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Monday, May 02, 2011

Model Scoring Analyst 4

Brief Description of the Organization The Citigroup Global Consumer businesses comprise the financial service sector's most diverse consumer product offerings, including banking services, credit cards, loans and insurance. Our businesses also offer industry-leading technology, a strong worldwide presence and a powerful global franchise in Citibank.  
Model Scoring Analyst 4-10038247
Description
 
General Summary
Responsibilities include developing statistical models and decision logic to support risk management initiatives, and developing statistical techniques, sampling procedures and scoring algorithms for use in statistical applications. In addition, this position will be responsible for consulting support to the business relating to the use of decision tools, communicating results to diverse audiences, participating on teams to solve business problems, identifying modeling opportunities that yield measurable business results, and be recognized as a thought leader and an innovator within the department.
The incumbent needs to have risk scorecard analytics understanding or experience (underwriting cut-off analysis, profitability analysis, and collections analytics), and an understanding of exploratory data analysis, classical regression techniques, classification and regression trees, discrete-choice and multinomial logit models, panel and hazard model methods, and modern regression analysis including nonparametric models
Essential Job Functions (Approximate % of Time Spent)
Describe the essential functions of this position in order of importance.  Indicate the approximate percentage of time spent performing each job function
·          (45%) Statistical Modeling
·          (25%) Business Consulting and Analysis
·          (25%) Data Quality and Specification  
·          (5%) Research and Development
Other duties include:
·          Recognizing information and patterns in data that are not obvious, and focusing analytical efforts in pursuit of explanations, isolations of cause and effect.
·          Utilizing Microsoft Office products as well as SAS graphics, must be able to take analytical findings, consolidate to key points, prepare reports and presentations of work, verbally present findings and make recommendations.
·          Working with the analyst and technology teams to uncover and understand the functionality of business systems and the details of the resulting data for use in scorecard and strategy development and implementation.
Utilize project management skills to successfully self-manage coincident modeling assignments and track/report project progress in a timely, concise, and informative manner.
·         All new hires are subject to work eligibility verification via the DHS E-Verification System
Qualifications
 
Position Qualifications
  • Minimum master degree in quantitative field such as statistics, economics, business finance, or mathematics. PHD or comparable work experience preferred.
  • 3+ years relevant consumer finance (mortgage experience preferred) or credit card industry experience.
  • Computer programming skills must include 2+ years of hands-on coding experience in SAS or other programming language, with ability to display proficiency in data management and manipulation skills in order to perform job requirements.
  • Must possess a strong understanding of statistical tools, as well as the principles of cost/benefit analysis, risk management, marketing and/or operations and their application to consumer credit business.
  • Excellent written and oral communication skills are required, ability to present work in a formal and understandable format, bringing groups of people to consensus.
  • Ability to operate well in a team environment.
  • PCs, SAS, Microsoft Office Suite, and general office equipment.
Must demonstrate ability to successfully engage in multiple projects. 
  
Primary Location: NAM-USA-MO-O'fallon
Other Locations: NAM-USA-CT-Stamford
Schedule: Full-time
Education Level: Master's Degree
Shift: Day Job
Employee Status: Regular
Travel: No
Office Location / Address: O'Fallon, MO

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