• Competitive
  • Kuala Lumpur, Malaysia
  • Permanent, Full time
  • Citibank Berhad
  • 2018-10-22

Citibank Berhad - Risk Management - Basel and Global Credit Risk Reporting - Assistant Vice President

Citibank Berhad - Risk Management - Basel and Global Credit Risk Reporting - Assistant Vice President

  • Primary Location: Malaysia,Wilayah Persekutuan,Kuala Lumpur
  • Education: Bachelor's Degree
  • Job Function: Risk Management
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 18056827


Description

AVP, Risk Management - Basel & Global Credit Risk Reporting
  • Support Country Risk Manager (CRM) in portfolio risk management to ensure adherence, compliance and timely reporting with accuracy and consistency
  • Provide information for CRM to reinforce clear risk appetite in business in delivering standard risk management framework of oversight and controls
  • Key Responsibilities
  • Key responsibilities can be broken down into 3 parts (a) Global Regulatory and Corporate reporting (b) Basel reporting and model validation (c) Regional Data Automation
  • Manage a team of 4 employees to support the key responsibilities of Risk Reporting and Automation Project
  • Develop, maintain and monitor monthly and quarter submission for Basel and US regulatory reporting to ensure accurate information reported and comply with policy
  • Undertake holistic review and maintenance of Basel models to ensure best practice benchmarks are developed and adhered through a process of continuous improvement Identify and escalate emerging and material risks within products losses and performance of the model to Country Risk Manager 
  • Mitigate operation risk through re-engineering and automate data warehouse extraction to ORP reports to improve MIS framework governance and minimized manual involvement in regulatory reporting
  • Facilitates regional risk reporting centralization project by being the country lead representative and act as liaison with Global/Regional counterparty in managing the data mapping, validation and ensure project within timeline
  • Participate in Global projects in robust Loss Forecast models development Provide support to ensure high standard of data enrichment and validation


Qualifications

  • Professional or Degree Holder in Computer Science, Actuarial Science, Statistics, Decision Management, MIS or any related fields 
  • Preferably with 4-6 years prior experience in a similar job function would be an added advantage 
  • Programming knowledge in SAS skills would be preferred 
  • Must be comfortable working with computer-based financial models and related tools 
  • Diligent, attention to details, analytical and an aptitude for numbers is a must 
  • Must be highly motivated, have the ability to work independently and be comfortable in
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