Develop methodologies for testing model & portfolio robustness, stability & performance to support credit risk analysis & risk rating assessment.
Telecommuting/hybrid work schedule may be permitted within commutable distance from worksite in accordance with Citi policies.
REQS: Master's, or foreign equivalent, in Finance, Statistics, or related field & 3 years of experience Model Risk Auditor, Model Validator, Sr Analyst, or related position involving statistical analysis & financial modeling to assess risk. Alternatively, Bachelor's & 5 years of progressive post-bachelor experience accepted.
3 years of experience must include: Data preprocessing analysis modeling using Python; Evaluating risk metrics & factors, including probabilities of default & LGD trends, financial ratios, borrower characteristics, macroeconomic indicators; Developing Python scripts & notebooks to automate data processing tasks & generate visualizations; Analyzing credit risk rating to assess accuracy reliability predictive power; Evaluating performance of credit risk rating systems through statistical metrics; Writing SQL queries & utilizing SQL functions to extract, transform, aggregate & validate data; Database management & administration; Financial modeling to analyze credit risk financial performance business outcomes; Quantifying credit risk, assessing risk exposure, & estimating key risk metrics utilizing statistical analysis modeling methods; Conducting comparative studies to assess portfolio risk; Tableau to create interactive & dynamic dashboards charts graphs, & provide insight into credit risk; & Integrating Python & R for advanced analytics & statistical modeling to enhance credit risk analysis with predictive modeling techniques & machine learning algorithms.
Salary range: $134,681.20 to $134,681.20/yr; 40 hrs/wk. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #26940902. Citi offerings may include discretionary incentive & retention awards for eligible employees. Citi also offers competitive benefits. See citibenefits.com. EO Employer.
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