Non-score Model Junior Analyst

6 days ago


Jakarta, Indonesia Citi Full time

Non-Score Model Junior Analyst is a developing professional role. The job holder applies knowledge in monitoring, assessing, analyzing and evaluating the non-scoring model. These models are used by Citi’s Risk Management teams to support their Business Planning processes and are used directly as loss forecasting tools for the bank’s Stress Testing processes. The job holder supports model risk across the model lifecycle including model validation, ongoing performance evaluation and annual model reviews.

**Responsibilities**:

- Preparing model documentation, annual model reviews and backtesting across the model lifecycle.
- Engaging with Model Risk Management (MRM) on all ongoing monitoring related aspects, playing a role in the process of obtaining MRM approval.
- Review macro-economic variables used in the model and analyze the trend
- Assist in preparing CCAR14A and Local Stress Testing (ICAAP, Bottom-Up Stress Testing)
- Assist in preparing overlay document on multiple exercises including CECL Loss Provision
- Assist in preparing Annual Scenario Planning
- Supports project of constant improvement of risk analytics, modeling and validation systems and optimization of reports.
- Understands database structures, key business categories, internal banking business processes, statistical/mathematics concepts.
- Partners with senior analyst to execute projects and reports as necessary.

**Qualifications**:

- 0-2 years of experience in credit risk analysis or corporate banking
- Knowledge of statistical model calculation (regression, decision tree) is an advantage
- Knowledge of SQL programming languages is an advantage (SAS is preferred)
- Knowledge of credit collection processes, financial modelling, credit and banking products, credit analytics, and risk assessment
- Consistently demonstrate clear and concise written and verbal communication
- Proven ability to work with little direction and in a team
- Demonstrated accountability, self-motivation, and business acumen

**Education**:

- Bachelor's degree/University degree or equivalent experience
- **Job Family Group**:
Risk Management
- **Job Family**:
Credit & Portfolio Risk Management
- **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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