Fraud Modeling Analyst

About the role

Fraud Modeling Analyst at Citi. Partner closely with Strategy partners and Model Risk Management validators across the model lifecycle including validation, ongoing performance evaluation.

What you'll do

• Partner closely with Strategy partners and Model Risk Management validators across the model lifecycle including validation, ongoing performance evaluation
• Responsible for model development, validation and testing of fraud detection models, including statistical analysis, data validation and model performance evaluation
• Conduct rigorous validation assessment for fraud model validation; develop and implement validation methodologies to assess model accuracy, robustness, and effectiveness
• Ensure compliance with regulatory requirements and industry best practices in fraud detection and model validation
• Incumbents work with large and complex data sets (both internal and external data) to evaluate, recommend, and support the implementation of business strategies

What you need

• 3–6 yrs of experience
• Statistics
• Hive
• SAS
• Machine learning
• Python
• Spark
• MBA or B.Com

Good to have

• SQL
• Data visualisation