Citi Group Counterparty Credit Risk Product Development Senior Analyst - AVP Hybrid 

United States, New York, New York 

172195711

Responsibilities:

• Develop a UAT strategy for testing high priority CCR deliverables
• Create UAT test plans to ensure technology deliverables meet the business requirement
• Conduct impact analysis for all changes prior to production implementation
• Work in close coordination with in-business risk managers, second line risk managers, and senior stakeholders to understand their priorities
• Work with technology to build infrastructure for effective, accurate, and timely risk management and reporting
• Build project plans, facilitate data and impact analysis, define business requirements and UAT strategy for technology implementations
• Help align various risk measures for consistent risk monitoring and document methodology differences
• Help track and address CCR data and methodology issues, develop weekly metrics and remediation plans for technology fixes
• Perform daily and weekly analysis of stress variances and identify operational issues and technology fixes
• Develop and enhance tools for the measurement, monitoring, and reporting of counterparty exposure including Stress Testing, PFE, Risk Capital and participate in project management of strategic risk infrastructure development
• Work with technology to understand the stress testing infrastructure, systems and data flows. Identify and document gaps and suggest improvements for target state build-out
• Communicate key findings and issues to senior management and provide regular status updates
• Create presentations and documents for internal and regulatory use on various topics including, stress methodologies, and summarizing stress testing issues

Qualifications:

• 5+ years of experience in the financial industry and banking
• Subject matter expertise in counterparty credit risk, risk management concepts, data, systems, and processes
• Understanding of Derivatives, SFTs, and other wholesale products
• Understanding of stress testing, credit and market data, pricing, calculations, and reporting
• Strong Excel skills. VBA (Visual Basic for Applications) is a plus
• Experience handling large volumes of data, database programming skills, Tableau, Python, R, or other statistical languages is a plus
• Large scale project management experience
• Strong analytical and problem solving skills with good attention to detail and a demonstrated aptitude for tackling issues
• Ability to work well with cross-functional teams from Business, Credit, Operations, and Compliance
• Strong written and verbal communication skills
• Intellectual curiosity, analytical and conceptual
• Ability to collaborate and clearly communicate with senior members of an organization
• Ability to work independently as well as in a team environment

Education:

• Bachelor’s/Master’s degree in finance, technology, economics, or a related field

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Anticipated Posting Close Date:

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