Citi Group Wealth - WCM Portfolio Strategy Officer VP NEW YORK 

United States, New York, New York 

84182702

Job Background/Context

and early warning indicators process

Early Warning Indicators (EWI) framework for Wealth CCRand specifically on:

• Defining and implementingEWImetrics and analytics for Wealth CCR exposures;

• Managing the EWI process as it relates to metric generation and analysis, and escalating to 1LOD and 2LOD stakeholders for remediation;

• Lead the execution and delivery of the Technology solution needed to implement the risk metrics needed forEWI

The scope of responsibilities and scale of this team will evolve over time to continue to meet our needs.

Key responsibilities:

• Support monitoring and management of Counterparty Credit Risk including the development and automation of risk management reports and associated controls;

• Undertake portfolio risk reviews for internal stakeholders ensuring high quality and timely information is provided to enable proactive risk management;

• Analyse the sources of counterparty risk in Wealth portfolio, with particular focus on stress testing,early warning indicators,collateral risk and volatility, concentration risks, liquidity and wrong way risk;

• From a portfolio management perspective, ability to set-up and follow-up on actions that reduce process issues andenhanceintegrity of the risk management data;

• Partner with the established CCR functions of Citigroup to align and streamline CCR risk management processes, risk measures, systems, data and reporting forWealthportfolio risks;

Work experience and competencies:

• Relevant professional experience performing similar tasks in a Market Risk or Counterparty Risk Management function;

• Strong quantitative skills, particularly with respect to counterparty risk stress testing and exposure valuations;

• Working knowledge of securities financing transactions and derivative products;

• Excellent analytical background and skill set to understand complex processes, including system data flows;

• Working knowledge of a programming language, preferably Python;

• Excellent people skills: ability to interact successfully with business partners and technology teams;

Education:

• Post-graduate education in Finance, Financial Risk Management, or other quantitative discipline preferred.

Anticipated Posting Close Date:

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