Regulatory Loss Forecasting Model Development Analyst

Job Overview The Model/Analytics/Validation Senior Analyst applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and workflow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires an 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. is achieved by influencing decisions through advice, counsel and/or facilitating services to others in the area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual. Responsibilities Develop, enhance, and validate the methods of measuring and analyzing risk for all risk types including market, credit and operational. May develop, validate and strategize uses of scoring models and scoring model related policies. Conduct statistical analysis for risk-related projects and data modeling/validation. Apply quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL) to extract, transform and analyze data and Visual Basic programming language. Prepare statistical and non-statistical data exploration, validate data, and identify data quality issues. Conduct data analysis, data mining, understand and create formal statistical documentation, reports and work with Technology to address issues. Analyze and interpret data reports, make recommendations addressing business needs. Use predictive modeling methods, optimize monitoring systems, document optimization solutions, and present results to non-technical audiences; create formal documentation using statistical vocabulary. Generate statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results. Validate assumptions; elevate identified risks and sensitive areas in methodology and process. Automate data extraction and preprocessing tasks, perform ad‑hoc data analyses, design and maintain complex data manipulation processes; provide documentation and presentations. 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 1–3 years experience. Proficient in Microsoft Office with an emphasis on MS Excel. Consistently demonstrates clear and concise written and verbal communication skills. Self‑motivated and detail oriented. Demonstrated project management and organizational skills and capability to handle multiple projects at one time. Education Bachelor’s/University degree or equivalent experience. Location Primary location: Wilmington, Delaware, United States. Benefits Citigroup offers competitive employee benefits, including medical, dental & vision coverage; 401(k); life, accident and disability insurance; and wellness programs. Paid time off packages include planned time off (vacation), unplanned time off (sick leave) and paid holidays. For additional information regarding Citigroup employee benefits, please visit citibenefits.com. Equal Employment Opportunity Statement Citigroup is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. Accessibility 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 Citigroup. Legal Statement View Citigroup’s EEO Policy Statement and the Know Your Rights poster. #J-18808-Ljbffr Citi