Banamex risk scoring team is in charge of risk scoring model related activities, such scoring models' and segmentations' performance monitoring, ongoing model validation, compliance with mrm (model risk management) policy, and model implementation activities.
in the
model validation & monitoring team
, we are currently seeking an analyst with the following characteristics:
main tasks and responsibilities
• producing reports on a regular basis to show the performance and stability of the risk models to comply with mrm policy.
• model performance ad hoc analyses. Generating model performance reports and analysis on a regular basis.
• escalate credit concerns/updates to senior risk and business managers and propose risk mitigation action to be taken by staying continuously informed of related developments/news for the portfolio and industry covered and understanding the credit process, policies, and citi's risk appetite.
• continuous interaction with model risk management validation team in english (both in writing and orally) is required.
• responsible for risk model-related controls providing evidence in writing on a
monthly/quarterly/ad hoc basis to different control teams (mca, quality assurance, internal audit, etc.).
qualifications:
coding experience, practical knowledge of sas (must)
intermediate english (must)
desirable sql, r, or python.
1+ years of experience in credit risk analysis or corporate banking.
consistently demonstrate clear and concise written and verbal communication.
team player, proactive, and with the ability to communicate well and promptly ideas and results to direct manager and coworkers.
proven ability to work with little direction and in a team.
proven organizational, interpersonal, and analytical skills.
proven experience with producing documentation in english (technical documents, essays, reports, powerpoint presentations, etc.) and model performance monitoring reports.
education:
bs in an analytics-related field, such as data science, mathematics, engineering, statistics or actuarial science
master's degree is a plus. (desirable)