Citi Group Institutional Credit Management - Counterparty 

United States, New York, New York 

574819508

Key Responsibilities:

• Develop and enhance tools for the measurement, monitoring, and management of counterparty exposure including stress testing, PFE, risk capital, and wrong way risk

• Actively liaise with sales & trading, and risk managers to ensure comprehensive coverage of counterparty and liquidity risk measures across all derivatives and financing products

• Closely work with Quantitative risk and Markets analytics teams, Technology, and Model Validation groups on CCR model development and evolution of CCR models to address new products or risk areas

• Work with business managers and In-Business Risk teams on margin model development, new product approvals, and real-time monitoring and controls

• Monitor client portfolios to ensure that risks are controlled - primarily credit risk arising from market sensitive exposure and liquidity risk, but also documentation, legal, and reputational risks

• Perform daily and weekly risk analysis and reporting on existing client portfolios as well as customized risk analysis on new client portfolios

• Communicate key findings to senior management and act as the chair for CCR and in-business risk forums as appropriate

• Put together presentations and documents for internal and external use on various topics including functions of the Risk Group, stress methodologies, policies and risk issues

Developmental Value:

• The team offers opportunity to expand the role as the function grows

• Influence the strategic direction of the Bank from a risk management perspective

• Build solid market/credit risk experience as we use cutting-edge risk models and techniques

Knowledge and Experience:

• 6 or more years of directly relevant experience

• Experience with managing counterparty credit and/or market risk

• Demonstrated knowledge and experience with fixed income risk & analytics, including interest rate swaps/derivativesis required

• Experience with Prime Brokerage, Margined Lending, Secured Financing Transactions

• Understanding of multiple asset classes including rates, equities, foreign exchange, credit, and commodities

Skills:

• Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product

• Excellent written and oral communication skills

• Large scale project skills spanning risk and technology

• Ability to work well with cross-functional teams from Business, Credit, Operations, and Compliance

• Demonstrates strong ethics and integrity. Ability to work independently as well as in a team environment. Can make decisions under pressure and short timeline

• Stress testing skills and instrument modelling skills desirable

• Strong Excel skills ideally incorporating VBA and Tableau. Programming skills in Python, R or other statistical languages is a plus

Education:

• Bachelor’s/Master’s degree in mathematics, science, finance, economics, or a related field required

• An MBA or CFA preferred

Anticipated Posting Close Date:

View the " " poster. View the .

View the .

View the