Risk Appetite & Limits 1st LOD Lead Analyst

Citi; New York (NY); Hybrid; USD 164,000 - 201,000; Full time

Benefits offered by this job

Health benefits

401(k) plan

Paid time off

Job summary

Citi in New York seeks a Risk Appetite & Limits 1st LOD Lead Analyst to define and manage risk appetite across retail portfolios. You will leverage SAS, Tableau and SQL to analyze data, forecast risk, and link appetite to portfolios and non-financial risk.

A hybrid work schedule may be permitted within a commutable distance. Requirements include a Master’s degree (or 5 years with Bachelor) and 3–5 years of risk analytics experience in banking, with CCAR and stress testing familiarity.

Qualifications

• Master’s degree or foreign equivalent in Business Analytics, Risk Management, Data Analytics or related quantitative field; 3 years of risk data management and modeling in banking.
• Experience with Retail credit risk management, risk analytics and reporting; CCAR and stress testing knowledge is required.

Responsibilities

• Lead projects to define and manage risk appetite across retail businesses (US Consumer Cards, Wealth, Legacy Franchises).
• Model risk return and appetite metrics; evaluate forecasting, financials, and credit performance for forward-looking views.

Skills

Wholesale Lending Operations Mgmt

Education

Master’s degree or foreign equivalent in Business Analytics, Risk Management, Data Analytics or related quantitative field

Tools

SAS

Tableau

SQL

MS Excel

Job description

Citibank, N.A. seeks a Risk Appetite & Limits 1st LOD Lead Analyst for its New York, New York location.

Duties

Lead projects to define and support management of risk appetite across all risk categories for retail businesses including US Consumer Cards, Wealth, and the Legacy Franchises Business. Apply knowledge of Consumer Credit Cards, Wealth products, and Risk management practices to define and calibrate business risk appetite. Model risk return and risk appetite metrics by evaluating forecasting, corporate financials and credit performance and produce outlook with forward-looking views considering macroeconomic impact, seasonality, model changes, and management actions. Use qualitative review and quantitative metrics to determine adherence to risk appetite limits and thresholds. Link top-of-house appetite to lower-level credit portfolios and product programs, and to non-financial risk and operational considerations. Use Tableau and SQL as business intelligence tools for data analysis and visualization. Evaluate monitoring and risk controls for retail credit portfolios leveraging key risk indicators and risk appetite metrics. Analyze and validate data, discuss reasonability with stakeholders, and assess data implications on risk-taking and risk appetite within the business. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements

Requires at least a Master’s degree, or foreign equivalent, in Business Analytics, Risk Management, Data Analytics or related quantitative field and 3 years of experience as a Risk Portfolio Analyst, Credit Portfolio Analyst or related position involving financial and operational risk data management and modeling for a bank. Alternatively, employer will accept a Bachelor’s degree in the stated fields and 5 years of the specified progressive, post-baccalaureate experience. Full span of experience must include: Retail credit risk management, credit risk strategy, and credit analytics; Retail Credit Policy, Underwriting Strategies, Loss forecasting methodologies; Credit risk regulatory requirements, governance frameworks and controls; SAS, Tableau, SQL, MS Excel analytical and data management tools; Machine Learning principles statistical scoring, segmentation, regression and simulation techniques for risk decisioning; and Consumer Cards and Wealth Management Business domain. At least 2 years of experience must include: Applying knowledge of Risk Appetite & Limit setting and adherence; and CCAR and Stress Testing frameworks. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #26992064. EO Employer.

Wage Range

$182,333 to $182,333

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

In 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.

Most Relevant Skills

Wholesale Lending Operations Management.

Other Relevant Skills

For complementary skills, please see above.

EEO Statement

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. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.