Model Monitoring, Governance & Control Officer - GCB Unsecured Risk Modeling

Overview : This position will work within the Model Monitoring, Governance & Control team to coordinate these key activities across 400+ risk models responsible for booking 7MM accounts annually, managing 40MM customers and the proper regulatory reporting of $140B+ in assets. This role will be part of the GCB Unsecured Modeling and US Unsecured CCAR/CECL branch of the GCB Risk Modeling Utility. This position will also assist to coordinate the governance activities across the larger GCB Risk Modeling Utility Leadership Team as well as the US Consumer Bank Risk Organization to ensure all risk models are compliant with regulatory (OCC, FRB, CFPF) & Citi policy requirements and are properly monitored to ensure all customer decisions continue to satisfy risk appetite framework requirements.Responsibilities:General responsibilities:Assist to document required control (e.g. EUC and MCA/ARCM) artifacts evidenced and reported on at a utility level

Project management and Coordinate engagement of regulators (OCC, FRB, etc.) and Internal Audit to evidence transparent and robust compliance with external rules and internal policies

Ensure outstanding issues (e.g. MRM Limitations, CAPS, or regulatory findings) are identified, escalated, tracked and reported on at utility level

Assist with management of policies and procedures; coordinate with various modeling teams to ensure team specific procedures are consistent with utility wide policy and procedures; manage repository containing utility wide and team specific policies and procedures.

Unsecured Risk Models and USCB CCAR/CECL Models responsibilities:Compiling material to support the model sponsor semi-annual attestation process

Ensure on-time and quality submissions of Ongoing Performance Assessments (OPAs), Annual Model Reviews (AMRs), Model Change Addendums (CAs) and limitations for all models in responsibility scope through the Model Risk Management tracking platform (iMRMS)

Use statistical and non-statistical modeling expertise and analytical skills to provide meaningful insights on model performance and recommendations regarding ongoing usage of these models

Engage with business risk team to complete regular risk and control monitoring (ARCM) assessments

Document and assist coordination with Independent Risk, Model Risk Management, and other 2nd Line of Defense teams to communicate on-going monitoring results highlighting risks associated with model deterioration as well as ensure models are developed and used in compliance with Global Risk and external regulatory guidelines

Qualifications:5+ years relevant experience required (e.g. governance, statistical modeling, model management, audit/compliance)

Advanced SAS/SQL, Tableau, MATLAB, Python, R or C programming in UNIX

Prior knowledge of statistical and non-statistical modeling concepts (such as scorecards for predicting risk behavior, and non-scoring models used in underwriting strategies) as well as Cards business/risk management concepts (such as basic P&Ls, Strategic Plan, CCAR/CECL and Risk Appetite Framework) and other industry best practices

Ability to perform quantitative analysis and modeling for decision models, policy strategies, loss forecasting, loan loss reserve modeling, and/or stress testing (e.g., CCAR/DFAST) using a variety of techniques (linear/ logistic regression, segmentation, decision tree, machine learning, time series, and optimization)

Drive effective performance tracking and adherence to internal policies and regulatory requirements including performance implications of such policy/actions

Identify enhancement opportunities and more granular insights that can be acted upon

Build presentations to effective communicate technical information to a wide audience

Ability to successfully engage cross functionally - both projects and teams, including country/region’s business stakeholders, model validation and governance teams, and other global functions

Mentor and coach junior team members

Ability to multi-task, work against tight deadlines, and make decisions independently with minimal guidance from management

Education:Bachelor’s Degree required focus in statistics, mathematics, engineering, physics, economics, or related quantitative discipline

Job Family Group:Risk ManagementJob Family:Risk Analytics, Modeling, and ValidationTime Type:Full timeCiti is an equal opportunity and affirmative action employer.Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCPEEOSupplementFinalJRFQA508c.pdf) .View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeoaapolicy.pdf) .View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp%20EnglishformattedESQA508c.pdf)Effective November 1, 2021, Citi requires that all successful applicants must be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.