Citi Group VP Risk Appetite Execution Lead Analyst Hybrid 

Canada, Ontario 

31907642

About the Group:

Enterprise Risk Management (ERM) within Independent Risk Management is responsible for overseeing the implementation of the principles articulated in Citi’s Enterprise Risk Management Framework and for specific enterprise-level risk management programs and processes that span the organization, the lines of defense and various risk categories. These include risk identification, enterprise risk analytics, risk appetite & limits, new activity risk management, risk frameworks & policy, strategic risk, digital assets risk and climate risk. The group is headed by the Head of ERM who reports directly to the Citigroup Chief Risk Officer (CRO).

Key Responsibilities:

• Perform in-depth data analysis focused on wholesale credit, identifying trends, patterns, and insights to drive decision-making.

• Leverage Python or SAS for data manipulation, sophisticated statistical analysis, visualization, and portfolio analytics in the wholesale credit domain to uncover patterns and concentrations within the portfolio.

• Identify portfolio concentrations (e.g., industry, geography, or counterparty) and provide actionable insights to help manage and mitigate associated risks.

• Gather and integrate data from multiple internal and external sources relevant to wholesale credit.

• Develop comprehensive narratives by synthesizing complex data specific to wholesale credit activities, including portfolio performance and risk assessment.

Qualifications and Skills:

• Proven experience in data analysis within the wholesale credit sector or a related financial area.

• Proficiency in Python or SAS for data analysis and statistical analysis, especially in wholesale credit applications.

• Strong working knowledge of statistical analysis techniques, such as regression, time-series analysis, and probability distributions (normal and binomial).

• Ability to apply data and statistical analysis to perform sophisticated portfolio analysis to support better portfolio management.

Time Type: