Statistical Modeler - BFSI

Statistical Modeler

Job Description

About us:

Global Decision Management is a global analytics community driving data led transformations across Citi business and geographies to create actionable intelligence for our business leaders. We are a fast growing organization penetrating multiple functions across marketing, risk, compliance & treasury services

What do we offer:

We are a part of North America Cards team providing strategic and analytical support to nurture growth through developing multi-faceted strategies for bank and customer. With a pre-eminent global brand, our team delivers top-in class analytics & innovative solutions through machine & deep learning intelligence that address clients- evolving needs. In order to achieve the best in class analytical solutions across business units, we use the best in class tools and technology.

Few notables among the multiple areas that we are responsible for:

- Product analytics: This includes both new product development and feature change of existing products. Impact of product features and marketing offers are established through rigorous analytical efforts to understand the shift in customer requirements and sentiments to enable recommendation of necessary changes to drive customer delight along with profitability

- Customer experience and Servicing analytics: Analytics to aid better experience for the customer through enabling lower call hold time, immediate problem resolution in calls & complaints, better cross-sell experience. Advanced text analytics leveraged for such solutions.

- P&L forecasting for Acquisition and ECM customers: Regular forecasts of Cards P&L at a varied level of granularity to guide strategic budget and revenue planning

- Rewards forecasting: Forecasts for rewards reserve to identify quarterly reserve build or release for the rewards/cash portfolios impacting the P&L

Expertise Required

Analytical Skills:

- Traditional Modelling - Must have hands-on expertise in developing and managing scoring models

- Traditional Modeling techniques like Regression, Logistic Regression, Factor Analysis, Segmentation, Discriminant Analysis, Stochastic Process, Time Series

- Advanced Modelling Hands-on knowledge on using advanced machine learning technologies - SVM, GBM, RF, XG Boost

- Problem Solving - Ability to solve unstructured problems and generate insights that business can leverage

- Provide support in the management and efficient delivery against requirements set forth by internal Risk oversight group as well as external regulators

- Preferred - Traditional and Advanced Modelling (especially anyone who has experience on PD/LGD model)

Tools and Platforms:

- Proficient in SAS, SQL, R, Python and familiarity with Hadoop and related tools (Hive, Hue, MapReduce, Impala, etc.) preferred.

- Proficient in MS Excel, PowerPoint

- 3+ years of hands-on experience in delivering Analytical solutions, with good working knowledge in BFSI domain