Citi’s equities business is one of the largest and most established, both regionally and globally. Our clients include the world’s leading institutional investors and high net worth individuals and we provide these clients with value-added, independent, insightful, and actionable investment advice. The successful candidate will join Citi’s Global Markets Center in Mumbai and will work closely with New York, London, and Hong Kong-based sales traders, quantitative analysts, and technologists.
- The assessment also requires writing a comprehensive validation report based on his / her judgment of the validation results
- Identify model limitations and ensure the appropriate remediation actions are in place and monitored
- Provide effective challenge to the model design and construction and conduct incremental analysis and testing as necessary
- Conduct model assessment as per the requirements outlined in the MRM Policy, Procedures, and Guidelines
Qualification & Experience:
- 7 to 9 years in relevant consumer finance or credit card industry experience to include loss forecasting/stress testing model development, maintenance, tracking and management
- Masters or Doctoral degree with a specialization in Statistics, Mathematics, Finance or another quantitative discipline