Citi

Business Analytics, Model Monitoring – Analyst II

Citi

full-time

Posted on:

Location Type: Hybrid

Location: Bangalore • India

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Tech Stack

CognosPythonTableauVBA

About the role

  • Model performance Monitoring, Analytics & Insights for Non-Regulatory Decision Models for Unsecured products (e.g., Credit Cards)
  • Perform Root Cause Analysis explaining model performance to second line of defense and Policy teams for Business risk decisioning.
  • Analyze & bring out Insights for Credit Risk Non-Regulatory Scoring/ Non-Scoring Segmentation models adding business value.
  • Present model performance to senior stakeholders, CROs, Risk Policy managers, Sponsors explaining the health of the model.
  • Partnering with Risk Policy leads to help understanding the levers / cut off adjustments required in scores baked in Risk strategies.
  • Explain model performance to second line (Model Risk Management) of defense.
  • Respond to queries from 3rd Line of Defense (Internal and External Auditors) on model performance.
  • Work effectively across cross functional teams - Development, Implementation, Policy, Validation and Governance teams.
  • Conduct QA/QC on all steps required for model monitoring and production forecast reporting.
  • Deliver comprehensive write-up of ongoing model performance assessment, Annual Model Review / Revalidation documents.
  • Deliver end user computing process related mandates.
  • Expected to manage own projects independently.
  • Train and mentor junior team members on Model Monitoring.

Requirements

  • Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc.
  • Strong programming (SAS, R, Python, etc.) skills.
  • Experience in reporting tools - Excel, Tableau.
  • Understanding of traditional modeling processes (linear/ logistic regression, segmentation, decision tree) and machine learning algorithms (Random Forest, Gradient Boosting, XG Boost, SVM, etc.), time series, linear/nonlinear optimization.
  • Understanding of relevant model metrics / KPIs & bring out insights on model performance tracking.
  • Extensive experience in model monitoring/validation, performance scorecards, etc. in Excel, Tableau, Cognos, etc.
  • Experience in developing optimal/ automated solution of reporting processes using SAS, Excel VBA, Tableau will be a plus.
  • 2+ Years reporting & analytics experience.
  • Extensive experience in reporting (risk/marketing) in portfolio reporting, model monitoring, generating business insights.
  • Experience in adoption of AI in bringing efficiency into core functional process, automating reports would be a plus.
Benefits
  • Citi is an equal opportunity employer and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
SASRPythonlinear regressionlogistic regressionsegmentationdecision treeRandom ForestGradient BoostingXG Boost
Soft Skills
communicationpresentationmentoringproject managementcollaboration