**Description:**

Citi’s Risk Modeling Solutions department is responsible for the development, delivery, and monitoring of all credit risk models across Citi’s consumer lending portfolios globally. These models span two core activities: granting and managing credit to individual customers and delivering loss forecasts for stress testing (ex. CCAR), loan loss reserving (ex. CECL), and business planning. The Role Name **Model/Anlys/Valid Analyst II - C10** position sits within the US Regulatory Model Development team and is responsible for developing stress testing and loss provisioning models for US Unsecured portfolios.

**The responsibility includes but not limited to the following activities:**

+ Obtain and conduct QA/QC on all data required for CCAR/CECL model development
+ Develop segment and/or account level CCAR/CECL stress loss models
+ Perform all required tests (e.g. sensitivity and back-testing)
+ Validate/recalibrate all models annually ...