Base: $120,000.00 to $134,681.20; bonus/equity: di...
Hybrid
Wholesale credit risk models
Model performance assessment
Data analysis and exploration
Research, analyze, code, and document wholesale credit risk models for model development, annual model review and model’s ongoing performance assessment
Job Summary
Research, analyze, code, and document wholesale credit risk models for model development, annual model review and model’s ongoing performance assessment.
Provide Ad Hoc Wholesale portfolio analysis and conduct deep research on selected risk related topics guided by the team lead.
Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
Matching Summary
Research, analyze, code, and document wholesale credit risk models for model development, annual model review and model’s ongoing performance assessment.
Salary
Base: $120,000.00 to $134,681.20; Bonus/Equity: Discretionary and formulaic incentive and retention awards; Benefits: Medical, dental & vision coverage; 401(k); life, accident, and disability insurance; wellness programs; paid time off
Skills & Requirements
Must-have
wholesale credit risk models
model performance assessment
data analysis and exploration
statistical analysis and interpretation
Python, R, and SQL programming
model risk management standards
Nice-to-have
industry specific knowledge
ad hoc portfolio analysis
deep research on risk topics
case study development
Key Requirements
Master's degree or foreign equivalent
2 years of experience in data analysis
Experience with MS Word, Excel, PowerPoint
Experience with Python, R, SQL
Experience with statistical tests (PSI, AUC-ROC)
Experience with qualitative and quantitative analytical techniques