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Citi Group ICM Counterparty Credit Risk CCR Vice President 
United States, New York, New York 
426595791

25.06.2024

be responsible forunderwriting credit facilities for Real Money Funds, Investment Advisors, Pension Funds, Endowments, and Foundations. The role involves measuring,properly measuredand controlledin accordance with the Firm’s risk policies.

Key Responsibilities:

  • Maintain and manage credit exposures to clients across derivatives, financing and direct lending products for Asset Managers, Regulated Funds, and Pension Funds

  • Approve credit reviews as a first line of defense approver (Credit Officer Designation) including assessment of portfolio risk, liquidity of client positions, credit limits and risk appetite ratios

  • Negotiation of trading documentation (ISDA, MSFTA, etc.) particulary when dealing with non-standard credit terms

  • Advise and approve large transactions or deals that require individual risk assessment

  • Work with Risk colleagues on risk mitigation at bothinceptionof transactions and on an ongoing basis

  • Partner with businesses and quantitative teams on risk measurement enhancements, margin model development, new product approvals and real-time monitoring and controls

  • Analyze andmonitorclient portfolios to ensure that risks are controlled - primarily credit risk arising from market sensitive exposure and liquidity risk

  • Develop andutilizerisk management tools for the measurement,monitoringand management of exposure andparticipatein project management of strategic risk infrastructure development.

  • Represent the department to various independent risk teams, auditors and regulatory agencies on issues related to counterparty risk and controls.

  • Coaching junior team members to ensure consistent underwriting standards and tomaintainquality outputs

  • Assist

Required Knowledge and Experience:

  • Relevant credit underwriting experience covering Asset Managers, Funds, Hedge Funds, and/or Financial Institutions counterparties

  • Experience with managing credit risk OR training in finance, mathematics, risk management or quantitative fields

  • 6+ years credit risk experience at a major financial institution, preferably with managerial responsibilities

  • Good knowledge of trading products, including derivatives, as well as lending products, including syndicated loans.

  • Credit review and analysis techniques, ability to proactivelyidentifyand remediate risk issues

  • Strong understanding of portfolio risk and its impacts on counterparty credit risk, across multiples asset classes including rates, equities,creditand commodities

  • Stress testing techniques, instrument modelling skills desirable

  • Ability to think from first principle and challenge assumptions

  • Strong Excel skills ideally incorporating VBA (Visual Basic for Applications), programming skills in Python, R or other statistical languages is a plus

  • Master's degree in mathematics, science, finance/economics, risk management or a related fieldrequired

  • An MBA, CPA, or CFApreferredand formal Credit Training is a plus

Risk ManagementCredit & Portfolio Risk Management

Full timeNew York New York United States$129,840.00 - $194,760.00



Anticipated Posting Close Date:

Jun 11, 2024

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