Citi Group Counterparty Credit Risk Stress Testing Analyst 

United Kingdom, England, London 

857343381

Job Background/Context

The role sits within the Portfolio Strategy team within Wealth Credit Management (WCM), serving as a critical component of our First Line of Defense for Counterparty Credit Risk (CCR) management, and working with our Independent Risk partners to ensure best-in-class risk and controls, as well as client responsiveness. The role will focus on the execution of the SBL Transformation project and specifically on:

• Defining and implementing CCR portfolio risk metrics and analytics for new Margin Loans;
• Defining and implementing best in class stress testing and CCR analytics for the SBL portfolio;
• Lead the execution and delivery of the Technology solution needed to implement the risk metrics needed for portfolio monitoring, liaising with the relevant Risk Management teams in Second Line and Technology teams as needed;

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

Key responsibilities:

• Oversee completion of key deliverables and projects for the margin lending integration including the enhancements of the stress testing infrastructure and portfolio metrics;
• Act as global coordinator for CCR metrics and data systems’ remediations, to influence change throughout organization and work with business users to gather business requirements and draft and co-ordinate approval for Business Requirement Documents (BRD);
• Support the integration of the margin lending clients and exposures into Citi Global Wealth CCR risk management processes;
• Partner with the established CCR functions of Citigroup to align and streamline CCR risk management processes, risk measures, systems, data and reporting for CGW portfolio risks;
• Accuracy and completeness of Credit Data: ensure that data captured in our counterparty credit infrastructure are in-line with the approvals and conform best in class standards;
• Coordinates with our partners in ICM, Risk, Compliance, Legal, Operations and Technology as required;

Work experience and competencies:

• Relevant professional experience performing similar tasks in a Market 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.

Time Type:

View the " " poster. View the .

View the .

View the