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 (eg 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 (eg 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 (eg 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 (eg, 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 Management Job Family: Risk Analytics, Modeling, and Validation Time Type: Full time Citi is an equal opportunity and affirmative action employer. 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