Portfolio Credit Risk Management 2nd Line of Defense Senior Lead Analyst

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Job Overview

Portfolio Management Group (PMG) is risk management group covering Citi’s Banking and International sector.  The group establishes and monitor Wholesale Credit Limits, reserve forecasting and stress testing.

The Wholesale Credit Allowance Team within PMG oversees risk management estimation of wholesale credit reserves as reported in Citi consolidated financial statements as well as legal vehicle financial disclosures.

In this role person will be responsible for:

• Model Governance (control and oversight) of IFRS9 forecasting wholesale credit risk models.

• Ensure that EMEA countries and legal entities nuances are captured in central models and processes.

• Type 1 and Type 2 Overlays Governance across all legal entities to ensure all policy requirements are met and performed on time.

• Monitoring and reviewing model results to assure robust model performance.

• Provide Subject Matter Expertise on wholesale credit risk management (IFRS9 and CECL)

• Work with various legal entities on decreasing number of local models and overlays.

• In depth investigation and analysis of period-over-period variance in portfolio loss estimates

• Contribution into iWAG presentation review process, including but not limited to Quarter over Quarter change drivers, sensitivity analysis, etc.

• Help team to respond to regulatory, audit and business questions and provide portfolio insights. Prepare statistical analysis to support these responses to the inquiries.

Success criteria for this role:

• Strong analytical skills with ability to work with large data sets. Expertise with Python, R, Tableau, Excel preferred.

• Experience in Risk management and financial institutions.

• Familiarity with and interest in quantitative concepts (Mathematics, statistics)

• Project management skills and ability to coordinate among various functional groups to implement enhancements to models and processes.

• Strong written and communication skills.

• Interest in working on a range of diverse projects and activities.

• Ability to deliver on scheduled, predictable and recurring projects along with ability to respond to ad hoc requests.

• Successful candidates will be self-motivated and capable of independently driving results while effectively prioritizing responsibilities and multi-tasking.

• Bachelor’s/University degree in Economics, Finance, Engineering, Mathematics, Statistics or Computer Science, Master’s degree preferred

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

• Private Medical Care Program

• Life Insurance Program

• Pension Plan contribution (PPE Program)

• Employee Assistance Program

• Paid Parental Leave Program (maternity and paternity leave)

• Sport Card

• Holidays Allowance

• Sport and team recreation activities

• Special offers and discounts for employees

• Access to an array of learning and development resources

• A discretional annual performance related bonus

• A chance to make a difference with various affinity networks and charity initiatives

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.

#LI-KS3

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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, Credible Challenge, Governance, Monitoring and Evaluation, Policy and Procedure, Policy and Regulation, Product Knowledge, Risk Controls and Monitors, Risk Identification and Assessment, Risk Remediation.

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Other Relevant Skills

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

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