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Model/Anlys/Valid Sr Analyst - C12

Job Req ID 21355443 Primary Location Mumbai, India Job Category Risk Management
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  • The Model/Anlys/Valid Sr Analyst is a seasoned professional role. Applies in-depth data science and credit modeling knowledge, contributing to the development of new models, research of new techniques and the improvement of credit strategies and processes within model development team . Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal leadership role within teams and is involved in coaching and training of new recruits.

    Job Description

  • Works in data science projects, involving data extraction, data cleanse, aggregation and data exploration to support business insights on credit risk strategies and new models development. Experience with data science on large datasets will be a plus.
  • Performs advanced data quality checks and feature engineering within SAS and Python, including creation of modeling variables using diverse source of data (e.g. credit bureau, financial, e-commerce and other digital footprint, etc.). Experience with R will be a plus. Experience with large datasets will be a plus.
  • Develops predictive models using Machine Learning (ML) and Statistical methods within SAS and Python, involving all stages from variables reduction, transformation, selection and model fitting. Experience with large datasets will be a plus.
  • Performs all models diagnostics, statistical tests and any other testing measures to evaluate and compare models during model development.
  • Researches and tests new techniques, methods and tools to propose and also to continuously enhance existing processes.
  • Analyzes and interprets data reports, make recommendations addressing business needs.
  • 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.
  • Devise, review and document model developments supporting business to approve models within Citi Model Risk Management Policy.
  • Be able to present results to non-technical audiences; write formal documentation using statistical vocabulary.
  • Devise, validate, document scoring codes and support stakeholders to implement scorecard in diverse platforms.
  • Support controls, standardizations and automation of processes used within data preparation, model development and / or documentation.
  • Requirements

  • Role requires full proficiency programming in Python (for data scientists, i.e. numpy, pandas, scikitlearn) and SAS. Proficiency in Microsoft Office. Basic knowledge on Structure Query Language (SQL). VBA will be a plus.
  • Strong hold of concepts in Statistics, Machine Learning and experience as data scientist (data exploration, manipulation, visualization, etc.).
  • Knowledge on Big Data processing frameworks will be a plus.
  • Advanced Degree (Masters or PhD preferred) in Statistics, Applied Mathematics, Operations Research, Computer Science and Engineering. MBAs should apply only if they are interested in career in specialized quantitative risk management discipline
  • 5 – 8 years of relevant data analytics/predictive modeling experience using SAS or Python. And at least 4+ years of experience as data scientist or working with credit scoring/predictive modeling.
  • Good communication skill to summarize technical information verbally and in writing to both technical and non-technical audiences.
  • Strong project management and organizational skills to handle multiple projects at same time.

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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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