Engineering Lead (Credit Risk)

Kiwi; Quilmes; On-site; ARS 121,164,000 - 166,601,000; Full time

Job summary

Citi is seeking an Analyst in the Counterparty Credit Risk (CCR) Methodology team to develop methodologies, design stress scenarios, and build AI/LLM-enabled dashboard capabilities for CCR monitoring.

You will be evaluating and mitigating counterparty exposures, implementing governance-ready analytics, and contributing to regulatory-driven analytics and reporting within a risk framework.

Qualifications

• 6-10 years relevant experience.
• Ability to work collaboratively and autonomously in a complex organization.
• Strong understanding of corporate finance, bank and capital markets products.
• Advanced analytical skills.
• Excellent project management and organizational skills.

Responsibilities

• Analyze and monitor counterparty credit risk exposures using quantitative models and risk management frameworks.
• Design and implement stress testing scenarios to evaluate market conditions on CCR.
• Perform sensitivity analysis and scenario-based stress testing to identify vulnerabilities.
• Deliver strategic tools to improve CCR transparency, governance and controls.
• Develop AI/LLM-enabled dashboards to accelerate monitoring and narrative generation.
• Review and enhance CCR metrics, validate methodology, and back test across assets.
• Translate data findings into actionable methodology updates and governance materials.
• Support consolidation of tactical CCR tools into strategic solutions with requirements and UAT.

Skills

Analytical Thinking

Credible Challenge

Governance

Policy

Procedure

Regulation

Risk Management Lifecycle

Stakeholder Management

Education

Bachelor's/University degree

Master's degree preferred

Tools

Excel

PowerPoint

MS Word

Job description

Wholesale Credit Risk - Counterparty Credit Risk (CCR) - Analyst

Counterparty Credit Risk (CCR) team, part of Wholesale Credit Risk, is responsible for measuring counterparty exposures, conducting ad-hoc risk investigations and analyses in partnership with credit officers, assessing and negotiating CSA terms, determining initial margin requirements, and maintaining all credit exposure metrics. The team also leads regulatory and capital stress testing exercises (CCAR, EBA, ICAAP), monitors exposures at the JPM legal entity level, evaluates collateral pools for emerging risk themes, and provides credit coverage for clearing house counterparties, including regulatory advocacy.

As an Analyst in the Counterparty Credit Risk (CCR) Methodology team, you will be instrumental in evaluating, monitoring, and mitigating counterparty credit risk exposure. This role places a strong emphasis on developing methodologies, designing stress scenarios, and addressing analytical challenges within the risk infrastructure. This position requires a proactive team player with a curious mindset, a strong analytical foundation, and expertise in programming, AI/LLM, and data visualization tools.
Job Responsibilities

• Analyze and monitor counterparty credit risk exposures using quantitative models and risk management frameworks.
• Design, implement, and interpret stress testing scenarios to evaluate the impact of adverse market conditions on counterparty credit risk.
• Conduct sensitivity analysis and scenario-based stress testing to identify potential vulnerabilities in credit portfolios.
• Enhance CCR continuous monitoring capacity by delivering strategic tools to improve transparency, explainability, and governance of risk signals.
• Design and implement AI/LLM-enabled dashboard capabilities to accelerate BAU monitoring, triage, and narrative generation while maintaining appropriate controls and auditability.
• Increase comprehensiveness and accuracy of CCR metrics by reviewing and enhancing scenario coverage, validating methodology soundness, and performing unit/product back testing across relevant asset classes and products.
• Leverage data to support scenario review and BAU analytics, translating findings into actionable methodology updates and governance materials.
• Support the consolidation of tactical CCR tools into technology-owned strategic solutions, including requirements definition, control design, UAT, and production readiness.
• Deliver regulatory-linked enhancements and control evidence
• Produce regulator- and audit-ready documentation, testing evidence, and governance materials (assumptions, limitations, change management).

Required qualifications, capabilities, and skills

• Strong programming skills Python; ability to build repeatable analytics and automation with robust controls
• Experience in designing and implementing AI/LLM-driven solutions (., monitoring dashboards, workflow automation, narrative generation) in a controlled environment
• Good understanding of derivatives (bilateral and cleared), Futures and Options, Margin Lending, and Securities Financing products
• Solid grasp of CCR concepts: exposure measurement, PFE, wrong-way risk, sensitivities, stress testing, margin/collateral dynamics, and liquidity considerations
• Proficiency with Excel; familiarity with visualization/ETL tools such as Tableau and Alteryx
• Strong communication skills: able to translate technical methodology and analytics into clear governance-ready narratives for non-specialists
• High ownership mindset and risk judgement: comfortable challenging assumptions, validating results, and driving issues to closure

The Risk Regulatory and Credit Officer is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family.
**Responsibilities:**
+ Responsible for communicating to executive management implications of existing and opposed regulation and developing potential responses. This may include regulations related to specific product or macro / systemic regulation, including standards to comply with Basel, U.S. Fed, Treasury, FDIC and regulations from other central banks and local regulatory authorities.
+ Provides risk strategic analytics and information management across Citibank products; facilitating data-quality and controls for other teams and managers.
+ Provides regulatory risk project management support (business requirements, analysis and testing) for delivery of regulatory solutions. (i.e. stress test and CCAR regulatory requirements, etc.)
+ Performs business analysis to respond to regulatory and business questions and provide portfolio insights.
+ Performs data analysis to monitor and track data quality and completeness of data.
+ Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.
+ Responsible for ensuring the timely escalation and resolution of franchise-level risk issues.
+ Support the RMCO for franchise level risk issues
+ Ensures the risk oversight at the legal vehicle and subsidiaries level especially when used by more than a single product group
+ Produce credit and exposure analyses to ensure aggregate risk exposure to customers remains appropriate to credit standing
+ Support the local credit process by reviewing, challenging and approving at franchise level, following corporate policies and ensuring fully adherence to the local regulatory framework.
**Qualifications:**
+ 6-10 years relevant experience
+ Ability to work collaboratively and with people at all levels of the organization
+ Ability to both work collaboratively and autonomously; ability to navigate a complex organization
+ Strong understanding of corporate finance, bank and capital markets products.
+ Advanced analytical skills
+ Excellent project management and organizational skills and capability to handle multiple projects at one time Extensive knowledge of all legal, regulatory, appraisal, and corporate policies and procedures in order to ensure business compliance to minimize corporate risk
+ Proficient in MS Office applications (Excel, Word, PowerPoint)
**Education:**
+ Bachelor's/University degree, Master's degree preferred
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
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**Job Family Group:**
Risk Management
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**Job Family:**
Risk Functional Management
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**Time Type:**
Full time
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**Most Relevant Skills**
Analytical Thinking, Credible Challenge, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle, Stakeholder Management.
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**Other Relevant Skills**
For complementary skills, please see above and/or contact the recruiter.
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_Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._
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_View Citi's_ _EEO Policy Statement ( _and the_ _Know Your Rights ( _poster._
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

The Risk Mgnt Country Officer is a strategic professional who closely follows latest trends in own field and adapts them for application within the firm, and.