Vice President, Model Monitoring, Analytics and Insights
Citi
full-time
Posted on:
Location Type: Hybrid
Location: Bangalore • India
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Job Level
About the role
- Focus on model performance Monitoring, Analytics & Insights for Non-Regulatory Decision Models for Unsecured products
- 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, explaining the health of the model
- Partnering with Risk Policy leads to help understand the levers / cut off adjustments required
- Explain model performance to second line (Model Risk Management) of defense providing rationale
- Respond to queries from 3rd Line of Defense (Internal and External Auditors) on model performance
- Work effectively across cross functional teams coordinating model usage and maintenance activities
- Develop knowledge and drive discussions on Model usage across channels
- Conduct QA/QC on model monitoring and production forecast reporting
- Deliver comprehensive write-up of ongoing model performance assessment
- Understand model variables and economic forecasts and conduct analysis and reporting of model performances
- 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, SQL, Python, etc.) skills
- 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
- Strong understanding of relevant model metrics / KPIs & bring out insights on model performance tracking
- 10+ Years of relevant experience in model analytics and insights
- Extensive experience in model monitoring, generating business insights, analytical projects contributing business value
- 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
- Reasonable accommodation for disabilities
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
SASSQLPythonlinear regressionlogistic regressionsegmentationdecision treeRandom ForestGradient BoostingXG Boost
Soft Skills
communicationpresentationcollaborationmentoringanalytical thinkingproblem-solvingstakeholder managementcross-functional teamworkroot cause analysisinsight generation