Citi Group C10 - MRM Validation Analyst II 

Malaysia, Penang, George Town 

631538450

Description

Model Risk Management (MRM) is an independent oversight function. The Mumbai center is one of the five MRM locations across the globe and is responsible for development and maintenance of Model Risk Management Policy and procedures, for evaluation and approval of very high, high and medium high risk models used in global consumer risk management.

Key Responsibilities:

• 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 annual model reviews.
• Challenge and continually improve MRM Guidance on modeling approaches and model performance testing.
• Contribute to strategic, cross-functional initiatives within MRM organization.

• Minimum of Master’s degree in a quantitative field (Statistics, Mathematics, Physics, Engineering, Computer science, etc.)
• Higher academic qualifications and/or certifications such as a PhD, a second Master’s degree, CPA or CFA is a plus
• Must have a strong background in statistical modelling techniques.
• Good understanding of Model Risk Management.
• Strong written and oral communication skills.

Time Type: