Avp- Model Validation- Cvm Team

The Model/Anlys/Valid Mgr provides full leadership and supervisory responsibility. Provides operational/service leadership and direction to team(s). Applies in-depth disciplinary knowledge through provision of value-added perspectives or advisory services. May contribute to the development of new techniques, models and plans within area of expertise. Strong communication and diplomacy skills are required. Generally has responsibility for volume, quality, timeliness of end results and shared responsibility for planning and budgets. Work affects an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.Full supervisory responsibility, ensuring motivation and development of team through professional leadership to include duties such as performance evaluation, compensation, hiring, disciplinary and terminations as well as direction of daily tasks and responsibilities.
- The role is a member of the firm-wide model validation team of Consumer Risk team, within the Model Risk Management Group. The position is located in Mumbai. His/her primary role is to evaluate conceptual soundness and model performance of consumer scoring and risk segmentation models. The reviewer will adhere to the MRM’s firm-wide policies and strategic requirements and direction
- This role extends across all Citi segments and legal entities, giving the successful applicant exposure to the Consumer Bank
- ** Specifically the role entails**:

- Model evaluation will be as per the requirements outlined in the MRM Policies and Guidance related to Consumer Risk models
- The evaluation also requires writing a comprehensive validation report based on his/her judgment of the evaluation results
- The individual is also expected to contribute in developing/enhancing MRM Policy and Guidance
- He/She will support MRM team leads for MRM purpose - be it policy related work or model evaluations
- He/She will be fully aware and be able to interpret the implication of policies and regulatory directives
- Masters or Doctoral degree with a specialization in Statistics, Mathematics, Finance or other quantitative discipline
- 5 to 7 years in relevant consumer finance or credit card industry experience to include loss forecasting/stress testing model development, maintenance, tracking and management
- Strong analytical skills in conducting sophisticate statistical analysis using bureau/vendor data, customer performance data and marketing data to solve business problems
- The ability to interpret and analyse large volumes of data, and at times complex information
- Excellent written and oral communication skills are a mandate. Ability to recognizing information and patterns in data that are not obvious, and focusing analytical efforts in pursuit of explanations, isolations of cause and effect
- Preferably, good programming skills in advanced SAS and SQL in mainframe, UNIX and PC environments would be an advantage
- Applicant with significant experience specifically in risk modelling using Logistic Regression and segmentation techniques will be preferred

**Education**:

- Master's degree
- **Job Family Group**:
Risk Management
- **Job Family**:
Risk Analytics, Modeling, and Validation
- **Time Type**:
Full time
- 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