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Citibank, N.A. seeks a Model/Analysis/Validation Senior Analyst for its Irving, TX location. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.
Job Responsibility:
Research, analyze, code, and document wholesale credit risk models for model development, annual model review and model’s ongoing performance assessment
Provide Ad Hoc Wholesale portfolio analysis and conduct deep research on selected risk related topics guided by the team lead
Work with Citi Wholesale Credit Risk to define the analytical scope and provide case studies
Conduct data analysis and document preliminary findings through data exploration
Prepare model development documents and model performance metrics
Perform default analysis, rating migration analysis, impact analysis, root cause analysis and statistical analysis
Provide comprehensive interpretations, explanations, and conclusions based on a set of analytic results
Work with industry specific experts and incorporate industry knowledge into analytical work
Execute consistency with Model Risk Management heightened standards
Assist others in designated tasks in response to regulatory and internal risk management requirements
Requirements:
Master’s degree, or foreign equivalent, in Business Analytics and Information Systems, Mathematics, Statistics, Economics or a related field
Two (2) years of experience in the job offered or in a related quantitative occupation conducting data analysis utilizing quantitative and qualitative techniques
Two (2) years of experience must include: Developing data cleaning techniques, data analysis and summarizing data interpretation
Using documentation and presentation tools, such as MS Word, Excel and PowerPoint
Utilizing programming languages such as Python, R and SQL to perform data extraction, pre-processing, data analysis and data quality checks to identify trends and anomalies in the data
Utilizing various statistical tests and techniques such as Population Stability Index (PSI), AUC-ROC curve analysis, Accuracy ratio, P-value, confidence intervals to conduct regular model performance assessment and soundness
Utilizing Python programming and other visualization techniques to analyze and deep dive into data, produce charts and graphs to address model limitations and analyze model risk ratings and other model metrics
Applying qualitative and quantitative analytical techniques like performance analysis, sensitivity analysis, default rate analysis and leveraging machine learning techniques
What we offer:
medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays