Hybrid Credit Portfolio Senior Analyst

Citibank (Switzerland) AG; Wilmington (DE); Hybrid; USD 113,000 - 138,000; Full time

Job summary

Citibank, N.A. in Wilmington, DE seeks a Credit Portfolio Senior Analyst to build quantitative models for risk and valuation, conduct credit reviews, and monitor portfolios. You will implement PCA/CHAID segmentation, run SAS/SQL data analyses, and support risk reporting in a UNIX environment.

A hybrid telecommuting option is available within Citi policies. The role requires a Master’s degree in Statistics/Mathematics (or equivalent) with 1 year of risk analytics experience, or a Bachelor’s with

Qualifications

• Master’s degree or foreign equivalent in Statistics, Mathematics or related quantitative field.
• 1 year of experience in Credit Risk Analyst or related role.
• Experience with SAS/SQL, regression, and ML techniques.

Responsibilities

• Develop quantitative techniques for securities, pricing, and risk management.
• Perform credit reviews, portfolio monitoring and policy adjustments.
• Create analytics at portfolio and segment levels for risk and profit optimization.
• Collaborate on Credit Risk Reporting and Portfolio Quality Review Reporting.
• Use SAS/SQL for data extraction, profiling, sampling, and quality testing.

Skills

Statistical analytics

SAS/SQL

Algorithm design

Regression analysis

Machine learning

Clustering

Experimental design

Credit risk management

Financial analysis

Financial reporting

Education

Master's degree in Statistics/Mathematics

Bachelor's degree in related field

Tools

SAS

SQL

UNIX

Job description

Citibank, N.A. in Wilmington, DE seeks a Credit Portfolio Senior Analyst to build quantitative models for risk and valuation, conduct credit reviews, and monitor portfolios. You will implement PCA/CHAID segmentation, run SAS/SQL data analyses, and support risk reporting in a UNIX environment.

A hybrid telecommuting option is available within Citi policies. The role requires a Master’s degree in Statistics/Mathematics (or equivalent) with 1 year of risk analytics experience, or a Bachelor’s with