Vice President - Data Scientist _Fraud Analytics

Citi Analytics & Information Management (AIM) team is a global community that objectively connects and analyzes information to create actionable intelligence for our business leaders. It identifies fact-based opportunities for revenue growth and expense reduction in partnership with the businesses.

AIM Fraud analytics team is seeking an experienced and innovative Data Scientist as an individual contributor to join our Fraud Modeling team to transform fraud detection and prevention. As a subject matter expert in data science, you will be responsible for the development and deployment of cutting-edge data science solutions that enhance fraud detection and reduce false positives.

Responsibilities:

• Responsible for model development, validation and testing of fraud detection models, including statistical analysis, data validation and model performance evaluation.

• Conduct rigorous validation assessment for fraud model validation; develop and implement validation methodologies to assess model accuracy, robustness, and effectiveness.

• Ensure compliance with regulatory requirements and industry best practices in fraud detection and model validation.

• Incumbents work with large and complex data sets (both internal and external data) to evaluate, recommend, and support the implementation of business strategies.

• Identifies and compiles data sets using a variety of tools (e.g. Hive, SQL) to help predict, improve, and measure the success of key business to business outcomes

• Responsible for documenting data requirements, data collection / processing / cleaning, and exploratory data analysis, which may include utilizing statistical models / algorithms and data visualization technique.

• Specialization in fraud or risk domain preferred

• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Experience:

• 10+ years of hands-on analytical experience

• 7+ years’ experience in statistical analysis with working knowledge of at least one of the following statistical software packages: Python (Must), Hive, Spark, SAS

• Strong quantitative, analytical, and problem-solving skills; knowledge of probability theory, statistics, mathematical finance, econometrics, numerical methods

• Strong understanding of statistical concepts and modelling techniques including traditional and advanced ML algorithms

• Strong proficiency in statistical analysis and model validation techniques. A solid grasp of traditional and advanced modeling techniques and algorithms, such as Logistic Regression, Gradient Boosting, Random Forests, etc.

• Expertise in model evaluation techniques such as ROC curves, precision-recall, KS, cross-validation, feature importance, SHAP values, etc.

• Familiarity with regulatory requirements and guidelines related to risk model validation.

• Strong communication and interpersonal skills; experience with Stakeholder management

• Strong project management and organizational skills; ability to multi-task and meet deadlines.

• Ability to work independently. Risk and control mindset: ability to ask incisive questions, assess materiality and escalate issues.

• Ability to handle large volumes of transactional data. Familiarity with data extraction tools like Hive will be an advantage.

• Successful candidate will have a demonstrable analytical problem solving, and the ability to deliver projects in a fast-paced environment. Willing to learn and can-do attitude.

Education:

• Master’s/Bachelor’s/PhD degree in Statistics, Economics, Finance, Mathematics or a related quantitative field; Engineering/MBA background from a premier institute 

Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Take the next step in your career, apply for this role at Citi today

https://jobs.citi.com/dei