Bangalore, Karnataka, India
14 days ago
Credit Risk Model Development Analyst II
Discover your future at Citi

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Job Overview

This position is with Global Consumer Bank (GCB) Risk Modeling Utility. This specific role supports the US Consumer Bank’s Branded Cards portfolios. Citi-branded card products includes its proprietary portfolio (including the Citi Double Cash, Thank You and Value cards) and co-branded cards (including, among others, American Airlines and Costco)

In this role, you will

Build Account Management Risk Models using traditional and Machine Learning techniques.Develop these models in compliance with the Risk modeling policies and procedures.Leverage a variety of technologies such as SAS, R, Python, H2O, Spark, and more to extract the value out of the data.  Deliver on all phases of development, from design through training, testing, validation, and implementation.Work with Technology, Risk policy and Governance teams to deliver decision risk models in the marketPractice your presentation and articulation skills to translate the complexity of your work to all types of audience.

We will be thrilled to have someone who is

Curious –challenges status quo, questions what they see and looks for answers when something is not intuitiveHas attention to details – knows when something does not add up and is not right. Has attention to detailsHas ability to communicate results to diverse audiences

Qualifications

3+ years’ experience in Risk Modeling or PhD degree in statistics, economics, or equivalent experience.Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or risk modelsExcellent quantitative and analytic skills; ability to derive patterns, trends, and insightsExperience with analytical or data manipulation tools (e.g. SAS, SQL, R, Python, Spark) Proficient with MS Office suiteConsistently demonstrates clear and concise written and verbal communication skillsSelf-motivated and detail orientedExperience working in Big data environments; Intellectual curiosity to stay abreast of technological advances

Education:

Bachelor’s/University degree in statistics, mathematics, economics, or equivalent experience.  Master’s/PhD degree is a plus

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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Most Relevant Skills

Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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