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Senior Lead, Fraud Model Validation

2 months ago


Meridian, Mississippi, United States 00002 Citibank, N.A. Full time

Position Overview: Specialized Analytics Senior Lead

The Specialized Analytics Senior Lead plays a crucial role in leveraging cutting-edge methodologies to enhance business operations. This individual possesses a unique expertise that is pivotal to the organization, maintaining a strong grasp of current trends and their application in the field. Exceptional communication skills are vital for effective internal negotiations, particularly at senior levels. The ability to guide, influence, and persuade colleagues and external stakeholders is essential. This role is accountable for significant business outcomes and provides expert advice on operational strategies, particularly in the realm of fraud detection model validation.

Key Responsibilities:

  • Engage collaboratively with model developers, vendors, and Model Risk Management validators throughout the entire model lifecycle.
  • Oversee the validation and assessment of fraud detection models, utilizing statistical analysis and data verification techniques.
  • Provide strategic insights on model documentation, underlying assumptions, data sources, and interpretation of validation results.
  • Conduct comprehensive validation evaluations for fraud models, ensuring adherence to regulatory standards and industry best practices.
  • Analyze complex data sets to support and refine business strategies aimed at achieving key performance indicators.
  • Utilize tools such as SQL and Access to identify and analyze data sets that drive business success.
  • Document data requirements, collection processes, and exploratory data analysis methodologies.
  • Specialize in areas such as marketing, risk management, digital solutions, and anti-money laundering, focusing on risk mitigation and compliance assurance.

Qualifications:

  • A minimum of 8 years of experience in statistical analysis and model validation.
  • Proficient in both traditional and advanced modeling techniques and algorithms.
  • In-depth knowledge of model evaluation methodologies and familiarity with regulatory frameworks.
  • Experience in a quantitative discipline, ideally within the Financial or Credit Card sectors.
  • Strong modeling capabilities using tools such as R, Python, H2O, and SAS.
  • Exceptional analytical skills, problem-solving aptitude, and collaborative abilities.
  • Solid educational foundation in statistics, mathematics, economics, or related fields.

This job description outlines the essential responsibilities and qualifications for the role of Specialized Analytics Senior Lead, emphasizing the significant impact on business operations and the necessity for specialized knowledge in the field.

Job Family Group: Decision Management

Job Family: Specialized Analytics (Data Science/Computational Statistics)

Time Type: Full time

Salary Range: Competitive

Citi is committed to diversity and inclusion, welcoming applications from qualified candidates regardless of race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or veteran status.