Citi Group Credit Portfolio Sr Analyst - C12 MUMBAI 

Malaysia, Penang, George Town 

125907139

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Credit Portfolio Senior Analyst is an intermediate-level position responsible for Counterparty Credit Risk Portfolio in Counterparty Credit Risk (CCR) function in Citgroup. CCR function includes portfolio management of CCR exposures across all Credit portfolios, oversight of CCR frameworks, pre-trade advisory on complex derivatives and addressing any remediation plans adhering to the best practices and regulatory requirements.

Responsibilities:

• Help implement and operate the 2nd Line Counterparty Credit Risk and controls framework for Citi including Pre-Settlement Exposure (PSE), Net Stress Exposure (NSE) and various CCR measurements standards across Citi APAC businesses in partnership with Credit Officers, Risk Analytics and Technology and key stakeholders in 1st Line of Defense including Banking, Markets, and Institutional Credit Management

• Help ensure CCR frameworks, practices and policies applied to all market products, including all Over-The-Counter (OTC) Derivatives across Equity, Foreign Exchange (FX), Fixed Income, Commodities, Credit derivatives; Prime Brokerage, Futures and OTC Clearing, Securities Financing Transactions and Cash trading across all Credit portfolios

• Actively monitor CCR portfolio across business, risk stripes and legal vehicles on the quantum, trend, composition, and work in conjunction with Credit officers and Business partners to ensure CCR exposures remain within risk appetite.

• Focus on early warning and proactive problem recognition based on markets indicators and portfolio concentrations and timely escalate issues to senior management for any action or resolution

• Help 2nd line of defense Credit officers in pre-trade review, challenge, and what-if analysis for new complex derivatives activity with application of CCR frameworks for effective and efficient risk on-boarding

• Support CCR risk management governance by preparing and presenting updates on various CCR pillars to CCR councils and senior management forums

• Support regulatory interactions on the CCR and manage increasing demands of regulatory oversight on CCR including ensuring timely and accurate inputs to regulators

Knowledge/Experience:

• Candidates should have a minimum of 6+ years of experience in a large Global Financial Institution with Global Markets business

• Prior work experience and knowledge of Counterparty Credit Risk or Market Risk including VaR, Exposure frameworks/models, Stress testing, Wrong-Way Risk

• Prior knowledge of Markets businesses and products across OTC Derivatives and Security Financing derivatives and across range of assets classes

• Strong technical expertise of complex derivative structures and understanding of associated first order/second order risks

• Knowledge of Credit documentation and various Credit master agreements, legal terms related tonetting/collateral/marginmechanics will be a plus

• Broad understanding of current market and regulatory environment as applicable to Counterparty Credit Risk

Skills/Competencies:

• Excellent organizational and communication skills

• Superior analytical and quantitative skills and be able to quickly distiltransactions/businesspropositions to key risks

• Ability to work collaboratively with a wide group of cross-functional stakeholders across levels

• Demonstrated ability to lead meetings/calls, to listen to other points of view, provide appropriate challenge, influence partners

• Regularly communicates and ensures key messages are cascaded throughout the broader teams

• Demonstrates integrity and sound independent risk judgment and operates to the highest ethical standard

• Ability to work comfortably in a matrix environment

• Self-starter, motivated, aspirational

• degree or equivalent experience

Time Type:

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