Avp- Secured Business Risk Modeling

1 day ago

Mumbai, India Citi Full time

Business/ Dept.

**Objectives**:
Positions within Personal Banking and wealth Management of Citi for model development for the secured portfolio

**Core Responsibilities**:
This position within USPB Risk will develop models for secured portfolios (e.g., Home Equity, Mortgage etc.). The responsibility includes but not limited to the following activities:
Obtain and conduct QA/QC on all data required for model development
Develop custom credit risk models and oversee vendor credit risk models
Maintain Model Inventory
Ensure all model limitations have compensating controls
Review model inputs/outputs for accuracy
Monitor ongoing model performance (MIS)
Ensure compliance of modeling activities with applicable Citi Policies and Regulatory Guidance
Revalidate/redevelop all models as needed
Deliver comprehensive model documentation
Work closely with cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
Prepare responses/presentations for independent validators

**Education**:
Skillset
Role involves strong programming (SAS, SQL, R, Matlab etc)
Proficient in MS Excel, PowerPoint
Quantitative analytical skills (regression, time series, decision tree, linear/nonlinear optimization etc)
7 - 10 years analytic experience
Strong understanding of Mortgage products with exposure to the US market.
In depth understanding of Risk Management across customer life cycle. Understanding of credit Risk Policy for secured products

Experience in performing quantitative analysis, statistical modeling - Traditional and Machine Learning
Experience in end-to-end modeling process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, model estimation, performance testing, model documentation, & model production implementation)
At least 4 years’ experience in credit scorecard development
At least 3 -4 years’ Experience in working for developed markets (US/international)
Manage projects independently
Ability to manage work in cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
Present model results with over-sight for approvals
Good communication skill to communicate technical information verbally and in writing to both technical, non-technical and senior audiences
Mentor junior modelers
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- **Job Family Group**: Risk Management
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- **Job Family**: Risk Analytics, Modeling, and Validation
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- **Time Type**: Full time
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- Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

View the " EEO is the Law " poster. View the EEO is the Law Supplement.
View the EEO Policy Statement.
View the Pay Transparency Posting

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