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Current Expected Credit Loss (CECL) Risk Oversight Manager

Job ID 20235573 Primary Location Taipei, Taiwan; Job Category Risk Management
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Responsibilities:

Current Expected Credit Loss (CECL) oversight for Asia region including managing CECL production process every quarter for 17 counties 58 portfolios on:

  • Set up calendar and coordinating end to end process with Global Risk, RMU and 17 countries.
  • Ensure appropriate/adequate CECL reserve based on all different types of CECL models that included but not limited to account level model, transition matrix model, cohort econometric model, cohort recovery model, alternative methodology of GCL and recovery model, portfolios with proxy and TDR model.
  • All types of overlay (type 1, type2 and QMA) methodology review with each individual countries
  • Review and provide effective challenge of FFIEC 9 risk factors assessment review for 17 countries
  • Analyze and understand the drivers of the reserve movement through various analytical approaches.
  • Support CECL IROC meeting presentation material on behalf of 17 countries for Asia quarterly CECL reserve recommendation. 
  • Work closely with RMU team and model sponsors to ensure CECL model perform as required.
  • Familiar with CitiRisk, BI tool related system modification and enhancement to provide guidance to all the 17 countries and ensure upload fields are correctly submitted in the system.
  • Work closely with regional modeling oversight team to review all the overlay documents submitted by countries and provide guidance/effective challenges to countries.
  • Ensure all CECL IROC follow ups are closed timely.
  • Manage TDR model included OPA, AMR and MCA if any.

Qualifications:

  • The incumbent needs to interact and work closely with 17 countries and Global Consumer Risk Management.
  • With 5+ years financial working experience, risk management experience in consumer banking is preferred.
  • MS Excel and Power Point skill is essential. SAS programming or SQL programming is a plus.
  • Self-motivated individual with high sense of responsibility, a team-player and can work under pressure. Must be able to communicate and interact effectively with countries. Fluent in English, both written and spoken. Consistently demonstrate clear and concise written and verbal communication.
  • Good work organization and work planning is critical. Attention to details, meticulous and patient are key.

Leadership/Communication Skills:

  • Demonstrates strong ethics and integrity.
  • Excellent verbal & written English communication skills. Active listening skills. 
  • Candidates must have effective negotiation skills, a proactive and 'no surprises' approach in communicating Risk issues, strength in sustaining independent views.

Education:

  • With MBA, MA or MS degree(s) in finance, economics, statistics, operations research or related fields.

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Job Family Group:

Risk Management

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Job Family:

Credit & Portfolio Risk Management

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Time Type:

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