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Credit and Portfolio Analyst

Location Mumbai, India
Posted 12-November-2018

Credit and Portfolio Analyst - 18066505


Position Title: Credit & Portfolio Analyst 1
Grade/Level: C09
Business Group: CSIL
Function/Group: Citi Retail Services CCAR Loss Forecasting Team
Department: Risk Analytics
Location: Mumbai

Role & Responsibilities:

Business/Department Objectives:

To improve risk return dynamics of a major credit card portfolio. This position within the forecasting/scoring team will develop, validate and manage CCAR/DFAST stress loss models for different Citi Retail Services cards portfolios

Core 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

Day-to-Day Responsibilities:

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 (e.g., 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

Individual Contributor (IC)/Managerial: Individual Contributor

Key Deliverables:

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

Percentage of Travel: No

Relocation: Yes





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


0-2 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


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



Masters degree in a quantitative discipline: Mathematics, Economics, Operations Research, Statistics


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

Primary Location : APAC-IND-MH-Mumbai

Job Category : Risk Management

Schedule : Full-time

Education Level : Bachelors Degree

Shift : Day Job

Employee Status : Regular

Travel : No

Office Location / Address : Nirlon Knowledge Park, B 7 South, Ground floor, Goregaon East Mumbai 400063

Profile Summary: Employment Type : Full Time Eligibility : Any Graduate Industry : Banking Functional Area : IT Software : Software Products & Services Role : Business/Systems Analysis Salary : As per Industry Standards Deadline : 12th Dec 2018

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