C13-vp-data Scientist-fraud Model Development

About Citi Citi the leading global bank has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions Citi provides consumers corporations governments and institutions with a broad range of financial products and services including consumer banking and credit corporate and investment banking securities brokerage transaction services and wealth management Our core activities are safeguarding assets lending money making payments and accessing the capital markets on behalf of our clients Citi s Mission and Value Proposition explains what we do and Citi Leadership Standards explain how we do it Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress We strive to earn and maintain our clients and the public s trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities Diversity is a key business imperative and a source of strength at Citi We serve clients from every walk of life every background and every origin Our goal is to have our workforce reflect this same diversity at all levels Citi has made it a priority to foster a culture where the best people want to work where individuals are promoted based on merit where we value and demand respect for others and where opportunities to develop to are widely available to all Citi is looking for an energetic motivated professional to join its Fraud Analytics team As part of the Global Fraud Analytics team this role is responsible for the fraud model development and validation supporting Citi s North American Cards business The Specialized Analytics Sr Analyst is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business Excellent communication skills required in order to negotiate internally often at a senior level Developed communication and diplomacy skills are required in order to guide influence and convince others in particular colleagues in other areas Responsibilities Partner closely and manage interaction with Strategy partners and Model Risk Management validators across the model lifecycle including validation ongoing performance evaluation and annual reviews Responsible for model development validation and testing of fraud detection models including statistical analysis data validation and model performance evaluation using tools like Python H2O Responsible for documenting data requirements data collection processing cleaning and exploratory data analysis which may include utilizing statistical models algorithms and data visualization technique Ensure compliance with regulatory requirements and industry best practices in fraud detection and model validation Identifies and compiles large complex data sets using a variety of tools e g Hive SQL to help predict improve and measure the success of key business to business outcomes Specialization in fraud or risk domain preferred Appropriately assess risk when business decisions are made demonstrating particular consideration for the firm s reputation and safeguarding Citigroup its clients and assets by driving compliance with applicable laws rules and regulations adhering to Policy applying sound ethical judgment regarding personal behavior conduct and business practices and escalating managing and reporting control issues with transparency Qualifications 12 years of hands-on analytical experience 5 years experience in statistical analysis with working knowledge of at least one of the following statistical software packages Python Must Hive Spark SAS Strong quantitative analytical and problem-solving skills knowledge of probability theory statistics mathematical finance econometrics numerical methods Strong proficiency in statistical analysis and model validation techniques A solid grasp of traditional and advanced modeling techniques and algorithms such as Logistic Regression Gradient Boosting Random Forests etc Expertise in model evaluation techniques such as ROC curves precision-recall KS cross-validation feature importance SHAP values etc Familiarity with regulatory requirements and guidelines related to risk model validation Strong communication and interpersonal skills experience with Stakeholder management Strong project management and organizational skills ability to multi-task and meet deadlines Ability to work independently Risk and control mindset ability to ask incisive questions assess materiality and escalate issues Ability to handle large volumes of transactional data Familiarity with data extraction tools like Hive will be an advantage Successful candidate will have a demonstrable analytical problem solving and the ability to deliver projects in a fast-paced environment Willing to learn and can-do attitude Education Master s Bachelor s PhD degree in Statistics Economics Finance Mathematics or a related quantitative field Engineering MBA background from a premier institute This job description provides a high-level review of the types of work performed Other job-related duties may be assigned as required Job Family Group Decision Management Job Family Specialized Analytics Data Science Computational Statistics Time Type Full time Citi is an equal opportunity employer and qualified candidates will receive consideration without regard to their race color religion sex sexual orientation gender identity national origin disability status as a protected veteran or any other characteristic protected by law If you are a person with a disability and need a reasonable accommodation to use our search tools and or apply for a career opportunity review View Citi s and the poster