Job Details
Citibank, N.A. seeks a Credit Portfolio Manager for its New York, New York location.
Duties: Develop metrics to monitor credit and market risks relating to counterparty credit risk exposure. Analyze, design and develop strategic business transformational capabilities for counterparty credit risk exposure for securities-based lending business. Perform predictive modeling using Monte Carlo simulations and Stochastic methods. Use Python to develop and implement Loanable Value methodology to determine appropriate lending limits. Conduct valuation of marketable securities used as collateral in portfolios. Validate Loanable Value methodology calculations using Python and SQL query writing to confirm implementation accuracy. Ensure upkeep of Python program to reflect changes made to Loanable Value methodology. Review Loanable Values assigned to marketable securities and assess for adjustments required to match current market conditions. Use Bloomberg. Study market and index movements, concentrated or illiquid positions, and margin calls to maintain and update models to ensure analytical accuracy. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.
Requirements: Requires a Bachelor’s degree, or foreign equivalent, in Mathematics, Statistics, Actuarial Science, Economics or related field and 3 years of experience as Credit Risk Analyst, Investment Analyst, Associate, AVP or related position involving counterparty credit portfolio risk management in the financial service industry. 3 years of experience must include: Credit risk management methodology development; Python programming; Predictive modeling using Monte Carlo simulations and Stochastic methods; Credit risk metrics development, analysis and maintenance; and Bloomberg. At least 1 year of experience must include: Valuation and management of equity and bond portfolios; and SQL query writing. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25850397. EO Employer.
Wage Range: $147,570 to $147,570
Job Family Group: Risk Management
Job Family: Credit & Portfolio Risk Management
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Time Type:
Full time------------------------------------------------------
Primary Location:
New York New York United States------------------------------------------------------
Primary Location Full Time Salary Range:
In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
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Anticipated Posting Close Date:
May 21, 2025------------------------------------------------------
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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.
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