• Credit Portfolio Sr Analyst - CCAR C12 Jobs in Mumbai,India - 25728585

  • Citibank India

Job Description:

Career Opportunity Credit Portfolio Sr Analyst - CCAR C12 Locations Mumbai, Maharashtra Job Function Risk Management Employee Status Regular Job ID 19146190 About (Name of Business Group)

Citi Retail Services (RS) organization is a leading US Retail Cards business, with a 40 PERCENT market share and greater than $40B in receivables across 40 million open active Card member accounts RS provides retail card products to the customers of a diverse group of major national retailers, oil companies and specialty retailers and dealers (the Partners) Products provided by RS include financing, transaction, and payment solutions that augment Partners existing marketing and sales strategies These products serve to enhance Partner sales through direct integration with Partner branding, marketing and data management RS also provides supplemental services to Card members such as debt protection, identity protection and credit monitoring

Role Outline/Job Summary

As part of the CRS Cross Portfolio Analytics (CPA) team, the successful candidate will be responsible for developing, analyzing and executing ideas and initiatives designed to achieve business growth & loss mitigation goals

POSITION TITLE Credit Portfolio Intd Analyst

Grade/Level C12

BUSINESS GROUP CSIPL

FUNCTION/GROUP Citi Retail Services - Risk Management Analytics

Day-to-Day Responsibilities

The candidate will have experience in a large, sophisticated credit granting or risk management organization within a major consumer card, financial services, retailing or consulting business This individual will bring a strong analytical orientation, an appreciation for broad-based risk issues, understanding of data mining techniques, and a familiarity with operations
The role will require successfully performing the different analytical components of an econometric modeling-driven stress test process

Must have the knowledge and expertise to deliver innovative modeling techniques and data strategies to deliver best in class stress testing and / or credit scoring models
Must be updated with latest CCAR modelling techniques through ongoing review of Journal papers
Provide support to senior management against the requirements set by Internal Risk Oversight and other external regulators

Role will require developing PD/EAD/LGD stress testing models for annual DFAST/CCAR exercise Prior experience in developing loan level models is preferred using one or more modelling constructs

Survival Models, Age Period Cohorts and State Transition models

Perform complex risk policy analytics in terms of sizing the impact of credit/business/regulatory policies on loss performance and figure out a way of incorporating them into the stress testing process
Perform econometric analysis to estimate and explain the impact of changing macroeconomic trends on Portfolio Performance Losses, delinquency etc
Perform all required tests and measures of developed models (eg, sensitivity, accuracy, volatility), deliver comprehensive model documentation, Validate and Recalibrate models on periodic basis as in line with group policies
Presentations to both technical and non-technical personnel are required to be made frequently as part of the job Must have capability to clearly communicate analyses
Ongoing management and validation of CCAR and scoring models across portfolios,
Development of CCAR / scoring models as per business requirement
Exploring and implementing alternate modeling techniques to deliver more predictive models
Effective interaction with business partners across functions including risk, technology, product management amongst others

Education Bachelors degree in a quantitative discipline Mathematics, Economics, Operations Research, Statistics

Experience 8 years of relevant experience

Ability to apply credit and risk principles toward business objectives
Demonstrated ability to synthesize, prioritize and drive results with a high sense of urgency
Strong analytical skills in conducting sophisticated analysis using bureau/vendor data, customer performance data and macroeconomic data
Strong leadership and team management skills
Strong programming skills in advanced SAS and SQL in mainframe, UNIX and PC environments

Other skills

Exposure to project/process management
Strong communication and presentation skills targeting a variety of audiences
A qualified candidate needs to be able to work with cross functional teams
Creates and sustains a network of strong client relationships
Flexibility in approach and thought process
Ability to work effectively across portfolio risk policy teams and functional areas teams
Strong influencing, negotiating, and facilitation skills
Analytical mindset
Credit card industry experience especially in an analytics, policy or scoring role is preferred
Exposure to and understanding of Comprehensive Capital Analysis and Review (CCAR) and Dodd-Frank Act Stress Testing (DFAST) processes

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Grade All Job Level - All Job FunctionsAll Job Level - All Job Functions - IN ------------------------------------------------------

Time Type ------------------------------------------------------

Citi is an equal opportunity and affirmative action employer
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity

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Profile Summary:

Employment Type : Full Time
Eligibility : Any Graduate
Industry : Banking
Functional Area : IT Software : Software Products & Services
Role : Software Engineer
Salary : As per Industry Standards
Deadline : 25th Jul 2020

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