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Model Risk Data Scientist

Job Req ID 21327279 Primary Location Warsaw, Poland 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.

Responsibilities:

  • Produces analytics and reporting used to manage risk for Citi's operations.
  • Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models and scoring model related policies.
  • Translates operational requests from the business into programming and data criteria and conduct systems and operational research in order to model expected results.
  • Assists in the development of analytic engines for business product lines.
  • Communicates results to diverse audiences.
  • Participates on teams to solve business problems.
  • Identifies modeling opportunities that yield measurable business results.
  • Represents the bank in interactions with regulatory agencies, as required.
  • Presents analytic project results s to senior management and supervisory authorities.
  • Assesses and quantifies model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.
  • Contributes to strategic, cross-functional initiatives within the model risk organization.
  • 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:

  • Proficient in data mining, SQL, Microsoft Office with an emphasis on MS Excel
  • Experience with VBA, Oracle and Big Data is a plus
  • Practical experience using SAS or similar statistical coding software to build and test prediction models. comfortable interfacing with business clients. proficiency handling very large data sets.
  • Knowledge of languages, such as R and Python
  • Consistently demonstrates clear and concise written and verbal communication skills
  • Self-motivated and detail oriented
  • Demonstrated project management and organizational skills and capability to handle multiple projects at one time .
  • Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation.
  • Flexibility (candidate will be dealing with teams based in USA)
  • 6-10 years experience

Education:

  • Bachelor’s/University degree or equivalent experience
  • Potentially Masters degree

What we offer:

  • Opportunity for professional development in the international and multicultural organization
  • Developing opportunities and challenging assignments
  • Attractive and stable employment conditions.

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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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Citi is an equal opportunity and affirmative action employer.

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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