Credit Risk Strategy & Analytics - Vice President

Citigroup Inc.; Gurugram District; On-site; INR 900,000 - 1,500,000; Full time

Job summary

Citigroup Inc. is seeking an experienced Credit Risk Strategy & Analytics professional to lead the development and management of credit risk and collection strategies for consumer and commercial portfolios.

The role emphasizes statistics, data analytics, and regulatory awareness in a digital processing environment. Responsibilities include directing analytics teams, leveraging SAS/SQL, and collaborating with stakeholders to optimize risk-adjusted performance across lending products while

Qualifications

• Requires 10+ years of experience in credit risk management with quantitative analysis and modeling.
• Degree in Economics, Finance, Statistics or Applied Mathematics.
• Involves model development, data integrity checks, segmentation and production implementation.
• Proficient in SAS/SQL and at least one of Python or Stata.
• Experience in regulatory/compliance policy environments is preferred.

Responsibilities

• Develop origination, portfolio and collection strategies using data analytics and score-based models.
• Support risk management to optimize risk-return dynamics across the loan lifecycle.
• Develop framework for portfolio risk assessment across lending products and industries.
• Ensure adherence to applicable credit policies and regulatory governance.
• Utilize SAS in UNIX to perform risk, financial and data analyses including profiling and forecasting.
• Prepare risk management presentations for senior management with portfolio analytics.
• Stay updated on industry data analytics trends and proactively assess risks and opportunities.
• Identify emerging portfolio risks and gaps affecting policy strategies.
• Coordinate with stakeholders to advance initiatives and lead analytics teams.

Skills

Credit risk modeling

Statistical analysis

SAS/SQL

Python

Data analytics

Education

Degree in Economics, Finance, Statistics or Applied Mathematics

Tools

SAS

SQL

Python

Stata

Job description

The Credit Risk Strategy & Analytics role will support the development, implementation, and management of credit risk and/or collection strategies and policies for consumer and/or commercial lending portfolios. This includes directing credit analytics team in assessing various internal and external data sources for inclusion into policies and lending platform to optimize commercial risk assessment and straight through application processing in a digital environment. This role requires a deep level of understanding of statistics, data, modeling, and analytical tools to creatively support the responsible growth and risk management of assigned portfolios.

RESPONSIBILITIES

• Assist in developing origination, portfolio, and collection strategies internally and with strategic partners by leveraging data analytics inclusive of score-based models, on-us/off-us data, and business rules
• Support Portfolio Risk Manager to optimize risk-return dynamics by overseeing credit risk and/or collection strategies and developing recommendations for policy optimization throughout the loan lifecycle
• Develop framework for portfolio risk assessment including evaluation of credit, financial and collections performance across varied lending products and industry segments
• Understand applicable credit policies, industry regulations and the requisite impact of those governance items to new initiatives
• Utilize Statistical Analysis System (SAS) in a UNIX environment to perform risk, financial and data analyses including profiling, sampling, forecasting and new program due diligence
• Prepare risk management presentations for senior management that include analytics on expected portfolio performance and areas of potential risk and/or opportunity
• Stay abreast of emerging industry trends in data analytics and perform proactive analytics to assess and support portfolio and origination strategies
• Proactively identify emerging risks within the portfolio and gaps that might compromise Credit Policy strategies and increase losses
• Liaise with key stakeholders to advance and support initiatives
• Direct analytics team effectively to impart knowledge and rationale for tasks and ensure ownership for assigned responsibilities, lead to successful completion of goals, as an incubator for innovation
• Knowledge of Citibank credit policies and practices and regulatory policies, to assist unit in achieving compliance with the above and satisfactory ratings from internal and external auditors

QUALIFICATIONS

• 10+ years of experience in credit risk management in the financial services industry performing quantitative analysis, statistical modeling, implementation, and management of credit scoring models
• Degree in Economics, Finance, Statistics or Applied Mathematics
• Active role in performing some analytical components of model development (data collection, data integrity check, segmentation analysis, variable transformation, variable selection, model estimation, sensitivity testing, back testing, out-of-time testing, model documentation, & model production implementation)
• Statistical/econometric programming skills strongly preferred (SAS/SQL, PYTHON, STATA, etc.)
• Prior experience working in a regulatory and compliance policy environment

SKILLS / ABILITIES

• Demonstrated ability to proactively synthesize, prioritize and drive results with a high sense of urgency
• Strong communications/presentation skills, capable of interacting effectively both technical and non-technical audiences
• Ability to obtain support and buy-in across a wide range of stakeholders; create a strong network of relationships among peers, internal partners, external constituencies and decision makers
• Thinks strategically and articulates concepts clearly. Ability to see the "big picture" without losing attention to detail
• Must be highly organized and able to work in a fast-paced environment managing multiple projects and possess strong interpersonal, organizational and analytic skills

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