C10- Ppnr Balance & Loss Forecasting jobs at Citi Group in Malaysia, George Town
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Malaysia
George Town
126 jobs found
18.09.2024
CG
Citi Group C10- PPNR Balance & Loss Forecasting Malaysia, Penang, George Town
Review and validate new and existing model and framework, provide effective challenge, ensure validation work quality. Help manage model risk across the model lifecycle including model validation, performance evaluation and...
End-to-end development support, and governance of models in treasury/IRRBB space. End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business...
Contribute to the estimation of risk capital and incorporate results into management reports and decision processes. Assist with the analysis of Citi’s/Citi’s competitors’ financial performance. Aid in the annual planning...
End-to-end development and governance and support of models in treasury/IRRBB space. End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and...
The candidate will have experience in a large, sophisticated credit granting or risk management organization within a major consumer card, financial services, retailing or consulting business. This individual will bring...
Manages RWA forecasting models for quarterly stress-testing cycles (CCAR/DFAST) across all risk types as a sponsor, developer or user, including but not limited to Model Risk Management (MRM) submissions (e,g,...
We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded...
Review and validate new and existing model and framework, provide effective challenge, ensure validation work quality. Help manage model risk across the model lifecycle including model validation, performance evaluation and...
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