Job details
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------------------------------------------------------
Job Family:
Model Development and Analytics------------------------------------------------------
Time Type:
Full time------------------------------------------------------
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.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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