Specialized Analytics Senior Lead

Job title:

Specialized Analytics Senior Lead

Company:

Citigroup

Job description

Job DescriptionThe Specialized Analytics Senior Analyst is a strategic professional who stays abreast of developments withinown field and contributes to directional strategy by considering their application in own job and thebusiness. The successful candidate will work as an analytical individual contributor under Institutional Credit Management – Counter Party Credit Risk and Portfolio Management Analytics team. The team is staffed with a group of data, analytics, Artificial Intelligence and technology professionals from multiple geo-locations: London, Singapore and Hong Kong. The team serves as an in-business analytics and technology function to provide best-in-class analytics and AI solution and implementation for other ICM PM functions comprised of subject matter expert from Credit Risk and Business domain including Portfolio Health Monitoring, Covenant Monitoring, Exception Management, Limits Management, Early Warning Credit Management and Counterparty Credit Risk.Responsibilities

• Work independently or collaboratively (depending on the circumstance) to help business stakeholders to identify analytical/technical opportunities to improve the existing process or address existing pain points.
• Design and implement Early Warning Indicators for Credit Risk, Counterparty Risk, Portfolio Health, using either traditional statistical approach or advanced AI/ML modeling, graph analytics approach.
• Drive advanced statistical and modeling solution design and implementation for Wholesale Lending Credit Risk and Counterparty Credit Risk, especially in the domain of Early Warning.
• Be actively involved in and responsible for elements of the design / implementation / coding of feature driven analytic models, including data structure / design to support the delivery of such.
• Work with large and complex data sets (both internal and external data) to evaluate, recommend, and support the implementation of credit risk strategies using a variety of programing and AI tools (e.g. SQL, Python, Spark, Time Series Analysis, Machine Learning.)
• Responsible for all the Risk and Controls requirement in analytics or technical process such as documentation, testing, and ongoing performance monitoring.

Qualifications:

• 10+ years of working experience of Advanced Analytics, Modeling in Wholesale Credit Risk (Lending or Counterparty) domain. Experience in PD models, Credit Risk Early Warning is a big plus.
• Must have demonstrated ability in programing skills using Python/SQL/Spark for data processing and data analytics.
• Must have solid statistical analysis, modeling, machine learning design and implementation knowledge such as Time Series, Logistics Regression, Support Vector Machine, Random Forrest, Isolation Forrest, XGBoost etc..
• Excellent analytic ability and problem-solving skills.
• Excellent communication and interpersonal skills, be organized, detail oriented, and adaptive to matrix work environment
• Bachelors/University degree, Master’s degree preferred

We offer:

• Work in a challenging area of the financial industry with one of the world’s leading companies with exposure to variety of products, processes and controls.
• Cooperation with a high quality, international, multicultural and global team.
• Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success.
• Management supporting balanced and agile work (flexible working hours, home office).
• Attractive benefits package (Benefit System, medical care, pension plan etc.).
• A chance to make a difference with various affinity networks and charity initiatives.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.Job Family Group: Decision ManagementJob Family: Specialized Analytics (Data Science/Computational Statistics)Time Type: Full timeCiti 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 .View the ” ” poster. View the .View the .View the

Expected salary

Location

Warszawa, mazowieckie

Job date

Sun, 17 Nov 2024 00:21:51 GMT

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