Assistant Vice President MRM

Citibank - More jobs by this advertiser
Assistant Vice President MRM-19010554
  • The role is a member of the firm-wide model validation team of Consumer Risk team, within the Model Risk Management Group. The position is located in Mumbai. His/her primary role is to evaluate conceptual soundness and model performance of consumer scoring and risk segmentation models. The reviewer will adhere to the MRM’s firm-wide policies and strategic requirements and direction
  • This role extends across all Citi segments and legal entities, giving the successful applicant exposure to the Consumer Bank

Specifically the role entails:

  • Individual will be the subject matter expert responsible for evaluating conceptual soundness of scoring and risk segmentation models
  • Model evaluation will be as per the requirements outlined in the MRM Policies and Guidance related to Consumer Risk models
  • The evaluation also requires writing a comprehensive validation report based on his/her judgment of the evaluation results
  • The individual is also expected to contribute in developing/enhancing MRM Policy and Guidance
  • He/She will support MRM team leads for MRM purpose – be it policy related work or model evaluations
  • He/She will be fully aware and be able to interpret the implication of policies and regulatory directives

  • Masters or Doctoral degree with a specialization in Statistics, Mathematics, Finance or other quantitative discipline
  • 1 to 4 years in relevant consumer finance or credit card industry experience to include loss forecasting/stress testing  model development, maintenance, tracking and management
  • Strong analytical skills in conducting sophisticate statistical analysis using bureau/vendor data, customer performance data and marketing data to solve business problems
  • The ability to interpret and analyse large volumes of data, and at times complex information
  • Excellent written and oral communication skills are a mandate. Ability to recognizing information and patterns in data that are not obvious, and focusing analytical efforts in pursuit of explanations, isolations of cause and effect
  • Preferably, good programming skills in advanced SAS and SQL in mainframe, UNIX and PC environments would be an advantage
  • Applicant with significant experience specifically in risk modelling using Logistic Regression and segmentation techniques will be preferred

16 March 2019
Location: India Marche Mumbai
Work type:
Full time
Banking and Financial Services
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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