Director, Global Default Repository System, Citi

Citi

Location:
Philippines, Taguig

Category:
-

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The Director/Head of the Global Default Repository System (GDRS) - C15 will be responsible for supporting the collection of historical default events and loss information for Citi's wholesale portfolios. This includes evaluating and recommending data collection strategies and approaches for assessing the quality of the information required for building and supporting credit and climate risk models for regulatory and business requirements globally.

Job Responsibility:

Develop and support the framework to collect critical data on default events and loss information based on best industry practices and business and regulatory guidance
Support the GDRS data and data quality processes used for model development
Provide guidance and support to GDRS users
Take a leading role in ensuring that the GDRS process can support credit loss estimation (CCAR, ICAAP, Stress Testing) and regulatory parameter estimation for Basel RWA
Communicate key aspects of historical credit loss data to various stakeholders, including senior management, auditors, and regulators
Engage on a regular basis with approval and governance functions as well as users of the credit risk models
Engage with the Model Risk Management to ensure that data capture and data quality assurance processes are well understood and properly documented
Work with other Risk Management Teams as well as 1LOD and 2LOD
Collaborate with 1LOD and 2LOD as needed for application of climate models to their needs and requirements

Requirements:

Deep understanding of credit practices and quantitative methods for performing data quality assurance used in the field
10 years of experience in credit data collection and processing, or equivalent quantitative experience
Ability to manage a team that performs credit risk data capture and processing and attract talent in fast and growing environment
Excellent verbal and written communication skills, ideally with published technical documentation/whitepapers/academic publications, or equivalent and relevant practical experience
Experience working with relational database management systems (RDBMS)
Solid understanding of statistical process control
Advanced degree in a quantitative field such as Economics, Finance, Science, or Engineering

What we offer:

Access to telehealth options, health advocates, confidential counseling
Expanded Paid Parental Leave Policy
Resources to manage financial well-being
Access to learning and development resources
Generous paid time off packages
Resources and tools to volunteer in the communities

Additional Information:

Job Posted:
July 31, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Director, Global Default Repository System