Model​/Analysis​/Validation Senior Analyst

Model/Analysis/Validation Senior Analyst

Citibank, N.A. seeks a Model/Analysis/Validation Senior Analyst for its Schaumburg, Illinois location.

Duties:
Design and implement machine learning models tailored for Citi Cards portfolios to improve credit decisions. Build algorithms that generate credit decline reasons based on model outputs. Develop frameworks for feature selections, capping/flooring logic and hyperparameter optimization to streamline modelling processes across teams. Experiment with statistical segmentation methods to group customers by risk profiles and behavioral patterns. Identify and engineer predictive variables that capture customer delinquency risk using automated feature importance techniques like LightGBM.

Conduct data analysis using tools like Python, SAS, SQL and Spark to access model performance and identify risks. Create documentation for Model Risk Management (MRM), including rationale for model choices, adverse action logic, and model monitoring plans. Collaborate with Risk Policy and Governance teams to ensure models are integrated into decision strategies and meet compliance standards. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements:
Requires a Master's degree, or foreign equivalent, in Information Technology and Management, Statistics, Mathematics, Data Science or related field and 3 years of experience as a Risk Policy Senior Analyst, Analyst-Data Services, Data Analyst or related position using quantitative and analytic skills to derive data patterns, trends, and insights. Alternatively, employer will accept a Bachelor's degree in the stated fields and 5 years of progressively responsible, post-baccalaureate experience.

3 years of experience must include:
Data Analysis to identify risks;
Data Mining;
Using Python and SQL for data-driven analytics;
Implementation of robust data quality checks and reconciliation processes across large-scale datasets to ensure accuracy and consistency; and Liaising with cross-functional business partners including business, into production deployment.

Wage Range: $142,210 to $142,210

Job Family Group:
Risk Management

Job Family:
Model Development and Analytics

Full time

Primary

Location:

Schaumburg Illinois United States

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  Available offerings may vary by jurisdiction, job level, and date of hire.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.