[Citibank] Model/Anlys/Valid Sr Analyst 채용공고
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Citibank 에서 Model/Anlys/Valid Sr Analyst 포지션을 채용 중에 있습니다.
자세한 내용은 아래 링크 혹은 밑에 내용을 통해 확인해주시고 지원자는 아래 이메일로 확인 부탁드립니다.
jushine@hotmail.com 또는 se.kun.heo@citi.com
https://jobs.citi.com/job/tampa/model-anlys-valid-sr-analyst/287/29669315232
Model/Anlys/Valid Sr Analyst
-------------------------------------------
The Model/Anlys/Valid Sr Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Involved in coaching and training of new recruits
Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.
Retail Basel RWA models
Responsibilities:
Research, analyze, code and document BASEL Retail Credit risk models.
Work on building PD, EAD, LGD and segmentation models
Leverage technologies such as Spark, Python, R, SAS, GIT and Big data tools for model development and management of code.
Deliver on all phases of model development, from design through training, testing, validation and implementation.
Perform all work consistent with Model Risk Management standards
Work with Model risk Management, audit, regulatory and other relevant parties during model validation in defending models and providing requested documentation.
Perform analysis and socialize results as per business and model sponsor requests.
Provide on-going support for the responsible models.
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
Qualifications:
Sound knowledge of statistical modeling concepts and industry practices. Probability distributions, Regression, machine learning, Bayesian, Markov Chain Monte Carlo(MCMC) methods
2+ years' experience in building statistical and machine learning models.
Experience in preparing model documentation, support and defend models during validation.
Good written and verbal communication skills, with ability to synthesize and socialize complex technical information to diverse audiences effectively.
Experience with SQL , Python, R and SAS.
Knowledge on GIT, Linux, HDFS and Big data tools is plus.
Education:
Master or Ph.D. degree in Economics, Finance, Statistics, Analytics or any quantitative field
-------------------------------------------------
Job Family Group:
Risk Management
-------------------------------------------------
Job Family:
Risk Analytics, Modeling, and Validation
------------------------------------------------------
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.
Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View the "EEO is the Law" poster. View the EEO is the Law Supplement.
View the EEO Policy Statement.
View the Pay Transparency Posting
-----------------------------
Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
자세한 내용은 아래 링크 혹은 밑에 내용을 통해 확인해주시고 지원자는 아래 이메일로 확인 부탁드립니다.
jushine@hotmail.com 또는 se.kun.heo@citi.com
https://jobs.citi.com/job/tampa/model-anlys-valid-sr-analyst/287/29669315232
Model/Anlys/Valid Sr Analyst
-------------------------------------------
The Model/Anlys/Valid Sr Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Involved in coaching and training of new recruits
Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.
Retail Basel RWA models
Responsibilities:
Research, analyze, code and document BASEL Retail Credit risk models.
Work on building PD, EAD, LGD and segmentation models
Leverage technologies such as Spark, Python, R, SAS, GIT and Big data tools for model development and management of code.
Deliver on all phases of model development, from design through training, testing, validation and implementation.
Perform all work consistent with Model Risk Management standards
Work with Model risk Management, audit, regulatory and other relevant parties during model validation in defending models and providing requested documentation.
Perform analysis and socialize results as per business and model sponsor requests.
Provide on-going support for the responsible models.
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
Qualifications:
Sound knowledge of statistical modeling concepts and industry practices. Probability distributions, Regression, machine learning, Bayesian, Markov Chain Monte Carlo(MCMC) methods
2+ years' experience in building statistical and machine learning models.
Experience in preparing model documentation, support and defend models during validation.
Good written and verbal communication skills, with ability to synthesize and socialize complex technical information to diverse audiences effectively.
Experience with SQL , Python, R and SAS.
Knowledge on GIT, Linux, HDFS and Big data tools is plus.
Education:
Master or Ph.D. degree in Economics, Finance, Statistics, Analytics or any quantitative field
-------------------------------------------------
Job Family Group:
Risk Management
-------------------------------------------------
Job Family:
Risk Analytics, Modeling, and Validation
------------------------------------------------------
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.
Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View the "EEO is the Law" poster. View the EEO is the Law Supplement.
View the EEO Policy Statement.
View the Pay Transparency Posting
-----------------------------
Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
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