Risk Model Senior Analyst Job at Citi (Taguig)

Retail Credit Risk Model Senior Analyst

The Credit Risk Analyst II is a developing professional role. Applies specialty ...

Location

India , Chennai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Min 3 years’ experience in scoring and analytics in a consumer lending environment.
Strong statistical background with experience in modeling (scores) and segmentation.
Experience with tools from strategy through development, maintenance / updates, and validations.
Great emphasis on big picture, but with the ability to dig into data and perform root cause analysis.
Understand statistical and economic relevance of results.
Be a data-oriented thinker that uses the available information to data mine and find opportunities.
Credit Bureau and Credit Scoring experience preferably gained in an analytic or portfolio management function.
Awareness of Citi people processes, policies and relevant laws will be advantages.
Scoring specialist or ideal candidate for scoring specialist role
Excellent Programming skills on SAS, SQL, Visual Basic, Excel, MS Access

Job Responsibility

Develop, manage, maintain, update, and validate data mining findings and analytical tools (scores and segmentation) that will ensure the growth of the business while controlling for risk (minimizing risk forecast variance).
Work with GMRA to enable efficient development and delivery of new scoring and non-scoring models for the different geographies and products.
Work with the in-country scoring manager to achieve team’s responsibilities of determining Scoring needs (according to business going forward strategy) and drive score management priorities as well as actively engage with Region and GMRA to drive planning and delivery.
Champion all Scoring Strategy analysis delivery and implementations.
Perform score and non-score monitoring MIS and validations and conduct quarterly scoring reviews.
Support growth and business objectives through use of scoring models, strategies and credit bureau.
Leverage credit bureau data to optimize Account Acquisition / Maintenance, Fraud and Collection Strategies.
Ensure optimal business use of scoring models and credit bureau in the countries.
Build/retain expertise and educate other cluster risk teams with Scoring and Segmentation practices.
Engage in scoring development, implementation and control, coordinating with GMRA, Region and ITO.

Fulltime

Senior Model Risk Management Analyst

Lead is seeking a dynamic, self-motivated senior analyst to join our Model Risk ...

Location

United States , Kansas City; New York; San Francisco; Sunnyvale

Salary:

125000.00 - 175000.00 USD / Year

Lead Bank

Expiration Date

Until further notice

Requirements

Hold a Bachelor’s Degree or higher in a quantitative discipline such as math, physics, econometrics, statistics, or financial engineering
Have 5 or more years of working experience in quantitative / statistical model development, model validation and/or model risk management
Familiarity with traditional statistical models (e.g. linear / logistic regressions) as well as more advanced machine learning models (e.g. gradient boosting models)
Possess a strong quantitatively oriented knowledge of financial products and industry best practices and regulatory requirements for model risk management
Strong verbal and written communication skills
Have a collaborative mind-set with strong interpersonal skills
Excel at explaining highly technical, complex concepts so that internal and external partners with diverse backgrounds can understand
Highly adaptive, flexible and able to execute to rapidly changing conditions and priorities

Job Responsibility

Track ongoing oversight of model usage of Lead Bank’s partners throughout the model life cycle
Track KRIs related to model performance and efficacy
Review model validation, development, and ongoing monitoring documentation for a range of models from scorecards, regressions, and other machine learning algorithms across the various products offered by Lead’s partners
Assist in the maintenance of Lead’s Model Inventory
Assist with due diligence on fintech partner model risk management process as part of partner onboarding
Engage with stakeholders: Work closely with partner program managers, risk, finance, legal/compliance, customers/partners, and other related function group personnel to identify, assess, monitor, and manage model risk proactively
Design and produce model risk metrics and reporting for internal Board Committees and other stakeholders
Perform other duties as assigned

What we offer

Competitive compensation based on experience, geographic location, and role
Medical, Dental, Vision, Life, 401k Matching, and other wellness benefits, including FSA, HSA and HRA
Paid parental leave
Flexible vacation policy, including PTO and paid holidays
A fun and challenging team environment in a dynamic industry with ample opportunities for career growth

Fulltime

Assistant Vice President, ICM Risk Analysis Credit Risk Senior Analyst

ICM Risk Analysis Credit Risk Associates are responsible for a portfolio of inst...

Location

Japan , Tokyo

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor's/University degree or equivalent experience
Financial Services experience including 5-8 years of credit experience in Banking or Credit Risk Management
Well-developed analytical skills with understanding of key financial components
Advanced knowledge of financial statements and GAAP accounting or similar governance
Solid understanding of Credit Policy and procedures
Advanced Microsoft Office (Word, Excel, and PowerPoint) skills
Advanced experience with internal Policies, Standards, Procedures, Templates and financial modeling
Highly effective interpersonal skills with ability to build relationships
Exceptional written and verbal communication skills

Job Responsibility

Assess credit and financial strength of Citi's most complex Large Corporate, Public Sector, and Financial Institutions Clients
Complete Credit Approval Memos (CAMs) and Final Obligor Risk Ratings (FORR)
Continuous monitoring of covered portfolio including industry trends and impacts to key relationships
Review and provide recommendation on risk rating across sector
Partnership with regional and industry stakeholders in credit assessment implementation
Support ICM Risk Analysis Voice of the Employee (VOE) initiatives
Travel (less than 10%)

Fulltime

Market Risk Senior Analyst

This position provides an excellent opportunity for a quantitative risk analyst ...

Location

Poland , Warsaw

Salary:

241750.00 - 411650.00 PLN / Year

Citi

Expiration Date

Until further notice

Requirements

Experience in Risk and knowledge of one or more of the following is an advantage: derivatives pricing, exotic products, risk management practices, regulation, numerical computation, statistics
Experience in developing complex end-to-end models, including: identifying key steps, data analysis, ability to provide critical insights and original solutions
Expert level hands-on IT skills (for example: Python, C/C++, SQL, Excel, and other quantitative analytics software) are required
Excellent oral and written communication skills. Ability to communicate with people at all levels of seniority in the organization
Ability to listen and understand stakeholders’ needs and find effective/comprehensive solutions
Educated to postgraduate level (preferably MSc or PhD in financial, mathematical or similar quantitative field), with an excellent academic record

Job Responsibility

Develop methodology for quantitative analysis required on various work streams for Basel 2.5 implementation within the bank
Provide robust, controlled, reusable, and scalable analytics capabilities to address specific Legal Entities requirements (VaR breach analysis, Backtesting, ad-hoc analyses requested by other teams)
Produce high quality documentation for models, interact with the model validation team
Work with existing market risk models as required, and provide solutions where weaknesses are identified in testing, or where new business needs require model enhancements
Interact confidently with other risk management teams, governance teams, the front office, technology and control groups to implement improvements to the market risk models and to support any related production processes
Prepare reports and detailed quantitative analysis for presentation to senior management and regulators
Pro-actively develop deep knowledge of the forthcoming Market Risk regulations of the Fundamental Review of the Trading Book (FRTB) and its application in the legal entity

What we offer

Employer paid Defined Contribution Pension Plan contribution of 6% of employee’s pensionable earnings (PPE Program)
Employer paid Private Medical Care Package for employees and Private Medical Care Packages for certain family members available at preferential rates
Employer paid Life Insurance Program for employees and Life Insurance for certain family members available at preferential rates
Employee Assistance Program financed by Employer
Paid Parental Leave Program (maternity and paternity leave
statutory and 2 weeks additional paid paternity leave)
Sport Card for employees subsidised via Social Benefits Fund and Sport Cards for certain family members available at preferential rates
Additional benefits from Company’s Social Benefit Fund
Additional day off for volunteering
Cafeteria/ flex benefit

Fulltime

Cyber Risk Senior Analyst

The Cyber Risk Senior Analyst is a developing professional who stays abreast of ...

Location

Hungary , Budapest

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

5-8 years of experience
Knowledge of Cyber Risk, AI Tools, rules, regulations, risks and typologies
Excellent written and verbal communication skills
Must be a self-starter, flexible, innovative and adaptive
Strong interpersonal skills with the ability to work collaboratively and with people at all levels of the organization
Work collaboratively with regional and global partners in other functional units
ability to navigate a complex organization
Excellent project management and organizational skills and capability to handle multiple projects at one time
Proficient in MS Office applications (Excel, Word, PowerPoint)
Bachelor’s/University degree or equivalent experience

Job Responsibility

Establish and oversee the application of operational cyber risk policies, technology and AI tools, and governance processes to create lasting solutions for minimizing losses from failed internal processes, inadequate controls, and emerging risks
Participate in the design, development, delivery and maintenance of best-in-class Cyber Risk, Technology Risk, programs, policies and practices for Risk
Analyze comparative data, prepare and present regional and global reports related to cyber risk assessments, and monitor cyber and Technology related issues
Identify and address potential Cyber and Technology risks
Knowledge & experience working with AI tools within Financial Services
Identify & assess risks associated with AI systems, including model risk, data risk, bias and fairness, explainability, robustness, privacy, security & third party risk
Investigate and respond to operational risks
Investigate regulatory inquiries, prepare required documentation, make recommendations to senior management on how to proceed, and prepare responses for the regulatory inquiries
Monitor adherence to Citi’s Cyber Risk Policies and relevant procedures
Prepare, edit and maintain Cyber and Technology Risk program related materials

What we offer

Cafeteria Program
Home Office Allowance (for colleagues working in hybrid work models)
Paid Parental Leave Program (maternity and paternity leave)
Private Medical Care Program and onsite medical rooms at our offices
Pension Plan Contribution to voluntary pension fund
Group Life Insurance
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines

Fulltime

Credit Risk Senior Analyst

Citibank, N.A. seeks a Credit Risk Senior Analyst for its Irving, Texas location...

Location

United States , Irving

Salary:

123968.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Master’s degree or foreign equivalent in Finance, Business Administration, Accounting, Economics or related field and 3 years of experience as a Financial Analyst, Credit Analyst, Senior Financial Data Analyst, Associate or related position
Will also accept a Bachelor’s degree or foreign equivalent in the above disciplines and 5 years of progressive, post baccalaureate experience as listed above
3 years of experience must include: Writing credit memorandums regarding Credit Risk financial statement analysis, covenant analysis, Peer comp, Industry analysis, Leverage ratios, Liquidity, repayment capacity, financial spreading, and collateral analysis
Modeling/forecasting performance for client based on disclosed information from the client, industry trends, and macro environment
Using FactSet to extract borrower’s information related to debts, its peers and consensus estimates used for projections, and information related to any transactions or M&A related to borrower
Using S&P CAPIQ to extract borrower’s Capital structure information

Job Responsibility

Focus on the rigorous internal analysis and subsequent underwriting of Consumer Goods, Retail and Healthcare portfolio as part of internal portfolio management and transaction requests
Manage a dedicated portfolio of clients via continuous monitoring of their financial performance, industry trends, and overall creditworthiness to proactively identify risks and opportunities
Review and standardize the client-provided financial data (e.g., annual reports, quarterly statements) to align with Citi's internal accounting and analysis guidelines
Compute a comprehensive suite of critical financial ratios, essential for evaluating various facets of a company's performance
Perform in-depth qualitative and quantitative reviews of the core financial statements, Income Statement, Balance Sheet and Cash Flow
Conduct several additional layers of analysis, including industry, covenant, capital/corporate structure, and modeling
Ensure adherence to Citi’s Wholesale Credit Policy, ensuring all analysis and underwriting decisions strictly comply with/align with both internal risk appetite and external regulatory requirements
Perform the comprehensive analysis needed to derive the internal risk ratings for each client via Debt Rating Models/Scorecards

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

Fulltime

Credit Risk Senior Analyst - Assistant Vice President

Citi continues to enhance its business control and governance framework by build...

Location

Brazil , São Paulo

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor’s/University degree or equivalent experience
Financial Services experience including 5-8 years of credit experience in Banking or Credit Risk Management
Well-developed analytical skills, including an understanding of key financial components (liquidity position, leverage profile, etc.)
Advanced knowledge of financial statements and GAAP accounting or similar governance relating to country of operation
Solid understanding of Credit Policy and procedures
Advanced Microsoft Office (Word, Excel, and PowerPoint) skills
Advanced experience with the internal Policies, Standards, Procedures, Templates and with financial modeling
Highly effective interpersonal skills
Solid organizational skills
Exceptional written and verbal communication skills

Job Responsibility

Assess the credit and financial strength of Citi’s most complex Large Corporate, Public Sector, and Financial Institutions Clients by performing fundamental credit analysis
Complete Credit Approval Memos (CAMs) and Final Obligor Risk Ratings (FORR)
Continuous monitoring of the covered portfolio, including following industry trends, impacts to key relationships, and escalation of potential credit issues
Review and provide a recommendation on the risk rating across this sector
Partnership with applicable regional and industry stakeholders in the implementation of credit assessment and monitoring standards
Support ICM Risk Analysis Voice of the Employee (VOE) initiatives
Travel (less than 10%)

Fulltime

Market Risk Senior Analyst

This position provides an opportunity for an experienced risk analyst with solid...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

5+ years of experience
experience in one or more of the following fields: quantitative risk modelling, market risk management practices, risk regulations, numerical computation, statistics or data analysis, financial model development, application or validation
strong hands-on IT skills, for example, with Python, SQL, Unix
sound knowledge of statistical modelling concepts and industry best practices
experience with econometric and statistical modelling or application risk scoring
excellent quantitative and analytic skills
ability to derive patterns, trends and insights
experience working in big data environments
intellectual curiosity to stay abreast of technological advances
demonstrated initiative and proactive approach

Job Responsibility

construct covariance matrices for historical periods of stress for various portfolios
identify and address specific needs of Citi legal entities within EMEA region to meet local regulatory expectation in market risk modelling
work with existing market risk models and provide solutions where weaknesses are identified in testing or where new business needs require model enhancements
develop RNIV models to quantify non-standard market risks of complex products
research, support, enhance and maintain market risk models
design and develop in-house software for quantitative analysis
interact confidently with other risk management teams, the front office, technology and control groups
model and explain the behavior of a complex portfolio of vanilla and exotic derivatives with greeks and risk factor simulations
understand differences between regulatory regimes around the globe
perform advanced analytics with hundreds of thousands of risk factor time series

What we offer

private medical care program
life insurance program
pension plan contribution (PPE program)
employee assistance program
paid parental leave program (maternity and paternity leave)
sport card
holidays allowance
sport and team recreation activities
special offers and discounts for employees
access to an array of learning and development resources

Fulltime

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Risk Model Senior Analyst

Job Description

Job Responsibility

Requirements

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