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.
Develop models and oversee model development, validation, and deployment efforts.
Advances Risk Management methodology and integrate models into business decisions and planning.
Manage successful annual quantitative and qualitative assessments and submissions.
Works with large datasets and complex algorithms to solve data science challenges.
Leverages big data to develop innovative deployable solutions.
Help introduce best-in-class, cutting edge Model techniques to drive profitability through innovation.
Ensures timely model performance tracking, and assist in process automation to drastically improve process/operation efficiencies (where possible) that will enable the business to make rapid decisions against market condition changes
Ensures the compliance of development and validation of models with respect to internal and external guidelines.
Supports the development of training curriculum and standards
Partners with Risk and Decision Management organizations to understand the source of new data and continue to improve the process of defining, extracting and utilizing the new data
Interacts with senior levels of management to facilitate understanding of usage of risk models and inform critical decisions.
Provide leadership and guidance for junior modelers.
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.
Qualifications:
10+ years experience
Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or application risk scoring.
Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.
Experience with analytical or data manipulation tools (e.g. SAS, SQL, R, C Programming in UNIX) Proficient with MS Office suite.
Ability to deliver compelling presentations and influence executive audiences.
Excellent communicator; ability to engage and inspire team forward.
Ability to drive innovation via thought leadership while maintaining end-to-end view.
Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators.
Experience working in Big data environments; Intellectual curiosity to stay abreast of technological advances.
Education:
Bachelor’s/University degree or equivalent experience, potentially Masters degree
Risk ManagementRisk Analytics, Modeling, and ValidationGetzville New York United States$125,200.00 - $187,800.00