Credit Portfolio Senior Analyst — Hybrid & Derivatives Risk

Citigroup Inc.; New York (NY); On-site; USD 139,000 - 170,000; Full time

Job summary

Citigroup Global Markets Inc. in New York, NY seeks a Credit Portfolio Senior Analyst to perform credit reviews, support risk approval processes, and monitor Citi’s global credit portfolio. The role involves advanced modelling, margin calculations, and model validation within Risk Management.

The candidate will work with Python, SQL and Tableau to enhance analytics, analyze risk across derivatives, and contribute to regulatory reporting while leveraging expertise in credit risk management.

Qualifications

• Bachelor’s degree in a related field with 4+ years of experience in credit risk analytics.
• Experience performing quantitative modelling to assess portfolio risk under stress for derivatives and multiple asset classes.
• Proficiency in Python, SQL and Tableau; experience validating risk model outputs.

Responsibilities

• Perform credit reviews and support credit approval processes.
• Monitor Citi’s global credit portfolio to identify migration trends.
• Develop and enhance margin and risk analytics tools and workflows.

Skills

Credit risk analytics

Portfolio risk monitoring

Statistical modelling

Risk management

Education

Bachelor’s degree in a related field

Tools

Python

SQL

Tableau

Job description

Citigroup Global Markets Inc. in New York, NY seeks a Credit Portfolio Senior Analyst to perform credit reviews, support risk approval processes, and monitor Citi’s global credit portfolio. The role involves advanced modelling, margin calculations, and model validation within Risk Management.

The candidate will work with Python, SQL and Tableau to enhance analytics, analyze risk across derivatives, and contribute to regulatory reporting while leveraging expertise in credit risk management.