The role primarily involves independently and collaboratively identifying analytical opportunities to improve existing processes in credit risk management. Key responsibilities include designing and implementing early warning indicators for credit and counterparty risk using statistical and AI/ML modeling approaches, and driving advanced modeling solutions for wholesale lending credit risk.
Candidates must have extensive experience in advanced analytics and modeling within wholesale credit risk, with proven programming skills in Python/SQL/Spark and strong knowledge of statistical analysis techniques. A deep understanding of machine learning models like Time Series Analysis, Logistic Regression, Support Vector Machines, and advanced modeling techniques is crucial.
Citi offers an attractive opportunity to work in a challenging financial industry environment with a global, multicultural team. Benefits include flexible working hours, home office options, comprehensive medical care, a pension plan, and the chance to work with a leading international financial institution while making a meaningful impact through various charity and professional development initiatives.
