VP | MIS Reporting and Data Visualization Lead

This position will focus on model performance tracking, annual model review, production support, and model implementation of Regulatory stress loss models and Business Decision Models for Citi's portfolios, including credit cards, Mortgages personal installment loans and ready credit.

Roles and Responsibility:

Obtain modeling code from developers, implement in a production environment, and support UAT for Model performance monitoring.
Download and process updated data from countries/regions and/or IT to run primary & benchmarking CCAR and CECL models to assist countries/regions in their use of the CCAR/DFAST/CECL models in business activities
Run quarterly model performance back-testing, sensitivity analysis, and other required model performance analysis for production models.
Respond to Model Risk Management team's questions as needed.
When forecast or performance shifts are observed, perform diagnostic analytics around drivers including standard reporting as well as drill down analytics.
Explain model results and review drivers of observed gaps or deterioration in model performance with regional/country risk managers and internal model development teams.
Create code packages and document all production, implementation, and monitoring related activities including QA/QC steps in model documents and production/implementation/monitoring manuals
Qualifications

Advanced Degree (Bachelor’s required and Master’s preferred) in Statistics, Computer Science, Applied Mathematics, Operations Research, Economics, or other highly quantitative discipline
10+ years production and monitoring experience
Strong programming skills (SAS, R, Python, etc.)
5+ years of experience working with Data visualization tools such as Tableau, Qlikview etc.
Manage a 5+ member team
Manage overall delivery of performance monitoring and production reports, AMRs and all other ad-hoc reports and analysis for all unsecured CCAR/CECL models
Ability to manage work and relationships in cross functional teams, including country/region’s business stakeholders, model validation and governance teams, and model implementation team
Effectively coordinate with model developers/SMEs to analyze model performance breaches, forecast results and explain to both technical and non-technical senior audience.
Present/review reports/analysis with governance teams for approvals
Exposure to internal model review functions and/or external regulators and internal audit functions.
Manage training, coaching/mentoring, and career management of team members
Expertise in model production, implementation, and model tracking processes across consumer products and/or business lines - international a plus
Experience in developing automated production, reporting suite, and visualization tools preferred
Basic understanding of modeling processes (regression, time series, decision tree, etc.) would be desirable.
Expected to manage own projects independently.
Ability to work effectively in cross functional teams, including model development, country/region’s business stakeholders, model validation and governance teams, and model implementation team
Documentation of model production and performance reports for internal oversight/regulatory submission
Good communication skills to explain technical information verbally and in writing to both technical and non-technical audiences, with attention to detail
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Job Family Group:

Risk Management
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Job Family:

Risk Analytics, Modeling, and Validation
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Time Type:

Full time
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