Counterparty Risk Product Lead - Stress Testing & Analytics

Citi; Tampa (FL); On-site; USD 104,000 - 156,000; Full time

Benefits offered by this job

Medical coverage

Dental coverage

Vision coverage

401(k)

Life insurance

Disability insurance

Wellness programs

Paid time off

Job summary

Citi in Tampa, FL, is seeking a seasoned professional for the Counterparty Credit Risk analytics team within Enterprise Data to lead analytics projects and regulatory initiatives. You will collaborate with front-office sales & trading, risk managers, technology and compliance to ensure accurate measurement and reporting of CCR exposure across portfolios.

The role demands strong communication, rigorous analysis, and the ability to drive end-to-end delivery and risk infrastructure enhancements in

Qualifications

• 5+ years of experience in the financial industry and banking.
• Direct experience in end-to-end project delivery, and knowledge of various analytical tools.
• Understanding of financial market products – Derivatives (Bilateral & Cleared), Securities Financial Transactions (SFTs), Margin lending and Financing.
• Knowledge of counterparty credit risk concepts, data, system integration, and processes.
• Understanding of counterparty exposure metrics – Net Stressed Exposure, Factor Sensitivities, Potential Future Exposure, Settlement Exposure, Intraday exposure.
• Excellent project management and business analysis skills.
• Strong written and verbal communication skills with focus on stakeholder management.
• Ability to work well with cross-functional teams from Business, Risk, Technology and Compliance.

Responsibilities

• Lead strategic BAU and Regulatory projects primarily impacting Counterparty Credit Risk exposure measures for traded product markets business.
• Develop and enhance tools for the measurement, monitoring and reporting of counterparty exposure including Stress testing - Net Stressed Exposure (NSE), Potential Future Exposure (PFE), Settlement Risk, Intraday risk and participate in project management of strategic risk infrastructure development.
• Work in close coordination with Front office sales & trading, in-business risk managers, second line risk managers and risk senior stakeholders.
• Manage end-to-end project/product development lifecycle, build book of work, scope releases, track business priorities, define business requirements and UAT strategy incorporating regulatory and compliance requirements.
• Perform data analysis, document as-is and to-be state, requirement gathering, draft BRDs, UAT and Impact analysis.
• Work with all stakeholders to fulfil the delivery objectives for effective, accurate and timely risk management and reporting.
• Partners with senior team members and a widely distributed global user community to define and implement solutions.
• Help track and address CCR data and methodology issues, develop weekly metrics and remediation plans for system enhancements.
• Work with technology to understand infrastructure gaps, systems, and data flows. Identify and document gaps and suggest improvements for target state build-out.
• Communicate key findings and issues to senior management and provide regular status updates.
• Create presentations and documents for internal and regulatory use on various topics spanning deliverables in respective areas.

Skills

Financial services experience

Project management

Stakeholder management

Analytical/problem solving

Written and verbal communication

Education

Bachelor’s/Master’s degree in finance, technology, economics, or related field

Tools

Analytical tools

Job description

Citi in Tampa, FL, is seeking a seasoned professional for the Counterparty Credit Risk analytics team within Enterprise Data to lead analytics projects and regulatory initiatives. You will collaborate with front-office sales & trading, risk managers, technology and compliance to ensure accurate measurement and reporting of CCR exposure across portfolios.

The role demands strong communication, rigorous analysis, and the ability to drive end-to-end delivery and risk infrastructure enhancements in