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).
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