Wealth Lending Credit Risk Stress Testing Lead - AVP

Citi; Hong Kong; On-site; HKD 900,000 - 1,200,000; Full time

Job summary

Citi is seeking a high-caliber AVP in Hong Kong to support regulatory stress testing and credit risk cost planning for the Wealth Lending portfolio. You will oversee model risk management and ensure forecasting models meet regulatory standards while supporting ongoing performance monitoring and reporting.

The role requires 5-8 years in model risk within Wealth Lending, strong SAS skills, and numerical acumen with excellent communication. Some travel may be required.

Qualifications

• Bachelor or postgraduate degree in Business, Statistics, Data Science or other related quantitative disciplines.
• 5-8 years of experience in model risk management within Wealth Lending portfolios, including hands-on experience with credit loss forecasting models and frameworks such as CCAR, ICAAP, CECL, and IFRS 9.
• Sound knowledge in SAS programming; data mining and MS Word / Excel / Access / PowerPoint is a must.

Responsibilities

• Perform regular monitoring & validation on the performance of the Wealth 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.

Skills

SAS programming

Numeracy

Communication skills

Leadership potential

MS Excel

Interpersonal skills

Attention to detail

Education

Bachelor's or postgraduate degree in Business/Statistics/Data Science or related quantitative disciplines

Tools

MS Word

MS Excel

MS Access

PowerPoint

Job description

Citi is seeking a high-caliber AVP in Hong Kong to support regulatory stress testing and credit risk cost planning for the Wealth Lending portfolio. You will oversee model risk management and ensure forecasting models meet regulatory standards while supporting ongoing performance monitoring and reporting.

The role requires 5-8 years in model risk within Wealth Lending, strong SAS skills, and numerical acumen with excellent communication. Some travel may be required.