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Credit Risk Model Monitoring & Automation Manager
2 years ago

**Team: Credit Risk Model Monitoring & Automation**


**LOCATION:** Bangalore


**GENERAL ROLE & RESPONSIBILITIES**


**_Business/ Dept. Objectives:_**


Positions within Global Consumer Risk Management of Citi for both Non Regulatory Decisions models & Regulatory (CCAR/DFAST/CECL) model performance monitoring, production forecast reporting and analytics for Unsecured portfolios.


**_Core Responsibilities:_**


This position within Global Consumer Banking will focus on automation of model performance monitoring, reporting and analytics for both Regulatory (CCAR/CECL) and Non Regulatory Decision Models for Unsecured products (e.g., Credit Cards). The responsibility includes but not limited to the following activities


+ Establish and maintain **automation framework** to support the monitoring and management credit risk regulatory and non-regulatory models.

+ **Develop** **automation and build innovative solutions to reduce turnaround time for performance monitoring reports and deep dive analysis** .


Build and enforce best practices and process improvements to ensure **streamlined monitoring process**


Hands on experience on various automation and dashboard tools [SAS, Tableau, R, Python, etc]. Strong working knowledge in **SAS** (preferably w Unix Environment Experience) **, Tableau, Python**


Identify and understand business automation needs and adapt to case expectations. Show ability to resolve complex issues across work streams


Manipulation and analysis of large datasets from multiple sources, including proprietary agency analytics platforms


Conduct QA/QC on all steps (e.g., macro-economy series, model output, etc.) required for model monitoring and production forecast reporting.


Work closely with cross functional teams, including country/regions business stakeholders, model validation and governance teams, and model implementation team


Train junior team members on technical expertise


Expected to work with moderate supervision and guidance


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_**


+ **Experience in developing end-to-end automation solution for reporting processes using SAS, Excel VBA, Tableau**

+ **Stronghold on Visualization tool (or libraries) like SAS Visual Analytics, Tableau, Python, QlikView etc** .

+ Expert in working on SAS, Tableau, Python

+ Basic understanding of modeling processes (linear/ logistic regression, segmentation, decision tree, machine learning [Gradient Boosting, XG Boost, SVM, etc.], time series, linear/nonlinear optimization) would be desirable.

+ Basic understanding of relevant metrics / KPIs to read & bring out insights on model performance tracking is prefrerable

+ Experience in MIS reporting, model monitoring/validation, performance scorecards, etc. in Excel, Tableau, etc

+ Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences


**_Experience_**


+ 4-7 YEARS reporting & automation experience

+ At least 4 years of extensive experience in MIS/ reporting (risk/marketing) in portfolio reporting/ model validation, performance tracking for consumer businesses

+ Hands on experience in **automating reporting processes** would be **mandatory**

+ Ability to **drive report end to end automation projects** understanding the technology systems & infrastructure in place


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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.


Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.


Citigroup Inc. and its subsidiaries ("Citi) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review **Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .


View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .


View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .


View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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