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As a Risk Scoring Model Monitoring Analyst at Citi, you will play a critical role in ensuring the accuracy and effectiveness of our risk scoring models. Your primary responsibility will be to monitor and analyze the performance of these models, identifying areas for improvement and implementing changes to enhance their predictive power.
Key Responsibilities:- Develop and maintain risk scoring models, ensuring they are aligned with industry standards and regulatory requirements.
- Analyze model performance metrics, such as KS, GINI, AUC, and PSI, to identify areas for improvement.
- Collaborate with cross-functional teams to develop and implement new risk management strategies.
- Document and present model performance results to stakeholders, including senior management and regulatory bodies.
- Stay up-to-date with industry trends and regulatory changes, ensuring our risk management practices remain compliant and effective.
- 2-5 years of experience in risk management, data analysis, or a related field.
- Proficiency in Microsoft Office, particularly Excel, and experience with data analysis tools and methodologies.
- Strong communication and interpersonal skills, with the ability to work effectively with cross-functional teams.
- Advanced degree in a quantitative field, such as mathematics, statistics, or actuarial science.
- Experience with programming languages, such as SAS, Python, SQL, or R, and data visualization tools, such as Tableau or Power BI.
- A dynamic and collaborative work environment.
- Opportunities for professional growth and development.
- A competitive salary and benefits package.
- The chance to work with a global leader in the financial services industry.
