Model Analysis Valid Analyst II, Officer

Citibank (Switzerland) AG; Mumbai; On-site; Confidential; Full time

Job summary

Citibank (Switzerland) AG in Mumbai, India is seeking a Model Analysis Valid Analyst II, Officer to support RWA calculations and reporting within the Capital Calculations team. The role drives analytical work across risk types and collaborates with finance, risk and technology functions.

The candidate will develop, validate and enhance scoring models, generate reports, and ensure accuracy while engaging with cross‑functional teams and senior leaders.

Qualifications

• Bachelor’s/University degree or equivalent experience.
• 0-2 years experience in model implementation/validation/development preferable.
• Proficient in SAS, SQL and ideally R; basic VBA is a plus.

Responsibilities

• Develops, validates and enhances risk models and related policies.
• Leads project work on model development, integration, testing and validation.
• Prepares routine and ad-hoc risk reports and ensures data integrity across systems.

Skills

Analytical Thinking

Credible Challenge

Data Analysis

Governance

Policy

Procedure

Risk Management

Education

Bachelor's degree or equivalent

Tools

SAS

SQL

R

VBA

Job description

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Shape your Career with Citi. Citibank serves as a trusted advisor to our retail, mortgage, small business and wealth management clients at every stage of their financial journey. Through Citi’s Access Account, Basic Banking, Citi Priority, Citigold and Citigold Private Client, we offer an array of products, services and digital capabilities to clients across the full spectrum of consumer banking needs worldwide.

We’re currently looking for a high caliber professional to join our team as Model Analysis Valid Analyst II, Officer based in Mumbai, India.

Being part of our team means that we’ll provide you with the resources to meet your unique needs, empower you to make healthy decision and manage your financial well‑being to help plan for your future. For instance:

• Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.
• We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.
• Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.
• We have a variety of programs that help employees balance their work and life, including generous paid time off packages.
• We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world.

The Spot Risk Weighted Asset “RWA” Calculation and Reporting role is an intermediate management position within the Capital Calculations and Reporting team. The individual will support the production needs and milestones under the Capital Reporting team, which will be responsible for the firm and bank’s RWA calculation and reporting. The position will have a high level of visibility within the organization with opportunities to work directly with other Finance and non-Finance functions throughout Citi, including the Businesses, Risk, Treasury, Financial Planning & Analysis, as well as Enterprise Technology, & Operations. In this role, you’re expected to: Limited but direct impact on the business through the quality of the tasks/services provided. Impact of the job holder is restricted to own team. Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models and scoring model related policies. 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, running integrity checks on the reports and checking key numbers from other independently created reports. Participates in a project of constant improvement of risk analytics, modeling and validation systems and optimization of reports. Works on constant improvement of reporting system and optimization of Credit MIS Reports. Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm’s reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

As a successful candidate, you’d ideally have the following skills and exposure: 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 written skills 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). 0-2 years experience in model implementation/validation/development preferable. Bachelor’s/University degree or equivalent experience

Job Family Group: Risk Management

Job Family: Model Development and Analytics

Time Type: Full time

Most Relevant Skills Analytical Thinking, Credible Challenge, Data Analysis, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.

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.