1+ months

Credit Portfolio Officer - Vice President

Citigroup
New York, NY 10007

The Convergence Risk Team is part of the Institutional Client Group. Convergence Risk looks to manage the potential losses and vulnerabilities that can occur when credit, market and operational risk sectors intersect. The Convergence Risk team focuses on a number of key initiatives related to collateralized financing in derivative and securities financing transactions "DSFTs" including collateral limit frameworks, portfolio management, analysis of collateral, and other key strategic projects. The group offers a lean structure with a small team and a relatively flat organization.

Responsibilities:

  • Enhance, maintain and design new and existing portfolio views of collateral that can be used as early indicators to ensure the Firm is aware of potential risks and mitigants as appropriate
  • Analyze collateral data to determine key areas of Risks and prepare effective presentations/reporting of those key areas of risk
  • Support model sponsorship and model development as well as ongoing model management for a broad range of capital markets and wholesale models
  • Support Regulatory, Board and Senior Management requests regarding DSFT risk management at the Firm
  • Liaise with Business, Treasury, other Risk areas, Legal, etc. on DSFT management
  • Present DSFT portfolio reviews to key business and risk committees/forums
  • Provide specifications and requirements to Technology for key collateral/DSFT technology and systems initiatives. Conduct UAT and provide approval for Convergence/DSFT Tech deliverables
  • Own contingent collateral framework technology and continue to expand upon the framework to manage collateral concentrations
  • Develop holistic understanding of key DSFT business and products across the Firm
  • Provide market research including economic and financial market analysis relating to securities collateral.

Qualifications:

  • 5-8 years of experience and an understanding of markets and the financial services sector Understanding of market risks including rates, spreads, FX, equity and commodity price risk
  • Understanding of credit risk and counterparty credit risk concepts
  • Advanced interpersonal and communication skills across 1st and 2nd line of defense
  • Advanced user of MS Office, especially Excel and PowerPoint and working knowledge of Bloomberg
  • Programming skills (Python and/or R preferred)
  • Ability to analyze and present big data
  • Strong problem solving skills

  • Enjoy working with others in a team atmosphere

  • Prefer fast paced working environment

  • Ability to learn new concepts and techniques quickly

  • Ability to work independently and multi-task, with a strong attention to detail

  • Flexibility to work additional hours on an as-needed basis to meet deadline.

Education:

  • Masters Degree in a quantitative field or at least strong undergraduate degree with quantitative focus.

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Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - US

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Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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Posted: 2020-06-17 Expires: 2020-08-16

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Credit Portfolio Officer - Vice President

Citigroup
New York, NY 10007

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