Credit Risk Analytics - Assistant Vice President

MainframeMaster; Mumbai; On-site; INR 11,461,000 - 17,192,000; Full time

Job summary

Citi is seeking an experienced risk policy professional to design, implement and monitor credit policy strategies for new account originations in the Unsecured Lending portfolio.

You will collaborate with risk analytics teams, modelers, and stakeholders to optimize acquisition policies, ensure regulatory alignment, and drive risk-adjusted performance across portfolios.

Qualifications

• Must have capability to clearly develop and communicate analysis.
• Good understanding of credit life cycle.
• Hands-on expertise in developing and managing segmentations.
• Presentations to technical and non-technical audiences are frequent.
• Ability to work in a matrix environment balancing business and functional priorities.

Responsibilities

• Design, implement and monitor credit policy strategies for new originations.
• Perform quantitative analyses to assess risk-adjusted return and segmentation.
• Collaborate with modeling team on new tools and data sources.
• Develop testing frameworks and repeatable playbooks for faster learning.
• Track initiatives and report performance and regulatory adherence.

Skills

Credit risk

Policy development

Data analysis

Communication

Presentation

Influencing

Education

Bachelor’s degree in statistics, mathematics, economics

Master’s/PhD degree a plus

Tools

SAS

SQL

Knowledge Studio

SAS E-miner

UNIX

Excel

PowerPoint

Job description

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