Credit Risk Portfolio Manager, SVP
Citi
Model / Analysis / Validation Group Manager, SVP
Citi
full-time
Posted on:
Location Type: Hybrid
Location: Taguig • 🇵🇭 Philippines
Visit company websiteJob Level
Lead
Tech Stack
SQLUnix
About the role
- Develop, enhance, and validate the methods of measuring and analyzing risk, for all risk types including market, credit and operational.
- Also, may develop, validate and strategize uses of scoring models and scoring model related policies
- Full management responsibility of a team or multiple teams, including management of people, budget and planning, to include performance evaluation, compensation, hiring, disciplinary actions and terminations and budget approval
- Develop models and oversee model development, validation, and deployment efforts.
- Advance Risk Management methodology and integrate models into business decisions and planning.
- Manage successful annual quantitative and qualitative assessments and submissions.
- Work with large datasets and complex algorithms to solve data science challenges.
- Leverage big data to develop innovative deployable solutions
- Help introduce best-in-class, cutting edge Model techniques to drive profitability through innovation.
- Ensure timely model performance tracking, and assist in process automation to drastically improve process/operation efficiencies (where possible) that will enable the business to make rapid decisions against market condition changes
- Ensure the compliance of development and validation of models with respect to internal and external guidelines.
- Support the development of training curriculum and standard
- Partner with Risk and Decision Management organizations to understand the source of new data and continue to improve the process of defining, extracting and utilizing the new data
- Interact with senior levels of management to facilitate understanding of usage of risk models and inform critical decisions.
- Provide leadership and guidance for junior modelers.
- 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.
Requirements
- 10+ years experience
- Sound knowledge of statistical modeling concepts and industry best practices; experience with econometric and statistical modeling or application risk scoring
- Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.
- Experience with analytical or data manipulation tools (e.g. SAS, SQL, R, C Programming in UNIX)
- Proficient with MS Office suite.
- Ability to deliver compelling presentations and influence executive audiences.
- Excellent communicator; ability to engage and inspire team forward.
- Ability to drive innovation via thought leadership while maintaining end-to-end view.
- Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators.
- Experience working in Big data environments; Intellectual curiosity to stay abreast of technological advances.
- Bachelor’s/University degree or equivalent experience, potentially Masters degree.
Benefits
- Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more.
- We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families.
- We empower our employees to manage their financial well-being and help them plan for the future.
- Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.
- We have a variety of programs that help employees balance their work and life, including generous paid time off packages.
- We offer our employees resources and tools to volunteer in the communities in which they live and work.
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
statistical modelingeconometric modelingrisk scoringdata analysisquantitative analysisdata manipulationSASSQLRC Programming
Soft skills
leadershipcommunicationpresentation skillsinnovationcross-functional project managementstakeholder managementteam engagementanalytical skillsinfluenceproblem-solving