Citibank Berhad - Risk Management - Basel and Global Credit Risk Reporting - Assistant Vice...

Recruiter
Citibank Berhad
Location
Kuala Lumpur, Malaysia
Salary
Competitive
Posted
24 Nov 2018
Closes
29 Nov 2018
Ref
4612596
Sector
Banking and financial services
Contract type
Permanent
Hours
Full time
  • Primary Location: Malaysia,Wilayah Persekutuan,Kuala Lumpur
  • Education: Bachelor's Degree
  • Job Function: Risk Management
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18056827


Description

AVP, Risk Management - Basel & Global Credit Risk Reporting
  • Support Country Risk Manager (CRM) in portfolio risk management to ensure adherence, compliance and timely reporting with accuracy and consistency
  • Provide information for CRM to reinforce clear risk appetite in business in delivering standard risk management framework of oversight and controls
  • Key Responsibilities
  • Key responsibilities can be broken down into 3 parts (a) Global Regulatory and Corporate reporting (b) Basel reporting and model validation (c) Regional Data Automation
  • Manage a team of 4 employees to support the key responsibilities of Risk Reporting and Automation Project
  • Develop, maintain and monitor monthly and quarter submission for Basel and US regulatory reporting to ensure accurate information reported and comply with policy
  • Undertake holistic review and maintenance of Basel models to ensure best practice benchmarks are developed and adhered through a process of continuous improvement Identify and escalate emerging and material risks within products losses and performance of the model to Country Risk Manager
  • Mitigate operation risk through re-engineering and automate data warehouse extraction to ORP reports to improve MIS framework governance and minimized manual involvement in regulatory reporting
  • Facilitates regional risk reporting centralization project by being the country lead representative and act as liaison with Global/Regional counterparty in managing the data mapping, validation and ensure project within timeline
  • Participate in Global projects in robust Loss Forecast models development Provide support to ensure high standard of data enrichment and validation


Qualifications

  • Professional or Degree Holder in Computer Science, Actuarial Science, Statistics, Decision Management, MIS or any related fields
  • Preferably with 4-6 years prior experience in a similar job function would be an added advantage
  • Programming knowledge in SAS skills would be preferred
  • Must be comfortable working with computer-based financial models and related tools
  • Diligent, attention to details, analytical and an aptitude for numbers is a must
  • Must be highly motivated, have the ability to work independently and be comfortable in
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