Citibank Berhad KL Scoring and Model Management Risk Analyst

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Citibank Berhad KL Scoring and Model Management Risk Analyst-18063041
Description
 
  • Engagement with global model development team for model development, UAT testing, models implementation and models performance monitoring   
  • Understand and analyse shifts in model performance to ensure models accuracy and timely MIS reporting
  • Check model implementation accuracy by performing analysis and reconciling system scores against SAS programs computation
  • Consistently review country process against Global model management guideline to ensure compliance
  • Review workflow for opportunity to re-engineer daily tasks to improve and harmonize the reporting process
  • Provide support to regulatory stress testing (CCAR/ICAAP) models documentation, development and data analytic
  • Develop, maintain and monitor the models performance to ensure accurate system functionality 
  • Participate in on-going projects to create DataMart for centralized repository
  • Support all BNM, Internal Audit (IA and FCR) and external audit (KPMG) queries in timely manner 
  • Perform ad hoc MIS for score models analytics

 

 

 


Qualifications
 
  • Degree holder in Computer Science, Actuarial Science, Statistics, Decision Management, MIS or  any related fields        
  • 1-3 years of working experience in similar environment would be an added advantage
  • Programming knowledge in SQL, VB or SAS skills would be preferred
  • Diligent, attention to details, analytical and an aptitude for numbers is a must
  • Proactive, driven, team player and good interpersonal skills
  • Experience in MIS reporting is preferred

 

 

  



19 July 2019
Location: Malaysia Corrientes Kuala Lumpur
Work type:
Full time
Sector:
Banking and Financial Services
Profession:
Other
PLEASE! No enquiries from Recruitment Agencies or Headhunters.

Only direct applications will be considered.

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