Citi’s Risk Modeling Solutions department is responsible for the development, delivery, and monitoring of all credit risk models across Citi’s consumer lending portfolios globally. These models span two core activities; granting and managing credit to individual customers and delivering loss forecasts for stress testing (ex. CCAR), loan loss reserving (ex. CECL), and business planning.
Role:
The Model Monitoring Analytics – C13 position sits within the Decision Model Monitoring & Business Analytics team and is responsible for:
Core Responsibilities:
This position within Global Consumer Banking will focus on model performance Monitoring, Analytics & Insights for Non-Regulatory Decision Models for Unsecured products (e.g., Credit Cards). The responsibility includes but not limited to the following activities:
Perform Root Cause Analysis explaining model performance to second line of defense and Policy teams for Business risk decisioning.
Analyze & bring out Insights for Credit Risk Non-Regulatory Scoring/ Non-Scoring Segmentation models adding business value.



This would include performance assessment, drill down root cause analysis for performance deterioration, mitigation action providing rational for continued usage of the model as applicable.
Present model performance to senior stakeholders, CROs, Risk Policy managers, Sponsors explaining the heath of the model, connecting model metrices to business scenarios explaining the breach in model performance.
Partnering with Risk Policy leads to help understanding the levers / cut off adjustments required in scores baked in Risk strategies to bring in incremental benefit / loss mitigation to business.
Explain model performance to second line (Model Risk Management) of defense providing rational for model performance deterioration, explaining the applicability of the usage of the model.
Respond to queries from 3rd Line of Defense (Internal and External Auditors) on model performance.
Work effectively across cross functiona

📌 Model Monitoring and Business Analytics (Bengaluru)
🏢 Citi
📍 Bengaluru