Credit Portfolio Sr Analyst

Citigroup Inc.; New York (NY); Híbrido; USD 109.000 - 164.000; Jornada completa

Descripción de la vacante

Citi is seeking a Credit Portfolio Senior Analyst in New York, hybrid role. You will monitor portfolio risk, interact with clients and internal stakeholders, and design risk management solutions to optimize revenue and limit risk.

Requires a degree in business, finance or mathematics, strong analytical skills, experience in risk modelling and stress testing, and familiarity with derivatives (FX, interest rates, credit).

Formación

• Degree in business, finance or mathematics.
• Strong, relevant work experience in the financial industry.
• Experience in empirical data analysis, risk modelling and stress testing.
• Familiar with foreign exchange, interest rate and credit derivatives. Knowledge of structured products is preferable.
• Familiar 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.

Responsabilidades

• 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 work 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 relative topics

Conocimientos

Communication skills

Analytical skills

Risk management

Python

VBA

Attention to detail

Cross-functional team

Educación

Business/Finance/Mathematics degree

Descripción del empleo

## Credit Portfolio Sr AnalystApply: Hybrid: New York New York United States: Full time: Posted Today: 26979274Citi, 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.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. Key responsibilities of the group include risk analysis, risk identification, exposure monitoring and stress testing. The individual will interact with clients and internal stakeholders to provide customized solution to optimize their portfolios from revenue, risk and funding perspective. The role requires candidates to have strong background in risk, finance and knowledge of derivatives products, as well as the ability to articulate complex ideas to management and clients.**Core 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 work 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 relative topics**Qualifications:*** Degree in business, finance or mathematics.* Strong, relevant work experience in the financial industry.* Experience in empirical data analysis, risk modelling and stress testing.* Familiar with foreign exchange, interest rate and credit derivatives. Knowledge of structured products is preferable.* Familiar 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/Competencies:*** 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 judgement•Working Environment: office setting, minimal travelling and working hours in the office may be required during projects. • Effort: minimal physical effort required. High levels of prolonged and intense concentration may be required in front of computer.------------------------------------------------------## **Job Family Group:**Risk Management------------------------------------------------------## **Job Family:**Portfolio Credit Risk Management------------------------------------------------------## **Time Type:**Full time------------------------------------------------------## **Primary Location:**New York New York United States------------------------------------------------------## **Primary Location Full Time Salary Range:**$109,120.00 - $163,680.00In 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.