Risk Model Monitoring Execution Analyst-C09

The Model/Anlys/Valid Analyst I is a trainee professional role. Requires a good knowledge of the range of processes, procedures and systems to be used in carrying out assigned tasks and a basic understanding of the underlying concepts and principles upon which the job is based. Good understanding of how the team interacts with others in accomplishing the objectives of the area. Makes evaluative judgements based on the analysis of factual information. They are expected to resolve problems by identifying and selecting solutions through the application of acquired technical experience and will be guided by precedents. Must be able to exchange information in a concise and logical way as well as be sensitive to audience diversity. Limited but direct impact on the business through the quality of the tasks/services provided. Impact of the job holder is restricted to own job.Generate production forecasts for economic scenarios. Produce additional on-demand runs to support analytical requests from peer groups and model sponsors.Implement new or enhanced model monitoring report in production environmentContinuously work to maintain and improve governance controls relates to implementation and production processGenerate standard reporting, comparison with previous results as well as drill down analytics for productions forecasts.Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for production process.Deliver comprehensive write-up of production results and process as per internal and regulatory standardsUnderstand model variables and economic forecasts and conduct drill down analysis and reporting of model production forecasts. Perform analysis for benchmark models and other ad hoc analysis as required by business/validation teamsWork closely with cross functional teams, including country/regions business stakeholders and model analyticsMaintain and improve automation solutions for production processEnsure timely completion of governance controls and production results under tight timelinesResponsibilities: Qualifications: Education:Develop and implement automated solutions for model monitoring and transformation using tools such as SAS, Excel, Python, Visualization Tool like TableauCollaborate with cross-functional teams (analytics) to understand model monitoring requirements and reengineer SAS codeDesign and maintain Data Quality check to ensure accuracy, efficiency, and reliability of model monitoring data.Conduct data analysis to identify trends, patterns, and opportunities for optimization.Generate insights and actionable recommendations based on analytical findings to support strategic decision-making.Create visually compelling dashboards and presentations to communicate key insights to stakeholders.Continuously monitor and improve existing model monitoring processes to enhance efficiency and effectiveness.Ensure timely completion of governance controls and deal tight timelinesMaster's degree in a quantitative field such as Mathematics, Statistics, Computer Science, or related field.Proven experience in report automation, data transformation, and analytics. Proficiency in programming languages and tools such as SAS, Python, Excel, Power BI, or similar. Strong analytical skills with the ability to interpret complex data sets and draw meaningful conclusions.Excellent communication and presentation skills with the ability to convey technical concepts to non-technical stakeholders.Detail-oriented with a focus on accuracy and quality of work.Ability to work independently and collaboratively in a fast-paced environment.Master's degree in a relevant fieldThis position will focus on the model performance tracking, production and model implementation of CCAR/DFAST/ICAAP and CECL stress loss models for Citi's product portfolios on an US & international basis, including but not limited to leading the following activities:Roles and Responsibility:Obtain/implement model from model development to production environment, and obtain updated data from countries/regions and/or Risk Architecture to run primary & benchmark CCAR models. Document all production related activities around production/model implementation/performancetracking. Run quarterly model prediction performance back-testing and sensitivity analysis against accuracy and other required model performance triggers for production modelsWhen performance shifts are observed, perform diagnostic analytics around drivers on the modelsDocument & review base and stress CCAR model performance with assigned countries & regions quarterly and assist countries and regions in their use of the CCAR/DFAST models in business activities such as loss forecasting/benchmarking their loss forecasts and assessing the risk of various lending segments (i.e., Risk Appetite)Review model performance and drivers of any gaps or deterioration in model performance with MRM, IRMO, and regional and country risk managersPerform full, formal annual model review to