Risk Analytics And Modeling - CCR Exposure Analysis - SVP (hybrid)

Job Duties

Candidate will be an integral member of CCR Exposure Analysis (CRA) Team, and will be actively engaged in support of OTC derivative trading by preforming exposure analysis, evaluation, and problem solving.

The candidate will be the lead person across multiple Risk process with high exposition to senior management across the organization.

Conduct complex risk analysis including pre-settlement exposure investigations to determine accuracy of risk calculations, identify variations, and initiate corrective actions.

Assist in risk mitigation efforts for a wide range of products including Over The Counter (OTC) derivatives, Securities Financing Transactions (SFTs), Mortgage Backed Securities, and Fixed income and cash securities.

• Work with technology and model development teams in system / model changes and raise margin / legal concerns to margin operations and legal.
• Provide training on how to conduct basic exposure investigations using risk systems and the impact of internal processes on exposure allocations and calculations.
• Manage the PSE Month End Adjustment process by not only reviewing / approving adjustments but also overseeing the entire process, methodology and governance.
• Ensure that operational processes and system infrastructure within CRA group are working efficiently.
• Support development of risk analytics tools and systems, including defining the interface requirements and logic, as well as testing and post-release training.
• Collaborate with various business stakeholders and senior management on other ad hoc requests related to regulatory requests and data analysis.

Core Education / Experience Requirement

Requires a Bachelor's degree, or foreign equivalent, in Finance, Economics, Statistics or related field and 10 years of experience in a related position involving risk analysis for a global bank.

10 years of experience must include :

• Analyzing credit risk exposure for Securities Financing Transactions and Over the Counter derivatives;
• Credit risk concepts and processes including pre-settlement exposure, settlement risk, financial derivatives, counterparty credit risk;
• Project Manager experience (project lifecycle, writing requirements, and working with multiple stakeholders);
• Preparing and delivering presentations on complex technical concepts;
• Developing and maintaining detailed technical documentation for processes, systems, or models

Special Skill Requirements

• Passionate interest in finance with strong analytical, research, and organizational skills; familiar with risk management systems is preferred.
• Strong verbal, written, communication skills and attention to details.
• Self-motivated and capable of independently driving results while effectively prioritizing responsibilities and multi-tasking.
• Proactive approach to problem solving in order to meet tight deadlines and deliver results.
• Resourcefulness with ability to gather, synthesize, and present findings from disparate sources.

Job Family Group : Risk Management

Risk Management

Job Family :

Risk Analytics, Modeling, and Validation

Time Type : Full time

Full time

Primary Location :

Tampa Florida United States

Primary Location Full Time Salary Range :

$141,440.00 - $212,160.00

In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.

Citi offers competitive employee benefits, including : medical, dental & vision coverage; 401(k); life, accident, and disability insurance;

and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.

For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Anticipated Posting Close Date :

Aug 23, 2024

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities.

If you are a person with a disability and need a reasonable accommodation to use our search tools and / or apply for a career opportunity review Accessibility at Citi .

View the " EEO is the Law " poster. View the EEO is the Law Supplement .

View the EEO Policy Statement .

View the Pay Transparency Posting