Credit Risk Model Development Analyst II

Bangalore, Karnataka
Permanent
Full-time

14 days ago

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 market
Practice 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 intuitive
Has attention to details – knows when something does not add up and is not right. Has attention to details
Has 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 models
Excellent quantitative and analytic skills; ability to derive patterns, trends, and insights
Experience with analytical or data manipulation tools (e.g. SAS, SQL, R, Python, Spark) Proficient with MS Office suite
Consistently demonstrates clear and concise written and verbal communication skills
Self-motivated and detail oriented
Experience 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

Job Family Group: Risk ManagementJob Family: Risk Analytics, Modeling, and ValidationTime Type: Full timeMost 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.Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.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 .View Citi’s and the poster.

Citigroup

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