Citi Group Head CCR & PM Analytics 

United States, New York, New York 

251094789

Job Purpose:

• Individual will be responsible for ICM Counterparty Credit Risk and Portfolio Management Analytics, which includes risk measurement methodologies and frameworks
• Analyzing portfolios and businesses to ensure the risks are being properly measured and controlled in accordance with the firm’s risk policies.

Job Background/context:

• Institutional Credit Management (ICM) is a global team on independent risk management within the first line of defense.
• This senior role will cover all regions.
• To fulfill this role, a senior risk professional is required who has a strong market or credit risk background and experience with financing businesses.

Key Responsibilities:

This person will be responsible for oversightof CCR & Portfolio Management Analytics in support of risk management of the wholesale credit risk portfolio. He or She will manage a global team risk professionals. Responsibilities include:

• Develop and maintain risk measurement and management frameworks. Develop and utilize risk management tools for the measurement, monitoring and management of exposure.
• Participate in BAU risk management activities including select councils/committees
• Provide SME support to businesses on risk related activities
• Actively liaise and coordinate with businesses on new product identification, limits, stress testing, etc.
• Create focused working groups to tackle change the bank activities
• Monitor client portfolios to ensure that risks (primarily market and liquidity risk, but also documentation, legal and reputational risks) are controlled
• Perform standard daily and weekly analysis as well as customized risk analysis. Communicate key findings to senior management.
• Put together presentations and documents for internal and external use on various topics including describing the functions of the Risk Group, stress methodologies, and summarizing risk issues
• Analyzing control environment including periodic review of the control environment, vetting of new systems, processes, policies and procedures associated and related to market and/or credit risk and ensuring they are in sync with market practices

Development Value:

• Lead a team focusing on a critical area of the Bank
• Influence the strategic direction of the Bank from a risk management perspective

Knowledge/Experience:

• Strong experience with managing risk of Financing products including Repos, Total Return Swaps, Margin Loans and Structured Financing solutions
• Relevant market risk experience across multiples asset classes including rates, equities, credit and commodities T
• Trading experience desirable

Skills:

• Development and implementation of class leading risk methodologies and technology.
• Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modeling and assimilation of data into a working product.
• Ability to work well with cross-functional teams from Business, Credit, Operations and Compliance
• Strong written and verbal communication skills
• Sound risk and business judgment
• Stress testing skills essential, instrument modelling skills desirable.

Qualifications:

• Bachelor’s degree required
• Masters in Mathematics, Science or Finance/Economics is highly preferred

Competencies:

• Good communicator.
• Entrepreneurial.
• Strong analytical skills.
• Strong problem solving abilities
• Excellent written and oral communication skills
• Ability to work independently as well as in a team environment.

Anticipated Posting Close Date:

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