This position is with US Consumer Cards (USCC) Risk Modeling Solutions (RMS). This specific role supports the US Consumer Bank’s Branded Cards portfolios. Citi-branded card products include its proprietary portfolio and co-branded cards.

In this role, you will play a critical part in developing advanced Risk Decision Models that power strategic decision‑making across the organization. You will work with large and complex datasets – including traditional and alternate data sources – to build high‑performing analytical solutions. A key objective of this role is to drive the adoption of AI across risk decisioning, where proficiency in Generative AI (GenAI), Large Language Models (LLMs), and Agentic Architectures will be a significant advantage. You will apply cutting‑edge Machine Learning and statistical techniques and collaborate across functions to deliver models that are robust, compliant, and aligned with evolving business needs.

Key Responsibilities:

Model Development & Analytics:

• Build Risk Decision Models using Machine Learning, advanced statistical methods, and numerical algorithms.
• Develop, validate, and enhance models that support risk strategies, ensuring full alignment with:
  • Risk policies and modeling procedures
  • Model Risk Management (MRM) guidelines
  • Fair Lending, model interpretability, and other regulatory expectations

Data Preparation & Feature Engineering:

• Leverage tools such as Python, SAS, PySpark, and other analytical platforms to extract, clean, and transform data.
• Engage with both traditional and alternate data sources, performing data preparation, feature engineering, and variable selection for model development.

Model Lifecycle Management

• Own the complete model development lifecycle including:
  • Problem definition & model design
  • Data preparation
  • Model training, testing, and tuning
  • Out‑of‑sample and time‑based validation
  • Comprehensive documentation
  • Stakeholder presentations and model governance interactions
  • Implementation support with Technology teams

Collaboration & Stakeholder Engagement

• Partner with Technology, Risk Policy, Governance, and Product teams to ensure seamless execution and timely delivery.
• Communicate complex analytical concepts clearly to both technical and non‑technical audiences through compelling storytelling and presentations.

Qualifications:

• 2+ years of hands‑on experience in Risk Modeling, or a PhD degree in quantitative discipline (STEM: Science, Technology, Engineering, Mathematics or Statistics, Economics, Data Science).
• Strong foundation in statistical modeling, econometrics, Machine Learning, numerical methods, and industry best practices for model development and validation.
• Proven experience developing or supporting risk models, with the ability to identify patterns, trends, and insights from complex datasets.
• Proficiency in analytical and data manipulation tools such as Python, SAS, SQL, R, and Spark; experience working in Big Data environments is highly desirable.
• Strong working knowledge of the MS Office suite, especially Excel and PowerPoint, for analysis, reporting, and stakeholder communication.
• Excellent written and verbal communication skills with the ability to clearly articulate complex quantitative work to technical and non‑technical audiences.
• Highly self‑motivated, detail‑oriented, and able to work independently while collaborating effectively with cross‑functional teams.
• Demonstrated intellectual curiosity and commitment to continuous learning, particularly in staying abreast of new modeling techniques, tools, and technological advancements.
• Additional hands‑on expertise in Generative AI, Large Language Models (LLMs), or Agentic Architectures is a strong plus.

Education:

• Bachelor’s/ University degree in quantitative discipline (STEM: Science, Technology, Engineering, Mathematics or Statistics, Economics, Data Science).  Master’s/PhD degree is a plus.

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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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