Job Details
Responsibilities: The Counterparty Credit Risk Portfolio Analytics and Models specialist will establish and manage scalable end-to-end processes for the core production pillar. Specifically, this would include:
- Lead the optimization of the key counterparty risk and liquidity metrics used to monitor the risk appetite and risk capacity of the business against limits
- Accuracy and completeness of Credit Data: ensure that data captured in our counterparty credit infrastructure are in line with the approvals and conform to best in class standards;
- On-going monitoring and portfolio risk drivers identification processes: deliver timely, high-quality analysis of existing portfolio exposures including pockets of client trades and or/collateral concentrations;
- Support the integration of the risk management processes for Wealth Management exposures and portfolios into the ICM operating model
- Escalations: ensure timely tracking and escalations around exposure and losses monitoring;
- Partner with the CCR Models’ Sponsors and relevant Risk teams for the aspect of the Model Risk Governance related to changes, processes and procedures
- Establish relationships with a network of key stakeholders, partnering with senior colleagues in the Business as well as with risk management, technology, reporting and operations teams to drive implementation of strategic initiatives.
Qualifications:
- 10+ years of experience
- Working experience in a quantitative field, Financial/Banking industry preferred
- Strong quantitative skills, particularly with respect to counterparty credit risk measures and calculations;
- Deep modeling expertise and experience with analytic techniques and tools
- Excellent analytical thinking, practical problem solving abilities, and partnership skills
- Expertise in R, Python, H2O, and SAS
- Willing to learn and can-do attitude
Education:
- Bachelors/University degree, Master’s degree preferred
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
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Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Portfolio Credit Risk Management------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Most Relevant Skills
Analytical Thinking, Constructive Debate, Escalation Management, Industry Knowledge, Policy and Procedure, Policy and Regulation, Process Execution, Product Knowledge, Risk Controls and Monitors, Risk Identification and Assessment.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
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