Model/Analysis/Validation Senior Officer I

Citibank, N.A. seeks a Model/Analysis/Validation Senior Officer I for its Tampa, Florida location.

Duties: Develop advanced data analytics, including statistical and Machine Learning models for Retail Basel. Lead development of advanced loss severity models. Explore large complex datasets from databases including Oracle, perform data cleaning and prepare modeling data. Perform data exploration using data visualization and statistical techniques to understand patterns and relationships among data elements. Use Simulation and Optimization Modeling to generate various scenarios and explore different decision paths to find optimal solution for problems. Develop, implement, and enhance methodologies, algorithms and diagnostic tools for testing model robustness, stability, and performance using programming languages Python and R. Perform reliability analysis and quality control of modeling data and model results. Produce model documentation in line with regulatory and internal expectations for model risk management framework. Support model validation process and collaborate with model risk management team. Participate in the implementation of analytical tools by reporting functions, and the migration of models to the production environment. Produce internal model performance metrics in line with Citi’s model risk management framework. Prepare presentations using MS office tools and reports on credit risk analytics for technical and non-technical audiences. Responsible for the development and maintenance of quantitative documentation for risk methodologies and applications, including project plans, model descriptions, mathematical derivations, data analysis, process and quality controls. Utilize tools and programming languages including SQL, R, Python, SAS, and associated tools Jupyter Notebook, R Studio, Tableau, Bitbucket for writing and managing codes. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires Master’s degree or foreign equivalent in Business Analytics, Information Systems, Statistics, Economics, Engineering (any) or related field and 3 years of experience as a Risk Analyst, Software Engineering Analyst, Machine Learning Engineer, Statistician or related position involving data analysis, statistical modeling and Machine Learning. Alternatively, employer will accept a Bachelor’s degree or foreign equivalent in the stated fields and 5 years of the specified progressive, post-baccalaureate experience. 3 years of experience must include: Statistical Modeling and Machine Learning; Simulation and Optimization Modeling; Model data preparation and database management; Data Analysis and Data Visualization; SQL, Python, R, SAS, Oracle; Tableau, Jupyter Notebook, R Studio, BitBucket, MS Office Tools. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25819884. EO Employer.

Wage Range:                $147,500 to $163,000

Job Family Group:       Risk Management

Job Family:                   Risk Analytics, Modeling, and Validation

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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