Risk Analytics, Modeling

2 weeks ago

Kuala Lumpur, Malaysia Citi Full time

Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual. - ** Responsibilities**: Qualifications**: Education**: - Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models and scoring model related policies. - Conducts statistical analysis for risk related projects and data modeling/validation. - Applies quantitative and qualitative data analysis methods including SAS programming, Structured Query Language (SQL) to extract, transform and analyze data and Visual Basic programming language. - Prepares statistical and non-statistical data exploration, validate data, identify data quality issues. - Conducts data analysis, data mining, read and create formal statistical documentation, reports and work with Technology to address issues. - Analyzes and interprets data reports, make recommendations addressing business needs. - Uses Predictive modeling methods, Optimizing monitoring systems, document optimization solutions, and present results to non-technical audiences; write formal documentation using statistical vocabulary. - Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results. - Validates assumptions; escalate identified risks and sensitive areas in methodology and process. - Automates data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations. - 5-8 years experience - Proficient in Microsoft Office with an emphasis on MS Excel - Consistently demonstrates clear and concise written and verbal communication skills - Self-motivated and detail oriented - Demonstrated project management and organizational skills and capability to handle multiple projects at one time - Bachelor’s/University degree or equivalent experience - **Job Family Group**: Risk Management - **Job Family**: Risk Analytics, Modeling, and Validation - **Time Type**: Full time - Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. View the "**EEO is the Law**" poster. View the **EEO is the Law Supplement**. View the **EEO Policy Statement**. View the **Pay Transparency Posting

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