Citibank N.A. seeks a Credit Portfolio Senior Analyst for its New York, NY location.
Duties: Formulate mathematical models to facilitate cost of credit and delinquency assessments and monitor product trends to identify key areas of risks. Facilitate modeling teams in identifying features and variables to maximize predictive accuracy of loss forecasting data models. Establish cross-functional partnerships and networks to support the loss forecast execution. Develop data model metrics to guard against model drift and/or model degradation post-production. Facilitate retraining models when necessary. Evaluate loss forecast model methodologies, monitor portfolio performance metrics and synthesize analysis for presentation to management. Assess risks to business operations. Develop and test financial/loss models to build various subcomponents of loss forecasting. Collect and analyze data to facilitate financial forecasting efforts, including designing and maintaining complex forecasting models. Remote work may be permitted within a commutable distance from the worksite, in accordance with Citi policy.
Requirements: Bachelor's degree, or foreign equivalent in Computer Science, Mathematics, Statistics, or a related field, plus four (4) years of experience in the job offered or in a related occupation. Must possess four (4) years of experience in all of the following: Using SAS to facilitate financial forecasting efforts and manage complex data models; Performing financial and loss forecasting, data analysis, manipulation, and advanced presentation skills; Using Python programming language and related data analysis libraries including pandas; Identifying and utilizing features and variables to improve the predictive accuracy of loss forecasting models; Communicating complex findings to non-technical stakeholders and management to regularly report on initiatives, performance results, and emerging trends; and Performing quantitative analyses. In the alternative, employer will accept a Master's degree plus two (2) years of experience. 40 hrs./wk. Applicants submit resumes at https://jobs.citi.com/ . Please reference Job ID# 24731325. EO Employer.
Time Type: Full time ------------------------------------------------------
Primary Location: New York New York United States ------------------------------------------------------
Primary Location Full Time Salary Range:
In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire. ------------------------------------------------------
Anticipated Posting Close Date: May 13, 2024 ------------------------------------------------------
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