Senior VP: Regulatory Risk Modeling & Analytics

Citibank (Switzerland) AG; Hinoba-an; On-site; Confidential; Full time

Job summary

Citi, a global financial services firm, seeks a senior Risk Model Development Manager to lead a team responsible for developing and validating risk models across market, credit, and operational risk. You will manage data science projects, deploy advanced modeling techniques, and ensure compliance with internal and external guidelines.

The role requires oversight of model development, validation, and governance, with collaboration across risk, audit, and regulatory teams.

Qualifications

• 13+ years experience.
• Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or application risk scoring.
• Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.
• Experience with analytical or data manipulation tools (e.g. SAS, SQL, R, C Programming in UNIX)
• Proficient with MS Office suite.
• Ability to deliver compelling presentations and influence executive audiences.
• Excellent communicator; ability to engage and inspire team forward.
• Ability to drive innovation via thought leadership while maintaining end-to-end view.
• Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators.
• Experience working in Big data environments; Intellectual curiosity to stay abreast of technological advances.

Responsibilities

• Develops, enhances, and validates risk measurement and analysis methods across risk types.
• Develops models, validation, and deployment efforts.
• Advances Risk Management methodology and integrates models into business decisions.
• Manages annual quantitative and qualitative assessments and submissions.
• Works with large datasets and complex algorithms to solve data science challenges.
• Leverages big data to develop deployable solutions.
• Ensures timely model performance tracking and process automation where possible.
• Ensures compliance of development/validation with guidelines.
• Interacts with senior management to explain model usage for critical decisions.
• Provides leadership for junior modelers.

Skills

Analytical Thinking

Credible Challenge

Data Analysis

Governance

Policy

Procedure

Risk Management Lifecycle

Education

Bachelor’s/University degree

Masters degree

Tools

SAS

SQL

R

C programming in UNIX

Job description

Citi, a global financial services firm, seeks a senior Risk Model Development Manager to lead a team responsible for developing and validating risk models across market, credit, and operational risk. You will manage data science projects, deploy advanced modeling techniques, and ensure compliance with internal and external guidelines.

The role requires oversight of model development, validation, and governance, with collaboration across risk, audit, and regulatory teams.