Citi’s Risk Modeling Solutions department is responsible for the development, delivery, and monitoring of all credit risk models across Citi’s consumer lending portfolios globally.  These models span two core activities; granting and managing credit to individual customers and delivering loss forecasts for stress testing (ex. CCAR), loan loss reserving (ex. CECL), and business planning. The Risk Modeling Solutions - Analyst II – C10 position sits within the Model Implementation and Execution team and is responsible for responsible for a broad range of development, testing/validation, data management, automation, and data quality activities for the implementation and execution of Risk models in a live production environment.

Responsibilities:

• Develop, test, validate, and implement Risk Model code packages following SDLC principles.

• In a Linux environment, utilize C and Python to develop code packages.

• Develop Linux scripts to fully automate the execution of production processes.

• Create job/schedules in scheduling tool.

• Provide analysis and detailed results of data analysis and project deliverables.

• Provide analytic support of internal processes by evaluating production data and providing ongoing support in the monitoring of production environment.

• Provide ad-hoc support for Risk Teams.

• Identify issues, document root cause and propose solutions.

• Development and maintenance of system documentation to include process flow designs, charts, decks, etc.

Qualifications:

• 2+ years’ experience

• Coding experience in C or Python. SAS and SQL a plus.

• Excellent ability to develop partnerships across multiple business and functional areas.

• Strong written and oral communication skills.

• Excellent quantitative and analytic skills.

• Develops strong working relationships that foster cooperation and respect.

Education:

• BA/BS degree in Computer Science, Computer Information Systems, Mathematics, Engineering or equivalent experience.

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Job Family Group:

Risk Management

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Job Family:

Model Development and Analytics

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Time Type:

Full time

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Most Relevant Skills

Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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