Counterparty Risk Portfolio Analytics and Models specialist – SVP

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Job Overview

Counterparty Credit Risk Portfolio Analytics and Models specialist

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in Analysis and risk management modelling.

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview

The Counterparty Credit Risk Portfolio Analytics and Models specialist is a senior-level position responsible for leading activities including development and maintenance of analytics for risk management and capabilities for monitoring counterparty risk exposures in the portfolio in coordination with the Risk Management team. The overall objective of this role is to manage Citi's portfolio exposure to client and counterparties globally.

What you’ll do

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.

What we’ll need from you

• 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 modelling 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

What we can offer you

This is a role that'll offer you the opportunity to build an in-depth knowledge of financial services operations. Every day there will be new business challenges that will help you develop new skills that can drive your career.

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (currently up to 2 days working at home per week), but also (potentially, subject to final offer) receive a competitive base salary and enjoy a whole host of additional benefits which can include:

• Employer paid Defined Contribution Pension Plan contribution of 6% of employee’s pensionable earnings (PPE Program)

• Employer paid Private Medical Care Package for employees and Private Medical Care Packages for certain family members available at preferential rates

• Employer paid Life Insurance Program for employees and Life Insurance for certain family members available at preferential rates

• Employee Assistance Program financed by Employer

• Paid Parental Leave Program (maternity and paternity leave; statutory and 2 weeks additional paid paternity leave)

• Sport Card for employees subsidised via Social Benefits Fund and Sport Cards for certain family members available at preferential rates

• Additional benefits from Company’s Social Benefit Fund, in particular: Holidays Allowance, support for sport and cultural activities, team building events.

• Additional day off for volunteering

• Cafeteria/ flex benefit – a company benefits system which enables employees to select and purchase benefits offered by a provider and available for employees on the platform.

• Opportunity to receive an annual discretionary incentive award

• Special offers and discounts for employees

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

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

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Job Family:

Portfolio Credit Risk Management

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Time Type:

Full time

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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.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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