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The health and safety of our colleagues and candidates for employment are our highest priority. Accordingly, Citi continues to monitor the COVID-19 situation closely. We have implemented precautionary measures across our firm globally, including conducting all candidate interviews virtually on a temporary basis until further notice where needed.

VP - Model/Anlys/Valid Officer

Job Req ID 22516876 Primary Location Tampa, Florida; Irving, Texas Job Category Risk Management
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The Model/Anlys/Valid Officer is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.

  • With minimal oversight from senior staff, you would be responsible for the following:
  • Responsibilities:
    • Research, analyze, code and document BASEL Retail Credit risk models.
    • Work on building PD, EAD, LGD and segmentation models.
    • Leverage technologies such as Spark, Python, R, SAS, GIT and Big data tools for model development and management of code.
    • Deliver on all phases of model development, from design through training, testing, validation and implementation.
    • Perform all work consistent with Model Risk Management standards
    • Work with Model risk Management, audit, regulatory and other relevant parties during model validation in defending models and providing requested documentation.
    • Perform analysis and socialize results as per business and model sponsor requests.
    • Provide on-going support for the responsible models.
    • Guide/Assist other team members when required.
    • 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.
    Qualifications:
    • Sound knowledge of statistical modeling concepts and industry practices. Probability distributions, Regression, machine learning, Bayesian, Markov Chain Monte Carlo(MCMC) methods
    • 4+ years' experience in building statistical and machine learning models.
    • Experience in preparing model documentation, support and defend models during validation.
    • Good written and verbal communication skills, with ability to synthesize and socialize complex technical information to diverse audiences effectively.
    • Experience with SQL , Python, R and SAS.
    • Knowledge on GIT, Linux, HDFS and Big data tools is plus.
    Education:
    • Master or Ph.D. degree in Economics, Finance, Statistics, Analytics or any quantitative field

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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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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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View the EEO Policy Statement.

View the Pay Transparency Posting

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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.

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