before you apply.
Is the Risk Model Development - Analyst II role at Citi still open?
The Risk Model Development - Analyst II posting at Citi was open at OnJob's last check of the employer's careers page, having been published on 28 July 2026. OnJob re-checks source listings on each build and marks a role closed once it disappears, but listings can close without notice, so the employer's own page is the final word.
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