Job Description

Description: The role is a middle management role within the retail credit risk team, responsible for managing stress test for retail portfolios in Citibank Singapore Limited. The overall objective of this role is to manage Citi\'s portfolio exposure to clients and counterparties globally.

Responsibilities:

• Responsible for Stress Testing (ICAAP/IWST/CCAR) submission and model development / maintenance including ongoing monitoring, revalidations and redevelopment with model developers/validators
• Manage IFRS9 models and ensure models are governed and complies within the firmwide Model Risk Management Framework
• Contribute to the development of new techniques and improvement of processes and work- by applying in-depth disciplinary knowledge and integrating subject matter and industry expertise within Risk Management
• Support system implementation and process enhancements
• Manage projects across multiple products and retail formats consistent with program financial goals
• Maintain compliance with Citibank credit policies/practices, regulatory polices and prepare, update and ensure approval of all internal policy and procedure changes, keeping proper change and approval logs
• Continuously identify process improvements and efficiencies to support business unit goals through dissecting issues and making recommendations
• Utilize Statistical Analysis System (SAS) in a UNIX environment to perform risk, financial and data analyses including profiling, sampling, reconciliation, and quality testing
• Manage risk levels for the entire credit spectrum across multiple products and retail formats and prepare risk management presentations for senior management
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm\'s reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency, as well as effectively supervise the activity of others and create accountability with those who fail to maintain these standards.
• Conduct managerial responsibilities, including coaching/mentoring junior analysts, performance management and evaluation (including managing the Review the Reviewer process), work assignment management and resource/capacity management, monitoring and escalating as needed

Qualifications:

• 8-10 years of relevant experience
• Experience in consumer risk analytics / stress testing
• Proven ability to work with large databases
• Programming skills in SAS and proficient in SQL
• Ability to apply credit and risk principles toward business goals
• Demonstrated ability to synthesize, prioritize and drive results with a sense of urgency
• Proven ability to remain organized in a fast-paced environment, managing multiple projects
• Proven interpersonal, organizational and analytic skills
• Strong self-starter, pro-active and team player.

This individual will be part of a dynamic consumer risk management team, with main responsibility and oversight over stress testing and stress loss model management for Retail Portfolios - Job Family Group: Risk Management - Job Family: Credit & Portfolio Risk Management - Time Type: Full time - Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Citigroup Inc. and its subsidiaries ("Citi\xe2\x80\x9d) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi. View the "EEO is the Law" poster. View the EEO is the Law Supplement. View the EEO Policy Statement. View the Pay Transparency Posting