• C10 - Assistant Manager Secured CCAR Production Job at Citi Jobs in Pune,India - 25676183

  • Citibank India
  • Save Job
  • 2 - 5 Years
  • Posted : above 1 month

Job Description:

Career Opportunity C10 - Assistant Manager Secured CCAR Production Locations Pune, Maharashtra Job Function Risk Management Employee Status Regular Job ID 20150483 Business/ Dept

Objectives

Positions within Global Consumer Risk Management of Citi for CCAR/CECL/DFAST stress loss model production forecast and reporting and analytics team for the secured portfolios

Core Responsibilities

This position within Global Consumer Banking will generate production results of CCAR/DFAST, CECL stress loss-forecasting models for secured portfolios (eg, Home Equity, Mortgage etc) The responsibility includes but not limited to the following activities

Generate production forecasts for economic scenarios Produce additional on-demand runs to support analytical requests from peer groups and model sponsors
Implement new or enhanced models in production environment
Continuously work to maintain and improve governance controls relates to implementation and production process
Generate standard reporting, comparison with previous results as well as drill down analytics for productions forecasts
Conduct QA/QC on all steps (eg, macro-economy series, model output, etc) required for production process
Deliver comprehensive write-up of production results and process as per internal and regulatory standards
Understand model variables and economic forecasts and conduct drill down analysis and reporting of model production forecasts
Perform analysis for benchmark models and other ad hoc analysis as required by business/validation teams
Work closely with cross functional teams, including country/regions business stakeholders, model validation and governance teams, and model implementation team
Maintain and improve automation solutions for production process
Ensure timely completion of governance controls and production results under tight timelines
Education

Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc MBAs should apply only if they are interested in career in specialized quantitative risk management discipline

Skillset

Strong programming skills in SAS is necessary Working knowledge of Tableau, Python or R is a plus
2-5 YEARS SAS programming experience
Experience of working in SAS for a financial institution Experience in a model production team is a plus
Knowledge of Python or R
Basic understanding of modeling processes (regression, time series, decision tree, linear/nonlinear optimization etc) would be desirable
Extensive experience in SAS based model production environments
Experience in developing end-to-end automation of production processes
Expected to work with moderate supervision and guidance
Work as an Individual Contributor
Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences

Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Banking
Functional Area : Production/Manufacturing/Maintenance/Packaging
Role : Production/Manufacturi ng/Maintenance
Salary : As per Industry Standards
Deadline : 15th Jul 2020

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