Analyst responsible for model performance monitoring and analytics in Citi's Risk Modeling Solutions department. Focus on insights for Non-Regulatory Decision Models for Unsecured products.
Responsibilities
The Model Monitoring Analytics – C10 position sits within the Decision Model Monitoring & Business Analytics team.
This position within Global Consumer Banking will focus on model performance Monitoring, Analytics & Insights for Non-Regulatory Decision Models for Unsecured products (e.g., Credit Cards).
Perform Root Cause Analysis explaining model performance to second line of defense and Policy teams for Business risk decisioning.
Analyze & bring out Insights for Credit Risk Non-Regulatory Scoring/ Non-Scoring Segmentation models adding business value.
Present model performance to senior stakeholders, CROs, Risk Policy managers, Sponsors explaining the health of the model, connecting model metrics to business scenarios.
Partnering with Risk Policy leads to help understanding the levers / cut off adjustments required in scores baked in Risk strategies to bring in incremental benefit / loss mitigation to business.
Deliver comprehensive write-up of ongoing model performance assessment, Annual Model Review / Revalidation documents.
Understand model variables and economic forecasts and conduct drill down analysis and reporting of model performances.
Requirements
Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc.
2+ years reporting & analytics experience.
Strong programming (SAS, R, Python, etc.) skills.
Experience in reporting tools - Excel, Tableau.
Understanding of traditional modeling processes (linear/ logistic regression, segmentation, decision tree) and machine learning algorithms (Random Forest, Gradient Boosting, XG Boost, SVM, etc.), time series, linear/nonlinear optimization.
Understanding of relevant model metrics / KPIs & bring out insights on model performance tracking.
Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences is a must.
Benefits
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 .
Job title
Model Monitoring and Business Analytics – Analyst II
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