Credit Portfolio Intermediate Analyst, Citi

Citi

Location:
Hong Kong, Kowloon

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The Credit Portfolio Intermediate Analyst is an intermediate-level position responsible for supporting model risk management related with loan loss forecasting models which are used for internal and regulatory stress testing exercise, loan loss reserve forecasting, credit cost plan/outlook for Wealth Credit risk.

Job Responsibility:

Perform regular monitoring & validation on the performance of the unsecured lending loss forecasting models (CCAR/ICAAP/SDST/IFRS9/CECL usages)
Support Model development/validation/ annual renewal / On-going performance monitoring Projects and address model limitations
Support regular stress test exercises (CCAR, ICAAP, SDST), Loan loss reserve calculation, and Budget planning for Credit Cost Projection
Produces analytics and reporting used to address model limitations
Maintain compliance with Citibank model risk policies/procedures, regulatory policies and prepare, update, and ensure approval of all internal policy and procedure changes, keeping proper change and approval logs
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 behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency

Requirements:

Bachelor or post-graduate degree in Business, Statistics, Data Science or other related quantitative disciplines
Minimum 4 - 5 years of model risk management experience in Cards and Unsecured Lending Products and experience in credit scorecard or credit loss forecasting models (CCAR/ICAAP/CECL/IFRS9)
Highly numerate, good communication, interpersonal skills and ability to motivate others with leadership potential
Sound knowledge in SAS programming, data mining and MS word / excel / access / power-point is a must
Demonstrated accountability, self-motivation, and detail oriented

What we offer:

Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more
Expanded Paid Parental Leave Policy
Access to an array of learning and development resources
Generous paid time off packages
Resources and tools to volunteer in the communities in which they live and work

Additional Information:

Job Posted:
June 13, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Credit Portfolio Intermediate Analyst