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**Responsibilities**:- Develops, enhances, and validates the methods of measuring and analyzing credit risk.
Also, may develop, validate and strategize uses of scoring models and scoring model related policies.- Manages model risk across the model life-cycle including model validation, ongoing performance evaluation and annual model reviews.- Produces analytics and reporting used to manage risk for Citi's operations.- 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.- Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.- Participates on teams to solve business problems.- Identifies modeling opportunities that yield measurable business results.- Provides guidance to junior validators as and when necessary.- Manages stakeholder interaction with model developers and business owners during the model life-cycle.- Represents the bank in interactions with regulatory agencies, as required.- Presents model validation findings to senior management and supervisory authorities.- Provides effective challenge to model assumptions, mathematical formulation, and implementation.- 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.
**Qualifications**:- 6-10 years experience- Proficient in Microsoft Office with an emphasis on MS Excel- 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.- 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.- Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation.- Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models.
**Education**:- Bachelor's/University degree or equivalent experience, potentially Masters degreeLic.
En Actuaria, Economía, Finanzas o a fin.Maestría deseableInglés AvanzadoLenguaje de programación SAS, SQL, Python.Experiência en riesgo de 6 a 10 años.Conocimiento en préstamos Pyme (deseable)- **Job Family Group**:Risk Management- **Job Family**:Risk Analytics, Modeling, and Validation- **Time Type**:Full time- Citi is an equal opportunity and affirmative action employer