Job Description

Key Responsibilities:

* Direct the execution strategy for Pre Settlement Exposure (PSE) calculation across ICG Risk in partnership with Credit Officers, Technology, Risk Governance and other key stakeholders
* Responsible for remediating technology CAPs associated with PSE calculations
* Work with technology to develop a data strategy for consistent usage of data across various risk calculations (PSE, RWA, Stress Losses, VaR and others)
* Work with technology to develop a consistent model usage strategy (Full Revaluation, ETE, CEF and others) across various risk measurements
* Compare usage of reference data and services across various risk calculations for consistency and improvements in risk calculations
* Partner with key members of ICG Risk, Risk Governance and Technology to develop a cohesive strategy
*
Developmental Value:

* Develop deep understanding of all market products across ETDs, OTCs and SFTs
* Develop deep understanding of stress testing requirements across regulatory bodies, geographies, market products and type of stress testing
* Develop deep understanding pf Counterparty Credit Risk
* Develop a strong network with Risk Management and Technology leaders across the globe
* Contribute to shaping the future of technology strategy for Wholesale Credit Risk
* Constructively impact efficiency and productivity of various ICG Risk units
* Gain global view of the Risk Management Policies
* Deepen understanding of day to day Risk Management

Qualifications:

* Bachelors/Masters Degree, with distinguished academic achievement
* 10+ year experience covering Risk Management, Technology and Project Management
* Good understanding of Counterparty Credit Risk
* Broad understanding of current regulatory environment as applicable to Counterparty Credit Risk
* Broad understanding of various Markets and Securities Services products
* Superior Communication and Influencing skills
* Analytical individual with ability to model data and draw conclusions
* Ability to manage multiple competing priorities with demonstrated experience in executing against tight deadlines and managing issue escalation
* Ability to move between the detail and the strategic, providing quality content at both
* High level of personal integrity, proven dedication to excellence, leadership qualities and a flexible, creative, innovative personality

-------------------------------------------------

Job Family Group:

Risk Management

-------------------------------------------------

Job Family:

Credit & Portfolio Risk Management

------------------------------------------------------

Time Type:

------------------------------------------------------

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries (Citi) invite all qualified interested applicants to apply for career opportunities. 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 the EEO is the Law poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting