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.

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