Data Scientist Lead, Citi

Citi

Location:
Mexico, Ciudad De Mexico

Category:
IT - Software Development

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The Model/Anlys/Valid Sr Mgr accomplishes results through the management of professional team(s) and department(s). Integrates subject matter and industry expertise within a defined area. Contributes to standards around which others will operate. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the entire function.

Job Responsibility:

Develops, enhances, and validates the methods of measuring and analyzing risk for all risk types including market, credit and operational
May develop, validate and strategize uses of scoring models and scoring model related policies
Manages model risk across the model life-cycle including model validation, ongoing performance evaluation and annual model reviews
Produces analytics and reporting used to manage risk for Citi's operations
Translates operational requests from the business into programming and data criteria and conduct systems and operational research to model expected results
Assists in the development of analytic engines for business product lines
Communicates results to diverse audiences
Conducts analysis and packages it into detailed technical documentation report for validation purposes
Participates on teams to solve business problems
Identifies modeling opportunities that yield measurable business results
Provides guidance to junior validators
Manages stakeholder interaction with model developers and business owners during the model life-cycle
Represents the bank in interactions with regulatory agencies
Presents model validation findings to senior management and supervisory authorities
Provides effective challenge to model assumptions, mathematical formulation, and implementation
Assesses and quantifies model risk due to model limitations
Contributes to strategic, cross-functional initiatives within the model risk organization
Full management responsibility of a team
Explore and experiment with alternative data and external sources to improve current models
Develop methodologies to integrate these new data into existing models
Management and monitoring of internal projects
Generation of models (End to end)
Work with external data providers and manage relationships with them
Monitor the quality and relevance of newly incorporated data
Monitor the implementation of experimentation projects and ensure their success

Requirements:

6-10 years experience
Consistently demonstrates clear and concise written and verbal communication skills
Self-motivated and detail oriented
Demonstrated project management and organizational skills and capability to handle multiple projects at one time
Practical experience using SAS or similar statistical coding software to build and test prediction models
Comfortable interfacing with business clients
Proficiency handling very large data sets
Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation
Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models
Bachelor's/University degree or equivalent experience, potentially Masters degree
At least 7 years in positions related to data analysis, data science, development of Machine Learning and Artificial Intelligence models
Knowledge in SAS, Python, SQL (Advanced)
Data Scientist (Models)
Statistics and econometrics development
Generative Artificial Intelligence (Essential)

Additional Information:

Job Posted:
September 09, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Data Scientist Lead