Credit Risk Model Development Analyst II

Discover your future at Citi Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, youll have the opportunity to grow your career, give back to your community and make a real impact. Job Overview This position is with Global Consumer Bank (GCB) Risk Modeling Utility. This specific role supports the US Consumer Banks Branded Cards portfolios. Citi-branded card products includes its proprietary portfolio (including the Citi Double Cash, Thank You and Value cards) and co-branded cards (including, among others, American Airlines and Costco)In this role, you willBuild Account Management Risk Models using traditional and Machine Learning techniques.Develop these models in compliance with the Risk modeling policies and procedures.Leverage a variety of technologies such as SAS, R, Python, H2O, Spark, and more to extract the value out of the data. Deliver on all phases of development, from design through training, testing, validation, and implementation.Work with Technology, Risk policy and Governance teams to deliver decision risk models in the marketPractice your presentation and articulation skills to translate the complexity of your work to all types of audience.We will be thrilled to have someone who isCurious challenges status quo, questions what they see and looks for answers when something is not intuitiveHas attention to details knows when something does not add up and is not right. Has attention to detailsHas ability to communicate results to diverse audiencesQualifications3+ years experience in Risk Modeling or PhD degree in statistics, economics, or equivalent experience.Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or risk modelsExcellent quantitative and analytic skills; ability to derive patterns, trends, and insightsExperience with analytical or data manipulation tools (e.g. SAS, SQL, R, Python, Spark) Proficient with MS Office suiteConsistently demonstrates clear and concise written and verbal communication skillsSelf-motivated and detail orientedExperience working in Big data environments; Intellectual curiosity to stay abreast of technological advancesEducation:Bachelors/University degree in statistics, mathematics, economics, or equivalent experience. Masters/PhD degree is a plus Discover your future at Citi Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, youll have the opportunity to grow your career, give back to your community and make a real impact. Job Overview This position is with Global Consumer Bank (GCB) Risk Modeling Utility. This specific role supports the US Consumer Banks Branded Cards portfolios. Citi-branded card products includes its proprietary portfolio (including the Citi Double Cash, Thank You and Value cards) and co-branded cards (including, among others, American Airlines and Costco)In this role, you willBuild Account Management Risk Models using traditional and Machine Learning techniques.Develop these models in compliance with the Risk modeling policies and procedures.Leverage a variety of technologies such as SAS, R, Python, H2O, Spark, and more to extract the value out of the data. Deliver on all phases of development, from design through training, testing, validation, and implementation.Work with Technology, Risk policy and Governance teams to deliver decision risk models in the marketPractice your presentation and articulation skills to translate the complexity of your work to all types of audience.We will be thrilled to have someone who isCurious challenges status quo, questions what they see and looks for answers when something is not intuitiveHas attention to details knows when something does not add up and is not right. Has attention to detailsHas ability to communicate results to diverse audiencesQualifications3+ years experience in Risk Modeling or PhD degree in statistics, economics, or equivalent experience.Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or risk modelsExcellent quantitative and analytic skills; ability to derive patterns, trends, and insightsExperience with analytical or data manipulation tools (e.g. SAS, SQL, R, Python, Spark) Proficient with MS Office suiteConsistently demonstrates clear and concise written and verbal communication skillsSelf-motivated and detail orientedExperience working in Big data environments; Intellectual curiosity to stay abreast of technological advancesEducation:Bachelors/University degree in statistics, mathematics, economics, or equivalent experience. Masters/PhD degree is a plus