Hybrid Model Monitoring and Business Analytics – Analyst II

at Citi

• Job title: Model Monitoring and Business Analytics – Analyst II
• Job type: Full Time
• Experience level: Junior, Mid level
• Salary: Not specified
• Degree requirement: Bachelor's Degree
• Tech skills: Python, Tableau
• Location requirements: Hybrid, Mumbai, India

About the role

• 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 .