Senior Historical Data & Model Risk Lead

Citigroup; Taguig; Hybrid; PHP 2,500,000 - 5,500,000; Full time

Job summary

Citi is seeking a Vice President, Historical Data Management Lead based in Taguig, Philippines, hybrid work arrangement. You will work within Citi's Risk Management organization, overseeing risk analytics, model validation, and reporting to support enterprise risk decisions and regulatory compliance.

In this role, you will lead technical analyses, collaborate with cross-functional teams, and present findings to senior stakeholders, including regulators when required.

Responsibilities

• The Model/Anlys/Valid Officer is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business.
• 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.
• Manages model risk across the model life-cycle including model validation, ongoing performance evaluation and annual model reviews.
• Produces analytics and reporting used to manage risk for Citi's operations.
• Translates operational requests from the business into programming and data criteria and conduct systems and operational research in order to model expected results.
• Assists in the development of analytic engines for business product lines.
• Communicates results to diverse audiences.
• Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.
• Participates on teams to solve business problems.
• Identifies modeling opportunities that yield measurable business results.
• Provides guidance to junior validators as and when necessary.
• Manages stakeholder interaction with model developers and business owners during the model life-cycle.
• Represents the bank in interactions with regulatory agencies, as required.
• Presents model validation findings to senior management and supervisory authorities.
• Provides effective challenge to model assumptions, mathematical formulation, and implementation.
• Assesses and quantifies model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.
• Contributes to strategic, cross-functional initiatives within the model risk organization.

Job description

Citi is seeking a Vice President, Historical Data Management Lead based in Taguig, Philippines, hybrid work arrangement. You will work within Citi's Risk Management organization, overseeing risk analytics, model validation, and reporting to support enterprise risk decisions and regulatory compliance.

In this role, you will lead technical analyses, collaborate with cross-functional teams, and present findings to senior stakeholders, including regulators when required.