Primary Location: United States,Delaware,Wilmington
Education: Bachelor's Degree
Job Function: Risk Management
Shift: Day Job
Employee Status: Regular
Travel Time: Yes, 10 % of the Time
Job ID: 19019879
Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.
Citi's Mission and Value Proposition explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients' and the public's trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.
Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.
Work on the model development process for Branded Cards Portfolio for specific initiatives like CCAR/CECL.
Develop regression and machine learning models (variable transformation, variable selection, model estimation, Sensitivity testing, back testing, out of time testing)
Execute data-driven analytics including ideation, execution and documentation of model development initiatives for all credit risk models for the consumer credit card business.
Expected to work with moderate supervision and guidance in developing statistical models
Make necessary presentations to explain the model to senior management
Make necessary model development documentation needed for model approvals.
Make necessary model implementation documentation
Bachelors in Statistics, Applied Mathematics, Operations Research, Economics Degree, Masters is preferred
2+ years of experience
Extensive knowledge of SAS
Extensive knowledge of logistic regression and linear regression
Experience in end-to-end statistical modeling process (data collection, data integrity QA/QC/reconcilements, pre-processing, segmentation, variable transformation, variable selection, econometric model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, & model production implementation) in the field of credit scorecard development, Basel modeling, CCAR
Good communication skill to communicate technical information verbally and in writing to both technical and non-technical audiences
Internal Number: 5868670
eFinancialCareers is a career site specializing in financial services.