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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.
Job Responsibility:
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.
Requirements:
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
BA/BS degree in Computer Science, Computer Information Systems, Mathematics, Engineering or equivalent experience