**DESCRIPTION / RESPONSIBILITIES:** + Responsible for Consumer Retail Credit Loss Forecasting Models as well as decision models Oversight and Governance in Asia and European countries. + With in-depth understanding of the model life cycle and model risk management, ensure compliance of applicable policies and regulatory requirements pertaining to model development, validation, usage and on-going performance assessment; + Participate in model development calls between sponsor and modeler, exercise effective challenge for assumptions, risk drivers, methodologies and results to ensure models satisfy the functional requirements; + Provide guidance and technical advice to countries on model related methodological issues and strategic use to achieve the business control and profitability goals. + Capable of presenting complex modeling concepts to non-technical audiences. + Ensure respective countries have appropriate Champion/Challenger/Benchmark loss forecasting models / methodologies in place. Work with multiple stakeholders (e.g. countries, modelers, credit risk oversight seniors) to ensure annual model development / enhancement plan to address model issues identified. + Coordinating, and reviewing before submission to Model Risk Management (MRM), all model documentations including Validation, Re-validation, Annual Model Review, Ongoing Performance Assessment, overlay documentation, closure of model limitations. Tracking all work and approval status with MRM and countries. + Ensure all models inputs (e.g. macroeconomic forecasts) are provided in a timely manner to facilitate periodic model run as per regulatory timeline. Coordinating with Global Model Production Team to schedule periodic model run and obtain model results to support countries CCAR/CECL/ICAAP Credit Loss Forecasting submission. + Participate in logistics and model usage support to Global on CCAR/CECL/ Annual Loss Forecasting submission. Achieve effective challenge to model run results to fulfill the regulatory stress testing and business credit planning objectives. + Effectively support setting up of standards, designing workflows, ensuring control and compliance of regulatory submission, such as CCAR, ICAAP, CECL, IFRS9, etc. + Perform model governance self-assessment, identify exceptions / findings to communicate to Senior Manager, and set up corrective action plan (CAP) as appropriate. Coordinate with multiple stakeholders to ensure timely CAP resolution. + Review recommendations on possible revisions and proposed changes in Model Risk Management and CCAR/CECL policies and procedures, conduct gap analysis, implement the changes and ensure compliance at all levels. + Preparing/reviewing meeting minutes of model development discussions, model results review, policy-related calls, for audit trail purposes. **QUALIFICATIONS** + University degree in Economics or Statistics + At least 2-5 years experience in scoring / risk segmentation / loss forecasting model management, model oversight role with solid consumer risk management / decision models experience for all consumer loan products + Strong common sense and judgment in applying the policies and procedures to specific situations + Ability to work effectively under pressure + Solid work experience in handling analysis and presentation of complex financing portfolios + Strong in process management and control concepts + Proactive and problem solving + Disciplined, self-motivated, independent, mature and willing to work overtime as occasional evening conference calls with Global Office and other Asia and European countries are expected. + Good verbal, written and interpersonal communication skills in liaising with global model development team and country risk teams at all levels. + Strong computer skills particularly in Excel/PowerPoint/SAS/Answer Tree, etc. and prepare presentation decks + Occasional travel across the region may be required ------------------------------------------------------ **Job Family Group:** Risk Management ------------------------------------------------------ **Job Family:** Risk Analytics, Modeling, and Validation ------------------------------------------------------ **Time Type:** Full time ------------------------------------------------------ _Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._ _If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review_ _Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)_ _._ _View Citi’s_ _EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy)_ _and the_ _Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf)_ _poster._ Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.