Credit Risk Analytics - Assistant Vice President

Job Overview

This position is within Citi’s USPB In-Business Unsecured Lending Risk. This role will develop, implement and monitor credit policy strategies and capabilities for new account originations across the Unsecured lending portfolios for US credit cards . You will be responsible for ensuring that credit strategies are analytically sound, compliant with regulatory expectations, and aligned with bank’s risk appetite and growth objectives.

In this role, you will Support design, development & optimization of the acquisition credit policies for a $150B+ portfolio that generates 15MM new accounts annually

Support tactical and strategic Risk Analytics projects for U.S. Consumer Cards

Perform quantitative analyses to assess risk-adjusted return, risk segmentation, and tradeoffs in acquisition policy changes

Prepare proposals and review with the stakeholders within Risk, document the effective challenge and incorporate inputs in revising the proposals

Partner with modeling team on new tools, machine learning and alternate data

Develop a testing framework to deploy learnings faster using repeatable playbooks and monitoring routines

Apply innovative analytical techniques to customer and transaction data to build risk mitigation strategies and processes

Apply subject matter expertise to the prioritization and planning of projects in conjunction with risk management policies and strategies.

Track and report on initiatives, performance results, emerging trends and opportunities to senior management

Ensure adherence to internal and external regulatory expectations

Ensuring strategies are executed in a strong control environment

Responsibilities: Must have capability to clearly develop and communicate analysis

A good understanding of credit life cycle

Must have hands on expertise in developing and managing segmentations

Presentations to both technical and non-technical personnel are required to be made frequently as part of the job

Ability to work efficiently in a matrix environment balancing between both business and functional interactions and priorities.

Skills: 7+ years of relevant experience

Experienced in developing, implementing, and monitoring credit strategies or scoring models across authorizations, underwriting, existing customer management and collections

Programming skills in advanced SAS, SQL, Knowledge Studio, SAS E-miner in mainframe, UNIX and PC environments.

Highly proficient in Excel/pivot tables and PowerPoint.

Exposure to project/process management

Strong communication and presentation skills targeting a variety of audiences

Flexibility in approach and thought process Strong influencing and facilitation skills.

Education: Bachelor’s/University degree in statistics, mathematics, economics, or equivalent experience. Master’s/PhD degree is a plus

------------------------------------------------------