Citi Group Credit Risk Analyst 

Singapore, Singapore 

334165708

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Credit Risk Analystbased in

The Credit Risk Analyst is an entry to intermediate level position responsible for conducting stress tests and monitoring the portfolio to ascertain and evaluate the provision requirement from IFRS9 perspective in coordination with the Risk Management team. The overall objective of this role is to manage Citi's portfolio stress testing or IFRS9 provisioning process and monitoring of the relevant models used for stress testing.

Responsibilities:

• Contribute to the quarterly submissions for IFRS9 provisioning process, work with finance stakeholders to ensure timely submission of the provision numbers.
• Contribute to the quarterly/annually submissions for Stress Testing, regulatory and non-regulatory (CCAR/ICAAP/IWST) submission for loss forecasting.
• Manage stress test for the entire credit spectrum across multiple products (retail) and prepare risk management presentations for senior management
• Analyze model outputs and relate to portfolio and macroeconomic trends
• Utilize Statistical Analysis System (SAS) to perform risk, financial and data analyses including profiling, sampling, reconciliation, and quality testing
• Participate in developing, testing, and optimizing statistical risk models, ensuring consistency and regulatory compliance for the purpose of loss forecasting and/or IFRS9 provisioning with Model Developers.
• Perform Model Monitoring, Validations as per Model Risk Management Guideline
• Manage IFRS9 provisioning for the entire credit spectrum across multiple products and prepare risk management presentations for senior management
• Appropriately assess provision adequacy safeguarding Citigroup and it's 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.

Qualifications:

• You should be a degree holder in data science, statistics or quantitative studies, with at 2-4 years experience, preferably in consumer risk management area.

• You should have strong portfolio, analytical and financial analysis skills, with demonstrated ability to conceptualize and clearly communicate the analytical findings, both in writing and verbally.

• SAS programming capability (preferred); strong analytical capability, an experienced user of Microsoft Excel and PowerPoint

• You should be able to effectively network with coworker from cross functional and multitask in a fast paced environment.

Time Type:

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