SVP Quantitative Risk Sr. Officer

The Model/Anlys/Valid Sr Officer I is a strategic professional who closely follows the latest trends in their field and adapts them for application within their job and the business. Typically, a small number of people within the business provide the same level of expertise. Excellent communication skills are required to negotiate internally, often at a senior level. Developed communication and diplomacy skills are necessary to guide, influence, and convince others, particularly colleagues in other areas and occasional external customers. Accountable for significant direct business results or authoritative advice regarding the operations of the business. Necessitates a degree of responsibility over technical strategy. Primarily affects a sub-function. Responsible for handling staff management issues, including resource management and allocation of work within the team/project.

Responsibilities:

Develops, enhances, and validates the methods of measuring and analyzing risk for all risk types, including market, credit, and operational. Also, may develop, validate, and strategize uses of scoring models and scoring model-related policies.Develop models and oversee model development, validation, and deployment efforts.Advances Risk Management methodology and integrates models into business decisions and planning.Manages successful annual quantitative and qualitative assessments and submissions.Works with large datasets and complex algorithms to solve data science challenges.Leverages big data to develop innovative deployable solutions.Helps introduce best-in-class, cutting-edge Model techniques to drive profitability through innovation.Ensures timely model performance tracking and assists in process automation to drastically improve process/operation efficiencies (where possible) that will enable the business to make rapid decisions against market condition changes.Ensures the compliance of development and validation of models with respect to internal and external guidelines.Supports the development of training curriculum and standards.Partners with Risk and Decision Management organizations to understand the source of new data and continue to improve the process of defining, extracting, and utilizing the new data.Interacts with senior levels of management to facilitate understanding of the usage of risk models and inform critical decisions.Provides leadership and guidance for junior modelers.Appropriately assesses risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients, and assets, by driving compliance with applicable laws, rules, and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct, and business practices, and escalating, managing, and reporting control issues with transparency.Qualifications:7+ years of experienceSound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or application risk scoring.Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.Experience with analytical or data manipulation tools (e.g. SAS, SQL, R, C Programming in UNIX) Proficient with MS Office suite.Ability to deliver compelling presentations and influence executive audiences.Excellent communicator; ability to engage and inspire team forward.Ability to drive innovation via thought leadership while maintaining an end-to-end view.Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators.Experience working in Big data environments; Intellectual curiosity to stay abreast of technological advances.Education:Bachelor's/University degree or equivalent experience, potentially Master's degree

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