Senior Credit Risk & Portfolio Analyst (Hybrid)

Citigroup Inc.; Wilmington (DE); Hybrid; USD 113,000 - 138,000; Full time

Benefits offered by this job

Medical, dental & vision coverage

401(k)

Life, disability insurance

Paid time off

Job summary

Citibank, N.A. in Wilmington, Delaware seeks a Credit Portfolio Senior Analyst to develop quantitative techniques for risk management and portfolio optimization. You will build and validate models for credit review, policy adjustments, and reporting, leveraging SAS/SQL in a UNIX environment.

The role requires a Master’s in a quantitative field or a Bachelor’s with substantial relevant experience. The position is full-time, with a hybrid work arrangement allowed within a commutable distance from

Qualifications

• Master’s degree requirement in statistics, math or related quantitative field; or bachelor’s with 3+ years’ experience.
• 1 year of statistical analytics using SAS/SQL; regression, ML and risk segmentation experience.
• EO Employer.

Responsibilities

• Develop quantitative techniques for securities and portfolio risk management.
• Build models for credit review, policy adjustment, and portfolio monitoring.
• Provide analytics at portfolio and segment levels for risk and profit optimization.
• Collaborate on risk reporting and data quality improvements using SAS/SQL.
• Analyze credit performance and develop tests for risk strategies.

Skills

Statistical analytics

Algorithm design

Regression analysis

Machine learning

Clustering analysis

Experimental design

Sampling distribution

Credit risk management

Financial analysis

Education

Master’s degree in Statistics, Mathematics or related quantitative field

Bachelor’s degree in Statistics/Mathematics or related field with 3 years of experience

Tools

SAS

SQL

UNIX

Job description

Citibank, N.A. in Wilmington, Delaware seeks a Credit Portfolio Senior Analyst to develop quantitative techniques for risk management and portfolio optimization. You will build and validate models for credit review, policy adjustments, and reporting, leveraging SAS/SQL in a UNIX environment.

The role requires a Master’s in a quantitative field or a Bachelor’s with substantial relevant experience. The position is full-time, with a hybrid work arrangement allowed within a commutable distance from