Job Description: The Credit Portfolio Analyst II is an intermediate-level position responsible for identifying key drivers of credit losses, formulating views on the alternate paths of the economy and their impacts on losses, developing statistically sound econometric models for forecasting credit-losses and estimating loan loss reserves, monitoring, recalibrating and maintaining these models; providing inputs loss mitigation strategies. Responsibilities : - Explore and provide inputs on alternate statistical / econometric techniques for loss forecasting - Keep abreast of latest trends in the economy and the business to provide inputs in terms of impacts on loss and loan loss reserves - Conducting stress testing on credit losses and loan loss reserves &nbsp;- Provide critical credit loss and loan loss reserve inputs for CCAR and CECL submissions - Conduct risk assessments and client credit analyses, review financial results and peer analyses and prepare financial projections - 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 - Escalate credit concerns/updates to senior risk and business managers and propose risk mitigation action to be taken by staying continuously informed of related developments/news for the portfolio and industry covered and understanding the credit process, policies and Citi's risk appetite - Personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency. Skill sets : &nbsp;- Experience in statistical / econometric modeling including logistic, time series and survival models and hazard functions preferred - Familiarity with hypothesis testing and alternate statistical distributions such as normal, logistic and gamma among others preferred - Good working knowledge of SAS (and R and python - optional) - Knowledge of accounting and corporate finance, financial modelling, credit and banking products, credit analytics, risk assessment, and transaction execution

Mumbai

Credit Portfolio Analyst - BFS 

Credit Portfolio Analyst - BFS  ,Job Description for Credit Portfolio Analyst - BFS  in Pylon Management Consulting in  Mumbai for (3-4) years of experience. Apply Now!

Job Description for Credit Portfolio Analyst - BFS  in Pylon Management Consulting in  Mumbai for (3-4) years of experience. Apply Now!