The Model/Analysis/Validation Senior Analyst role at Citibank focuses on designing and implementing machine learning models to enhance credit decision-making for Citi Cards portfolios. The position involves collaborating with various teams to ensure compliance and integration of models into decision strategies. The analyst will conduct data analysis and develop frameworks for feature selection and model optimization. This role is critical in identifying predictive variables and improving overall risk management processes.

• Requires a Master’s degree in Information Technology and Management, Statistics, Mathematics, Data Science or related field and 3 years of experience in a related position.
• Alternatively, a Bachelor’s degree in the stated fields and 5 years of progressively responsible, post-baccalaureate experience is acceptable.
• 3 years of experience must include data analysis to identify risks, data mining, and using Python and SQL for data-driven analytics.
• Experience in implementing robust data quality checks and reconciliation processes across large-scale datasets is required.
• Experience liaising with cross-functional business partners is necessary.

• Design and implement machine learning models tailored for Citi Cards portfolios.
• Build algorithms that generate credit decline reasons based on model outputs.
• Develop frameworks for feature selections, capping/flooring logic, and hyperparameter optimization.
• Experiment with statistical segmentation methods to group customers by risk profiles.
• Identify and engineer predictive variables that capture customer delinquency risk.
• Conduct data analysis using tools like Python, SAS, SQL, and Spark to assess model performance.
• Create documentation for Model Risk Management, including rationale for model choices.
• Collaborate with Risk Policy and Governance teams to ensure compliance standards are met.

• Citi offers a comprehensive benefits package including competitive pay, stock programs, healthcare coverage, retirement plans, paid time off, parental leave, and programs supporting employee wellbeing and professional development.