Risk Scoring Senior Analyst is a manager-level professional role on Model Risk Management.
The job holder applies knowledge in monitoring, assessing, analyzing, and evaluating scoring models.
These models are used by Citi's Risk Management Team to support business processes and are used directly on various credit cycle phases (i.e.
acquisition, portfolio & collection).
The job holder manages end-to-end model risk across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews.
**Responsibilities**:
- Ensuring scorecard models on hand are on acceptable performance, by doing adequate periodic review/monitoring (e.g.
monthly, quarterly).
Any significant discrepancy must be investigated and properly acted upon.
- In case of score model development, proactively involved and monitor the end-to-end score creation process since planning, discussion with both business and modeler, ensuring process soundness and policy adherence, finalization and also ensure appropriate score deployment.
- Reviewing model documentation, e.g.
ongoing monitoring, annual model reviews, etc.
- Heavily engaging with Model Risk Management (MRM) on all ongoing monitoring related aspects, playing a key role in the process of obtaining MRM approval.
- Manage a project of constant improvement of risk analytics, modeling and validation systems and optimization of reports.
- Understands database structures, key business categories, internal banking business processes, statistical/mathematics concepts.
- Provide training to the junior member in the team to execute projects and reports as necessary.
**Qualifications**:
- 4-6 years of experience in credit risk analysis or corporate banking
- Knowledge of statistical model calculation (regression, decision tree) is an advantage
- Knowledge of SQL programming languages is an advantage (SAS is preferred)
- Experience in model development and validation
- Knowledge of customer valuation modelling, credit and banking products, credit analytics, and risk assessment
- Consistently demonstrate clear and concise written and verbal communication
- Proven ability to work with little direction and in a team
- Demonstrated accountability, self-motivation, and business acumen
**Education**:
- Bachelor's degree/University degree or equivalent experience
- **Job Family Group**:
Risk Management
- **Job Family**:
Credit & Portfolio Risk Management
- **Time Type**:
Full time
- Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
View the "**EEO is the Law**" poster.
View the **EEO is the Law Supplement**.
View the **EEO Policy Statement**.
View the **Pay Transparency Posting