Global Head of Modeling Capabilities

Citibank - More jobs by this advertiser
Global Head of Modeling Capabilities-18066957
Description
 About Citi Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients. Citi’s Mission and Value Proposition  explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients’ and the public’s trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities. Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop to are widely available to all.  Position Summary The Global Head of Modeling Capabilities will be primarily a thought leader in building robust algorithms using emerging supervised and unsupervised machine learning techniques across a variety of functional applications in risk, marketing, fraud, authorizations, collections, and operations. S/he will also execute representative models and strategies to demonstrate the value of these algorithms relative to more traditional regression and CHAID/CART/segmentation techniques. In addition, s/he will need to be familiar with deep learning network architectures, using various iterative classification and filtering algorithms. They will need to be familiar with on premise and cloud environments for the use of internal and external data in model development, using techniques ranging from R and Python to Spark, H2O, and a number of proprietary cloud stacks (AWS, TensorFlow, Azure) with algorithm libraries and file formats, as well as SAS and the more traditional relational data architectures for data query and algorithm development. S/he should be capable in deploying internal models in consultation with legal/compliance stakeholders, understand FCRA, TILA, UDAAP, FDCPA, Regs E/Z, and overall SR 11-7 guidelines in regard to model development, peer review, validation, and tracking across first and second line functions. Similarly, they must have demonstrated experience in third party model development, the understanding of distinctions between model ownership, and primary and tertiary uses of models. S/he should clearly demonstrate the understanding of standardized modeling workflow tools and their sound implementation, as well as use of benchmark models, segmentation and reject inference techniques. As the Global Head of Modeling Capabilities, s/he will be expected to build teams that can work with new sources of FCRA compliant data as well as the creative use of internal customer transaction data across all bank relationships in order to build next generation predictive lift using appropriate modeling techniques. S/he must demonstrate the experience and ability to continue in grooming modeling talent, and be prepared to hire, coach and guide modeling talent across various geographies, understanding regulatory constraints on the use of data and modeling techniques, including documentation standards.
Qualifications
 
  • Bachelor’s Degree, Masters Preferred in quantitative Fields such as Statistics, Economics, Operations Research, behavior science
  • 10+ years experience and consumer finance knowledge, financial acumen, deep expertise in statistical modeling, big data/machine learning, data analysis, strong project management skills to lead large cross functional initiatives.  Outstanding interpersonal relationship building skills and ability to communicate complex subjects in concise simple language.  Exhibit exceptional influencing skills to drive alignment and successful outcome.  Creative problem solving skills with a passion to drive analytical innovation.
 S1234  EEO Statement: Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity  Pay Transparency: Citi won’t discriminate against anyone for discussing pay, but those with access to pay data in their work can’t disclose it unless responding to complaints/investigations or legal requirements.



9 April 2019
Location: United States New York Long Island City
Work type:
Full time
Sector:
Banking and Financial Services
Profession:
Other
PLEASE! No enquiries from Recruitment Agencies or Headhunters.

Only direct applications will be considered.

This career opportunity is no longer open.
Please search for current vacancies here.


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