Citi Group Data Scientist – Credit Risk 

Poland, Masovian Voivodeship, Warsaw 

898812344

The Specialized Analytics Ld Analyst is a strategic professional who stays abreast of developments within

own field and contributes to directional strategy by considering their application in own job and the

Responsibilities:

• Work independently or collaboratively (depending on the circumstance) to help business stakeholders to identify analytical/technical opportunities to improve the existing process or address existing pain points.
• Design and implement Early Warning Indicators for Credit Risk, Counterparty Risk, Portfolio Health, using either traditional statistical approach or advanced AI/ML modeling, graph analytics approach.
• Drive advanced statistical and modeling solution design and implementation for Wholesale Lending Credit Risk and Counterparty Credit Risk, especially in the domain of Early Warning.
• Be actively involved in and responsible for elements of the design / implementation / coding of feature driven analytic models, including data structure / design to support the delivery of such.
• Work with large and complex data sets (both internal and external data) to evaluate, recommend, and support the implementation of credit risk strategies using a variety of programing and AI tools (e.g. SQL, Python, Spark, Time Series Analysis, Machine Learning.)
• Responsible for all the Risk and Controls requirement in analytics or technical process such as documentation, testing, and ongoing performance monitoring.

Qualifications:

• 6+ years of working experience of Advanced Analytics, Modeling in Wholesale Credit Risk (Lending or Counterparty) domain. Experience in PD models, Credit Risk Early Warning is a big plus.
• Must have demonstrated ability in programing skills using Python/SQL/Spark for data processing and data analytics.
• Must have solid statistical analysis, modeling, machine learning design and implementation knowledge such as Time Series, Logistics Regression, Support Vector Machine, Random Forrest, Isolation Forrest, XGBoost etc..
• Excellent analytic ability and problem-solving skills.
• Excellent communication and interpersonal skills, be organized, detail oriented, and adaptive to matrix work environment
• Master’s degree and above.

We offer:

• Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls.
• Cooperation with a high quality, international, multicultural and global team.
• Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success.
• Management supporting balanced and agile work (flexible working hours, home office).
• Attractive benefits package (Benefit System, medical care, pension plan etc.).
• A chance to make a difference with various affinity networks and charity initiatives.

Time Type:

View the " " poster. View the .

View the .

View the