US Regulatory Model Development Analyst II
Citi
US Regulatory 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 | US Regulatory Model Development Analyst II |
|---|---|
| Company | Citi |
| Location | Gurugram Haryana India, India |
| Employment type | Full Time |
| Published | 28 July 2026 |
| Status | Open at last check |
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), loan loss reserving (ex. CECL), and business planning. The Role Name Model/Anlys/Valid Analyst II - C10 position sits within the US Regulatory Model Development team and is responsible for developing stress testing and loss provisioning models for US Unsecured portfolios.
The responsibility includes but not limited to the following activities:
- 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 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 to regulatory agencies on all CCAR/CECL models built
Qualifications:
- Advanced Degree (Bachelors required, Masters / PhD preferred) in Statistics, Applied Mathematics, Operations Research, Economics, MBA (Finance), or other highly quantitative discipline
- 2+ years’ experience in performing quantitative analysis, statistical modeling, loss forecasting, loan loss reserve modeling, and particularly econometric modeling of consumer credit risk stress losses
- Experience with dynamics of unsecured or secured products a strong plus
- Active role in performing some analytical components of an econometric modeling-driven stress loss 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, and model production implementation)
- Exposure to various stress loss modeling approaches at the segment or account level preferred
- Able to communicate technical information verbally and in writing to both technical and non-technical audiences
- Proficiency in SAS/SQL/Oracle/Unix/Microsoft Word, Excel and PowerPoint
Work as an individual contributor
Job Family Group:
Job Family:
Time Type:
Most Relevant Skills
Other Relevant Skills
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 .
View Citi’s EEO Policy Statement and the Know Your Rights poster.
Create your free OnJob profile to apply — we'll take you to Citi's application after sign-up. · Posted 28 Jul 2026.
US Regulatory Model Development Analyst II at Citi — questions answered
What does the US Regulatory Model Development Analyst II role at Citi pay?
Citi does not publish a salary on this US Regulatory 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 US Regulatory Model Development Analyst II role at Citi based?
Citi lists this US Regulatory 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 US Regulatory Model Development Analyst II role at Citi still open?
The US Regulatory 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.
How do you apply for the US Regulatory Model Development Analyst II role at Citi?
Apply to the US Regulatory Model Development Analyst II at Citi role through OnJob with a free profile: OnJob scores your fit against the listing, shows the skills lowering that score, and submits an ATS-ready profile to Citi's own application page. Creating a profile is free and needs no card.
Related jobs you can win
Hand-picked roles that match this listing on skills, category and location — each scored to your profile inside OnJob.
Explore more on OnJob
Hiring for a role like this?
Post a job on OnJob and reach AI-matched candidates.