Senior Credit Portfolio Risk Analyst

Citi; New York (NY); Presencial; USD 109.000 - 164.000; Jornada completa

Descripción de la vacante

Citi in New York is seeking a Portfolio Credit Risk Management professional to join the Risk Management team. You will monitor and design portfolio risk solutions, work with sales and clients to set risk limits, and use risk tools to measure and manage exposure.

The role emphasizes clear communication with management and external clients. A degree in business, finance or mathematics is required, with experience in risk modelling, stress testing, and knowledge of FX, rates and credit derivatives.

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

Stress testing

Python

VBA

Attention to detail

Risk judgement

Cross-functional work

Educación

Degree in business, finance or mathematics

Descripción del empleo

Citi in New York is seeking a Portfolio Credit Risk Management professional to join the Risk Management team. You will monitor and design portfolio risk solutions, work with sales and clients to set risk limits, and use risk tools to measure and manage exposure.

The role emphasizes clear communication with management and external clients. A degree in business, finance or mathematics is required, with experience in risk modelling, stress testing, and knowledge of FX, rates and credit derivatives.