Data Scientist – Credit Risk

4 dni temu


Warszawa, Mazovia, Polska Citigroup Inc. Pełny etat

The Specialized Analytics Ld Analyst is a strategic professional who stays abreast of developments within their field and contributes to directional strategy by considering their application in their job and the business. The successful candidate will work as an analytical individual contributor under Institutional Credit Management – Counter Party Credit Risk and Portfolio Management Analytics team. The team is staffed with a group of data, analytics, Artificial Intelligence and technology professionals from multiple geo-locations: London, Singapore and Hong Kong. The team serves as an in-business analytics and technology function to provide best-in-class analytics and AI solution and implementation for other ICM PM functions comprised of subject matter experts from Credit Risk and Business domain including Portfolio Health Monitoring, Covenant Monitoring, Exception Management, Limits Management, Early Warning Credit Management and Counterparty Credit Risk.

Responsibilities:

  • Work independently or collaboratively (depending on the circumstance) to help business stakeholders identify analytical/technical opportunities to improve existing processes or address existing pain points.
  • Design and implement Early Warning Indicators for Credit Risk, Counterparty Risk, and Portfolio Health, using either traditional statistical approaches or advanced AI/ML modeling, graph analytics approaches.
  • Drive advanced statistical and modeling solution design and implementation for Wholesale Lending Credit Risk and Counterparty Credit Risk, especially in the domain of Early Warning.
  • Be actively involved in and responsible for elements of the design/implementation/coding of feature-driven analytic models, including data structure/design to support the delivery of such.
  • Work with large and complex data sets (both internal and external data) to evaluate, recommend, and support the implementation of credit risk strategies using a variety of programming and AI tools (e.g., SQL, Python, Spark, Time Series Analysis, Machine Learning).
  • Responsible for all the Risk and Controls requirements in analytics or technical processes such as documentation, testing, and ongoing performance monitoring.

Qualifications:

  • 6+ years of working experience in Advanced Analytics, Modeling in Wholesale Credit Risk (Lending or Counterparty) domain. Experience in PD models and Credit Risk Early Warning is a big plus.
  • Demonstrated ability in programming skills using Python/SQL/Spark for data processing and data analytics.
  • Solid statistical analysis, modeling, machine learning design and implementation knowledge such as Time Series, Logistic Regression, Support Vector Machine, Random Forest, Isolation Forest, XGBoost, etc.
  • Excellent analytic ability and problem-solving skills.
  • Excellent communication and interpersonal skills; organized, detail-oriented, and adaptive to a matrix work environment.
  • Master's degree and above.

We offer:

  • Work in a challenging area of the financial industry with one of the world's leading companies with exposure to a variety of products, processes, and controls.
  • Cooperation with a high-quality, international, multicultural, and global team.
  • Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success.
  • Management supporting balanced and agile work (flexible working hours, home office).
  • Attractive benefits package (Benefit System, medical care, pension plan, etc.).
  • A chance to make a difference with various affinity networks and charity initiatives.
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