Fisica jobs in Mexico

Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational.

Also, may develop, validate and strategize uses of scoring models and scoring model related policies.

• Manages model risk across the model life-cycle including model validation, ongoing performance evaluation and annual model reviews.
• Produces analytics and reporting used to manage risk for Citi's operations.
• Translates operational requests from the business into programming and data criteria and conduct systems and operational research in order to model expected results.
• Assists in the development of analytic engines for business product lines.
• Communicates results to diverse audiences.
• Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.
• Participates on teams to solve business problems.
• Identifies modeling opportunities that yield measurable business results.
• Provides guidance to junior validators as and when necessary.
• Manages stakeholder interaction with model developers and business owners during the model life-cycle.
• Represents the bank in interactions with regulatory agencies, as required.
• Presents model validation findings to senior management and supervisory authorities.
• Provides effective challenge to model assumptions, mathematical formulation, and implementation.
• Assesses and quantifies model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.
• Contributes to strategic, cross-functional initiatives within the model risk organization.
• Full management responsibility of a team, which may include management of people, budget and planning, to include duties such as performance evaluation, compensation, hiring, disciplinary and terminations and may include budget approval.

• 6-10 years experience
• Consistently demonstrates clear and concise written and verbal communication skills
• Self‑motivated and detail oriented
• Demonstrated project management and organizational skills and capability to handle multiple projects at one time.
• Practical experience using SAS or similar statistical coding software to build and test prediction models.
• Comfortable interfacing with business clients.
• Proficiency handling very large data sets.
• Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation.
• Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models.

Bachelor's / University degree or equivalent experience, potentially Masters degree.

We are currently seeking a manager with a solid background in statistics and modeling, and excellent leadership and managerial skills, to be in charge of model performance monitoring and reports production.

• To lead the team that produces periodic performance reports for active credit risk, collections and fraud models and segmentations.
• To provide necessary statistical knowledge and guidance to the team to improve and produce high‑quality performance reports for risk scoring models and segmentations (for credit cards, payroll loans, personal loans).
• To redesign the model performance monitoring reports for models from: Risk Scoring, Fraud, Collections, and Mortgage; as well as the executive summaries for senior risk managers.
• To collaborate closely with Risk Scoring Model Validation team to provide both periodic and ad‑hoc model performance analyses to comply with Model Risk Management model validation documentation required by policy.
• To generate special ad‑hoc analyses for internal use, as well as for Internal Audit, CNBV, FCR, among others, regarding score calculations, validations, etc.
• To keep control and management of model data inventory.

• BSc / BMath degree in Actuarial Science, Applied Mathematics, Statistics, Mathematics, Physics, or Economics.
• Master's degree in any of these majors is a plus.
• 5-8 years of relevant experience in the banking industry in Risk Scoring, with solid knowledge of model performance monitoring.
• English proficiency: 80% (spoken, written, listening comprehension).
• Proven organizational, interpersonal, and analytical skills.
• Demonstrated excellent team management skills.
• Demonstrated ability to synthesize, prioritize, and drive results with urgency.

• To provide statistical knowledge and guidance to Model Monitoring analysts that produce model performance reports.
• Excellent data base management with SAS, SQL, R, or Python.
• Comprehensive knowledge of SAS or SQL programming and MS Office software (advanced Excel usage).
• High analytical.