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🧪Data Scientist

Credit Risk Analytics

Citi · Gurugram Haryana India
// classified as
Data Scientist (Modeling, experiments, research.)
posted
1d ago
location
Gurugram Haryana India
languages
sas, sql
tools
—
> stack
sassql
> description

This position is within Citi’s USPB In-Business Unsecured Lending Risk. This role will develop, implement and monitor credit policy strategies and capabilities for new account originations across the Unsecured lending portfolios for US credit cards. You will be responsible for ensuring that credit strategies are analytically sound, compliant with regulatory expectations, and aligned with bank’s risk appetite and growth objectives.

In this role, you will

  • Support design, development & optimization of the acquisition credit policies for a $150B+ portfolio that generates 15MM new accounts annually

  • Support tactical and strategic Risk Analytics projects for U.S. Consumer Cards

  • Perform quantitative analyses to assess risk-adjusted return, risk segmentation, and tradeoffs in acquisition policy changes

  • Prepare proposals and review with the stakeholders within Risk, document the effective challenge and incorporate inputs in revising the proposals

  • Partner with modeling team on new tools, machine learning and alternate data

  • Develop a testing framework to deploy learnings faster using repeatable playbooks and monitoring routines

  • Apply innovative analytical techniques to customer and transaction data to build risk mitigation strategies and processes

  • Apply subject matter expertise to the prioritization and planning of projects in conjunction with risk management policies and strategies.

  • Track and report on initiatives, performance results, emerging trends and opportunities to senior management

  • Ensure adherence to internal and external regulatory expectations

  • Ensuring strategies are executed in a strong control environment

Responsibilities:

  • Must have capability to clearly develop and communicate analysis

  • A good understanding of credit life cycle

  • Must have hands on expertise in developing and managing segmentations

  • Presentations to both technical and non-technical personnel are required to be made frequently as part of the job

  • Ability to work efficiently in a matrix environment balancing between both business and functional interactions and priorities.

Skills:

  • 7+ years of relevant experience

  • Experienced in developing, implementing, and monitoring credit strategies or scoring models across authorizations, underwriting, existing customer management and collections

  • Programming skills in advanced SAS, SQL, Knowledge Studio, SAS E-miner in mainframe, UNIX and PC environments.

  • Highly proficient in Excel/pivot tables and PowerPoint.

  • Exposure to project/process management

  • Strong communication and presentation skills targeting a variety of audiences

  • Flexibility in approach and thought process Strong influencing and facilitation skills.

Education:

  • Bachelor’s/University degree in statistics, mathematics, economics, or equivalent experience. Master’s/PhD degree is a plus

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Job Family Group:

Risk Management

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Job Family:

Portfolio Credit Risk Management

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Time Type:

Full time

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Most Relevant Skills

Analytical Thinking, Credible Challenge, Governance, Policy, Procedure, and Regulation, Portfolio Analysis, Risk Management Lifecycle.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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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.

 

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