The individual in this role is responsible for the implementation and execution of machine learning models developed by modeling team. Activities include a broad range of development, optimization, testing/validation, automation, data management, and data quality functions required for best in class implementation, automation, and execution.
Key Responsibilities:
- Optimize, test, and validate professional grade code for the implementation and execution of machine learning models utilizing SAS.
- Develop SQL queries, sometimes complex, to extract model input data from database.
- Develop Linux scripts to automate execution within operating environment.
- Develop Autosys scheduling JIL’s to build automated processes and monitor model execution.
- Utilize Bitbucket for software version control.
- Deploy NDM jobs to automate file transfers.
- Contribute to project design and implementation, and provide timely analysis and detailed results of data and project deliverables.
- Develop and implement robust automated controls to ensure clean execution.
- Extract, manage, and validate data for both model development and production execution.
- Simplify processes to reduce risk.
- Provide ad-hoc support to Modeling Team.
- Development and maintenance of system and implementation documentation.
Additional Responsibilities:
- Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models and scoring model related policies.
- Supports the design, development, delivery and maintenance of best-in-class Risk programs, policies and practices for Risk Management.
- Reviews institutional or retail analytics and Models and other documents to ensure compliance with various regulatory and legal requirements.
- Identifies potential risks and escalates for further review.
- Handles preliminary investigations, assists with reconciliation procedures and prepares routine correspondence.
- Creates and maintains reports for control, tracking, and analysis purposes and ensures appropriate and secure retention of documents.
- Works with more senior staff in investigating and responding to customer and operational complaints.
- Interacts and works with other areas within Risk Management, as necessary.
- Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
- Develop, test, validate, and implement automated processes using SAS/SQL in a Linux environment.
- Develop Linux scripts to fully automate processes including data transfers using NDM.
- Create job/schedules in scheduling tool.
- Provide analysis and detailed results of data analysis and project deliverables.
- Provide analytic support of internal processes by evaluating production data and provide ongoing support in the monitoring of production environment.
- Provide ad-hoc support to Risk Teams.
- Identify issues, document root cause and propose solutions.
- Development and maintenance of system documentation to include process flow designs, charts, decks, etc.
Qualifications:
- 2-5 years experience
- Programming language: SAS/SQL, Python
- Proficient in Microsoft Office with an emphasis on MS Excel
- Consistently demonstrates clear and concise written and verbal communication skills
- Self-motivated and detail oriented
- Demonstrated project management and organizational skills and capability to handle multiple projects at one time
- Bachelor’s/Universitydegree or equivalent experience
Risk ManagementRisk Analytics, Modeling, and ValidationFull timeIrving Texas United States$76,230.00 - $106,370.00
Anticipated Posting Close Date:
Aug 09, 2024View the " " poster. View the .
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