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Citibank, N.A. seeks a Model/Analysis/Validation Senior Analyst for its Schaumburg, Illinois location.
Job Responsibility
Design and implement machine learning models (XGBoost, LightGBM, Neural Networks) tailored for Citi Cards portfolios to improve credit decisions
Build algorithms that generate credit decline reasons based on model outputs
Develop frameworks for feature selections, capping/flooring logic and hyperparameter optimization to streamline modelling processes across teams
Experiment with statistical segmentation methods to group customers by risk profiles and behavioral patterns
Identify and engineer predictive variables that capture customer delinquency risk using automated feature importance techniques like LightGBM
Conduct data analysis using tools like Python, SAS, SQL and Spark to access model performance and identify risks
Create documentation for Model Risk Management (MRM), including rationale for model choices, adverse action logic, and model monitoring plans
Collaborate with Risk Policy and Governance teams to ensure models are integrated into decision strategies and meet compliance standards
Requirements
Master's degree, or foreign equivalent, in Information Technology and Management, Statistics, Mathematics, Data Science or related field and 3 years of experience as a Risk Policy Senior Analyst, Analyst-Data Services, Data Analyst or related position using quantitative and analytic skills to derive data patterns, trends, and insights
Alternatively, employer will accept a Bachelor's degree in the stated fields and 5 years of progressively responsible, post-baccalaureate experience. 3 years of experience must include: Data Analysis to identify risks
Data Mining
Using Python and SQL for data-driven analytics
Implementation of robust data quality checks and reconciliation processes across large-scale datasets to ensure accuracy and consistency
and Liaising with cross-functional business partners including business, into production deployment