10 days old

SVP, Modeling-Scoring-Analysis Senior Manager

Irving, TX 75062
This Model Validation role is a member of the Consumer Valuation Models group within Model Risk Management. This role is responsible for managing validation activities for fraud and credit risk models. This is a critical role for ensuring models comply and meet regulatory guidance (SR11-7) and expectations. Responsibilities range from new model validations, on-going validations, annual model reviews & on-going monitoring, limitation management as well as contributing to policy, procedure, templates and guidelines. The role requires close interaction with model sponsors and other business partners.

Key responsibilities include, but not limited to:

+ Manage a team of model validation analysts ensuring proper training and development on policy, procedures and processes

+ Manage model risk across the model life cycle including model validation and ongoing monitoring

+ Provide effective challenge to the model design and construction and conduct incremental analysis and testing as necessary

+ Provide validation outcome which includes approving or declining models, issuing limitations to restrict usage, and ensuring the appropriate remediation actions are in place and monitored

+ Challenge and continually improve MRM guidance on modelling approaches and model performance testing

+ Manage projects and contribute to strategic, cross-functional initiatives within the MRM organization

+ Attend meetings with sponsors and developers to address validation issues, concerns on implementation of policy, procedures and templates

Development Value:

There will be learning and growth opportunities in this position, from both technical and leadership perspective. Given the wide range of coverage, the incumbent will be exposed to different types of business operations and a variety of modeling approaches, including machine learning on top of industry standard tools.


Knowledge /Experience

+ At least 7+ years of experience in consumer predictive modelling; experience in Model Risk Management with model validation responsibilities in the fraud area

+ Minimum of a Masters degree preferably a PhD, in a quantitative field (e.g. Statistics, Engineering, Mathematics, etc.)

+ Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or application risk scoring

+ Experience with managing a team and building partnership with business stakeholders

+ Solid writing skills

+ Strong communication skills as the work involves frequent interaction with model developers, risk managers and other stakeholders

+ Ability to challenge models and identify model risk, especially on conceptual soundness, data quality, model development process

+ Experience with analytical or data manipulation tools (e.g. SAS, SQL, R, C Programming in UNIX) Proficient with MS Office suite


**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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .

View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .

View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .

View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)


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.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.


Posted: 2022-05-13 Expires: 2022-06-12

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SVP, Modeling-Scoring-Analysis Senior Manager

Irving, TX 75062

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