Citibank Berhad KL - Scoring and Model Management Risk Analyst (AVP)
- Recruiter
- Citibank Berhad
- Location
- Kuala Lumpur, Malaysia
- Salary
- Competitive
- Posted
- 18 Feb 2018
- Closes
- 23 Feb 2018
- Ref
- 2709290
- 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: 17081465
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
- 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
- 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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