• Competitive
  • Singapur, Singapore
  • Festanstellung, Vollzeit
  • Citibank NA
  • 17 Nov 17

GCG - Scoring and Model Risk Manager

GCG - Scoring and Model Risk Manager

  • Primary Location: Singapore,Singapore,Singapore
  • Education: Bachelor's Degree
  • Job Function: Risk Management
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 17059994


GCG - Scoring and Model Risk Manager (Grade C12)
This individual will be part of a dynamic consumer risk management team, with main responsibility and oversight over Credit Risk Model Management for Asset Portfolio, including Scoring and Non-Scoring/Segmentation model development, approval, implementation and ongoing monitoring.  In addition, the incumbent will manage CCAR (Comprehensive Capital Analysis & Review) stress testing as well as key system projects. This position reports to the Senior Scoring & Model Risk Manager within the Singapore Risk Management team.
Responsibilities include:
  • Support the implementation of Global Consumer Policies model governance program and ensuring business processes related to models are in compliance with applicable governance and policy requirements.
  • End to end model management covering Scoring, Non-Scoring, Risk Segmentation Models and Stress Testing Modelling across Consumer Lending Portfolios.
  • Advise Product Risk Managers, Risk Analysts and Model Users on the model design and conduct thorough model assessments toward the goal of providing a constructive effective challenge to model before it is adopted through the full cycle.
  • Active engagement with individual model owners on preparation of Model Approval Packages for both new and annual renewal.
  • Responsible for on-going review of all models (along with model users) both statistical and non-statistical models. Provide forward-looking assessment on all models, in line with the key drivers (macroeconomics and internal performance drivers).
  • Responsible for model performance triggers monitoring and ensuring adherence to all Global Policy requirements.  Report triggers and along with respective owner to implement appropriate corrective actions.
  • Review model validation conducted by respective owner to ensure the validation includes the assessment of model conceptual soundness, evaluation of data and assumptions, testing model computational accuracy, and performing outcomes analysis (such as back-testing and benchmarking)
  • Responsible to manage TRIAD system for Unsecured Products. Liaise with Technology team on system related matters.
  • Responsible for monthly reporting to regional, global office and regulator including Basel II, CCAR, ICAAP, FDIC, etc.
  • The incumbent needs to have extensive interactions with Regional Modeling Heads, Regional Supervising Risk Officer, Regional Model Specialists (MS) and Senior Modeling Specialist (SMS), in-country product risk managers and risk analysts, Credit Operations Mangers and other key departments.
  • Communicate and present effectively on the model risk validation results and on-going model performance to senior management, risk committees, regional/global Senior Risk and regulators when required.
  • Collaborate with Risk Managers and users in ensuring model governance activities are followed and updated when necessary.


  • A degree holder with at least 8-10 years of banking experience.
  • Demonstrated ability to deal with multiple issues simultaneously and to handle ambiguity and accountability while not always being in direct control of all areas involved
  • Effective interpersonal and communication skills conducive to forming strong relationships with internal as well as external groups, and ability to work effectively with a wide range of business partners including underwriters, risk, finance, operations and senior management
  • Strong analytical skills and project management capabilities
  • The role also requires understanding on statistical tools and methodology and credit lending framework and policies
  • Background / experience in Consumer Risk Management is preferred
Education Level: Graduate Degree
Primary Location: APAC-SGP-Singapore-Singapore
Schedule: Full-time
Employee Status: Regular
Travel: No
Relocation: No
Salary Grade: C12