Hybrid Climate Risk Model Development Analyst II

Posted last month

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About the role

  • Model Development Analyst II at Citi handling climate risk analysis for credit and operational risks. Collaborating with teams to enhance risk modeling and benchmarking systems.

Responsibilities

  • Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational.
  • Leads project in terms of development, programming, integration, testing, and validation of models.
  • Provides analytical support on analysis and benchmarking.
  • Prepares business as usual and ad-hoc reports in accordance with the Risk Management Teams priorities and requirements.
  • Participate in a project of constant improvement of risk analytics, modeling and validation systems and optimization of reports.
  • Work on constant improvement of reporting system and optimization of Credit MIS Reports.

Requirements

  • 2+ years experience in model implementation/validation/development preferable.
  • Demonstrated programming (SAS, SQL, R, etc.).
  • Knowledge of tools like VBA preferable.
  • Basic knowledge of secured/unsecured banking products and US banking.
  • Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences.
  • Proven analytical skills, with the ability to identify root causes and trends and anticipate horizon issues.
  • Proficient in Microsoft Office (Word, Excel, and PowerPoint).

Benefits

  • Health insurance
  • Professional development

Job title

Climate Risk Model Development Analyst II

Job type

Experience level

JuniorMid level

Salary

Not specified

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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