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Risk Decision Model Development Analyst II

https://www.citi.com/ Logo

Citi

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Location:
India , Bengaluru

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Category:

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Contract Type:
Not provided

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Salary:

Not provided

Job Description:

This position is with US Consumer Cards (USCC) Risk Modeling Solutions (RMS). This specific role supports the US Consumer Bank’s Branded Cards portfolios. Citi-branded card products include its proprietary portfolio and co-branded cards. In this role, you will play a critical part in developing advanced Risk Decision Models that power strategic decision‑making across the organization. You will work with large and complex datasets – including traditional and alternate data sources – to build high‑performing analytical solutions. A key objective of this role is to drive the adoption of AI across risk decisioning, where proficiency in Generative AI (GenAI), Large Language Models (LLMs), and Agentic Architectures will be a significant advantage. You will apply cutting‑edge Machine Learning and statistical techniques and collaborate across functions to deliver models that are robust, compliant, and aligned with evolving business needs.

Job Responsibility:

  • Build Risk Decision Models using Machine Learning, advanced statistical methods, and numerical algorithms
  • Develop, validate, and enhance models that support risk strategies, ensuring full alignment with: Risk policies and modeling procedures, Model Risk Management (MRM) guidelines, Fair Lending, model interpretability, and other regulatory expectations
  • Leverage tools such as Python, SAS, PySpark, and other analytical platforms to extract, clean, and transform data
  • Engage with both traditional and alternate data sources, performing data preparation, feature engineering, and variable selection for model development
  • Own the complete model development lifecycle including: Problem definition & model design, Data preparation, Model training, testing, and tuning, Out‑of‑sample and time‑based validation, Comprehensive documentation, Stakeholder presentations and model governance interactions, Implementation support with Technology teams
  • Partner with Technology, Risk Policy, Governance, and Product teams to ensure seamless execution and timely delivery
  • Communicate complex analytical concepts clearly to both technical and non‑technical audiences through compelling storytelling and presentations

Requirements:

  • 2+ years of hands‑on experience in Risk Modeling, or a PhD degree in quantitative discipline (STEM: Science, Technology, Engineering, Mathematics or Statistics, Economics, Data Science)
  • Strong foundation in statistical modeling, econometrics, Machine Learning, numerical methods, and industry best practices for model development and validation
  • Proven experience developing or supporting risk models, with the ability to identify patterns, trends, and insights from complex datasets
  • Proficiency in analytical and data manipulation tools such as Python, SAS, SQL, R, and Spark
  • experience working in Big Data environments is highly desirable
  • Strong working knowledge of the MS Office suite, especially Excel and PowerPoint, for analysis, reporting, and stakeholder communication
  • Excellent written and verbal communication skills with the ability to clearly articulate complex quantitative work to technical and non‑technical audiences
  • Highly self‑motivated, detail‑oriented, and able to work independently while collaborating effectively with cross‑functional teams
  • Demonstrated intellectual curiosity and commitment to continuous learning, particularly in staying abreast of new modeling techniques, tools, and technological advancements

Nice to have:

  • Additional hands‑on expertise in Generative AI, Large Language Models (LLMs), or Agentic Architectures is a strong plus
  • Master’s/PhD degree is a plus

Additional Information:

Job Posted:
April 12, 2026

Employment Type:
Fulltime
Work Type:
Hybrid work
Job Link Share:

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