**_Business/ Dept._**
**_Objectives:_**
Positions within Global Consumer Risk Management of Citi for Non Regulatory Decisions models model performance monitoring, forecast reporting and analytics for Unsecured portfolios.
**_Core Responsibilities:_**
This position within Global Consumer Banking will focus on model performance **Monitoring, Analytics & Insights** for Non Regulatory Decision Models for Unsecured products (e.g., Credit Cards). The responsibility includes but not limited to the following activities
Perform Root Cause Analysis explaining model performance to second line of defense and Policy teams for Business risk decisioning
Generate reporting and analytics for Risk Non Regulatory models. This would include **standard reporting as well as drill down analytics** for quarterly performance monitoring and productions forecasts.
Conduct QA/QC on all steps (e.g., input data, model output, etc.) required for model monitoring and production forecast reporting.
Develop/maintain reports in tools such as SAS, Excel-VBA, Tableau, Cognos
Deliver comprehensive write-up of model performance assessment, Annual Model Review documents
Conduct drill down analysis to explain model performance.
Understand model variables and economic forecasts and conduct drill down analysis and reporting of model performances
Perform analysis for benchmark models and other adhoc analysis as required by business/validation teams
Develop automation solutions for reporting process
Deliver end user computing process related mandates
Expected to manage own projects independently.
Work effectively in cross functional teams, including model development, country/regions business stakeholders, model validation and governance teams and model implementation team
Documentation of model performance reports for internal oversight/regulatory submission
Train and mentor junior team members on Model Monitoring, generating insights from different analysis required by business
Individual Contributor
**_Education:_**
Advanced Degree (Bachelors required or Masters preferred) in Statistics, Computer Science, Operations Research, Economics, etc. MBA s should apply only if they are interested in career in specialized quantitative risk management discipline
**_Skillset_**
+ Strong programming (SAS, R, Matlab, Python, etc.) skills.
+ Experience in reporting tools - Excel, Tableau, Cognos
+ Understanding of modeling processes (linear/ logistic regression, segmentation, decision tree, machine learning [Gradient Boosting, XG Boost, SVM, etc.], time series, linear/nonlinear optimization)
+ Understanding of relevant metrics / KPIs to read & bring out insights on model performance tracking
+ Extensive experience in MIS reporting, model monitoring/validation, performance scorecards, etc. in Excel, Tableau, Cognos, etc.
+ Experience in developing optimal/ automated solution of reporting processes using SAS, Excel VBA, Tableau will be a plus
+ Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
**_Experience_**
+ 2-5 YEARS reporting & analytics experience
+ At least 2 years of extensive experience in reporting (risk/marketing) in portfolio reporting, model monitoring, generating business insights
+ Experience in automating reporting processes would be a plus
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**Job Family Group:**
Risk Management
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**Job Family:**
Risk Analytics, Modeling, and Validation
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**Time Type:**
Full time
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Citi is an equal opportunity and affirmative action employer.
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