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The role will be Business Analytics Analyst 2 within the Model governance area of North America Consumer Bank team. Responsible for ensuring comprehensive and regulatory-compliant documentation of financial models used in North America Consumer Bank. This role requires a balance of technical understanding, regulatory procedures/policies and strong documentation skills.
Job Responsibility:
Ensure comprehensive and regulatory-compliant documentation of financial models
Work closely with model developers, business partners, validators
Stay up to date on policy changes and guidelines
Create, update and maintain detailed documentation of the outcomes from model monitoring & review process
Oversee the model inventory and ensure all the work is properly documented
Work with large and complex data sets using a variety of tools (Python, PySpark, SQL, SAS, R etc.) to evaluate/monitor performance of existing models
Work with model governance & fair lending teams to ensure compliance of models in accordance with Citi standards
Provide guidance to business on governance best practices
Requirements:
Bachelor’s Degree with at least 3 years of experience in data analytics
Master’s Degree with 2 years of experience in data analytics
PhD
Hands-on experience in PySpark/Python/R/SAS programming
Proficiency in Microsoft Office tools
2-4 years of experience in model risk management, model validation/monitoring/reporting and documentation in financial services
Understanding of model risk regulations and fair lending laws
Experience working with large and multiple datasets, data warehouses
Strong background in Statistical Analysis with exposure to Machine Learning & Deep learning modeling techniques
Capability to validate/maintain deployed models in production
Strong project management skills with capability to handle multiple projects at one time
Self-motivated and detail oriented
Experience in Credit Cards and Retail Banking is preferred
Nice to have:
Strong communication skills
Multiple stake holder management
Strong analytical and problem solving skills
Excellent written and oral communication skills
Strong team player
Control orientated and Risk awareness
Working experience in a quantitative field
Willing to learn and can-do attitude
Ability to build partnerships with cross-function leaders
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