Credit Portfolio Sr Analyst

Citi, the world leading global bank, has approximately 200 million customer accounts and a presence in more than 160 countries and jurisdictions worldwide. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Citi enables clients to achieve their strategic financial objectives by providing them with cutting-edge ideas, best-in-class products and solutions, and unparalleled access to capital and liquidity.

About the role

Located on the Trading Floor, Citi’s Counterparty Exposure – Hedge Fund Risk Solutions structures umbrella trading-programs for clients, optimizing risk vs profitability. Accordingly, the group increases Citi’s fee-based revenue and market-making execution. Utilizing a risk-based solutions across asset classes, the desk aims to increase Citi’s profitability while managing the firm’s risk in times of market volatility and stress. The individual will interact with clients and internal stakeholders to provide customized solutions to optimize their portfolios from revenue, risk, and funding perspectives.

Responsibilities

• Monitor and assist in the design of portfolio risk management solutions to meet clients’ objectives.
• Work with sales and clients to analyze client portfolios, propose risk limits, and collaborate with Credit Risk Management to have them approved.
• Utilize risk management tools for the measurement, monitoring, and management of exposure.
• Monitor client exposures and communicate to internal trading desks and external clients.
• Develop processes to streamline data and risk analysis tasks.
• Put together presentations and documentation for internal or external use on various relevant topics.

Requirements

• Degree in business, finance, or mathematics.
• Strong, relevant work experience in the financial industry.
• Experience in empirical data analysis, risk modeling, and stress testing.
• Familiarity with foreign exchange, interest rate, and credit derivatives. Knowledge of structured products is preferable.
• Familiarity with risk concepts (VaR, Factor Sensitivities, and Stress Test) is preferable.
• Ability to work in a cross-functional team and to work well under pressure.

Skills

• Strong written and verbal communication skills.
• Strong analytical skills and solid familiarity with statistical tools and methods.
• Experience in risk management and stress testing.
• Programming skills in Python and VBA a plus.
• Good attention to detail.
• Sound risk and business judgment.

Working Environment

• Office setting with minimal traveling.
• Working hours in the office may be required during projects.
• Minimal physical effort required.
• High levels of prolonged and intense concentration may be required in front of a computer.

Pay

Primary Location Full Time Salary Range: $109,120.00 - $163,680.00. In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.

Benefits

• Medical, dental, and vision coverage.
• 401(k).
• Life, accident, and disability insurance.
• Wellness programs.
• Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.

Primary Location: New York, New York, United States. Time Type: Full time.