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Citibank Berhad KL - Scoring and Model Management Risk Analyst (AVP)

Description

Function background/context:

Global Consumer Banking (GCB) Risk Management helps to ensure the balance between risk and reward within the diverse lending businesses. Risk responsible to ensure customer received the appropriate lending products they need, while maintain appropriate and reasonable amount of risk

Job Purpose

The role's support the score management and reporting function in GCB Risk Management. The role requires good eye for details, score models management, models implementation and adherence to dateline and accurate reporting

Key Responsibilities:

Lead scoring & model management that includes engagement with global model development team for model development, UAT testing, models implementation and models performance monitoring
Understand and analyse shifts in model performance to ensure models accuracy and timely MIS reporting
Check model implementation accuracy by performing analysis and reconciling system scores against SAS programs computation
Consistently review country process against Global model management guideline to ensure compliance
Review workflow for opportunity to re-engineer daily tasks to improve and harmonize the reporting process
Provide support to regulatory stress testing (CCAR/ICAAP) models documentation, development and data analytic
Develop, maintain and monitor the models performance to ensure accurate system functionality
Participate in on-going projects to create DataMart for centralized repository
Support all BNM, Internal Audit (IA and FCR) and external audit (KPMG) queries in timely manner
Perform ad hoc MIS for score models analytics
To be able to backup other team members within Consumer Risk Management when need arises

Qualifications

Degree holder in Computer Science, Actuarial Science, Statistics, Decision Management, MIS or any related fields
4-6 years of working experience in similar environment would be an added advantage
Programming knowledge in SQL, VB or SAS skills would be preferred
Diligent, attention to details, analytical and an aptitude for numbers is a must
Proactive, driven, team player and good interpersonal skills
Experience in MIS reporting is preferred

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