Wholesale Credit Risk Portfolio Sr Analyst - AVP (hybrid)

The Credit Portfolio Senior Analyst is an intermediate-level position responsible for conducting credit reviews, credit approval and monitoring the portfolio to identify credit migration in coordination with the Risk Management team. The overall objective of this role is to manage Citi's portfolio exposure to clients and counterparties globally.

Responsibilities:

• Partner and support with the Wholesale Workstream Model Risk Management as a liaison for Wholesale Credit Frameworks. Responsibilities include managing the wholesale workstream model inventory, quarterly documentation requirements, model deficiency remediation and MRM system liaison spanning the different Initiatives.
• Support macroeconomic variable chart generation in R and Python with cycle over cycle comparisons and interpretation of forecasts. Conducting reviews and collecting feedback across frameworks. Support related code updates per the process demands and troubleshoot as necessary.
• Attend or serve as a member of CCAR related Governance meetings and coordinate agenda, materials, meeting minutes and follow-up items for this Group.
• Participate in Workstream portfolio deep dives, supporting the workstream for various enhancement initiatives taken to enhance model frameworks in response to Regulatory or Self- Identified feedback.
• Support the execution of project plans for the Annual (CCAR/DFAST) submission and quarterly CCAR cycles. Work with the various project leads and other stakeholders to drive the various sub initiatives/ project activities under CCAR/DFAST.
• Support the management of end to end processes such as End User Computing and monitoring of Risk Controls through collaboration with various stakeholders.
• Support the management, review, challenge and tracking of the Management Controls Assessment for CCAR.
• Comprehensive understanding of industry best practice and regulatory expectations on model development.  Fully understand SR11-7, and abreast with the latest CCAR guidelines and expectations. 

Qualifications:

• 2+ years’ experience in R and Python coding
• 2-3 years project experience in risk and ability to partner with Business & Technology stakeholders to ensure successful delivery of project goals.
• 2 years’ experience in product program governance and risk management framework.
• 2+ years of modeling background preferred with writing and editing technical documentation.
• Excellent proficiency in Microsoft Office – particularly Excel (metrics and data analysis, project plans), PowerPoint (presentation decks), and Word (writing and editing procedural and technical documentation).
• Proficient ability to interpret business requirements for the purpose of liaising with Technology Developers and modeling group partners.
• Knowledge of banking domain especially risk management and basic understanding of various credit policies.
• Thorough knowledge of credit source systems, collateral reporting systems, and end reporting/warehousing; Broad understanding of classifiable and delinquency managed credit and operational policies and procedures.
• Ability to build and maintain relationships with the ability to work collaboratively and with people at all levels of the organization.
• Knowledge of Citi products, risk processes and controls with good understanding of regulatory requirements and risk management framework.
• Experience in compiling process and data quality metrics, analyzing results to clearly communicate data-driven analysis to senior management.
• Knowledge of risk management key concepts, risk credit cycle and controls with understanding of key regulatory requirements.

Education:

• Bachelor's degree/University degree or equivalent experience

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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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