Job Description

The Limit & Exposure Management Team is looking for an individual with Counterparty Credit Risk experience and a strong understanding of traded products, including IR/Credit/Equity Derivatives, FX, Bonds, Equities, and other similar Securities. The successful candidate will have a thorough understanding of PSE calculations including the various models and sensitivities used across product types, as well as applicability of Legal margin/netting for various PSE calculations. The Credit Portfolio Senior Officer I is a senior-level position responsible for leading activities including credit review, credit approvals and monitoring the portfolio to identify credit migration in coordination with the Risk Management team. The overall objective of this role is to manage Citi's portfolio exposure to client and counterparties globally. The Senior Officer will play a leading role in the development of exposure expertise across the growing Limit & Exposure Monitoring Team in order to continue building cross-industry/portfolio support across ICG. The candidate will be responsible for bringing the LEM Team in-line with current standards across Risk mgmt and QRS partners. As it pertains to the understanding of PSE exposure across products, the candidate will utilize quantitative background and knowledge of sophisticated derivatives products and others, to help build appropriate exposure management tools for use in daily Limit & Exposure Monitoring processes.

Responsibilities:

* Represent Limit & Exposure Monitoring Team at PSE Council

* Key contact for LEM team for investigation into complex PSE exceptions while working with Risk mgmt., QRS, and Credit Technology partners

* Assist in more timely resolution of exceptions and identification of themed areas requiring improvements in system/processes impacting PSE exposure and exceptions

* Present standard and ad hoc reports CCR (PSE/SR) exceptions on a monthly basis

* Active involvement in projects to improve accuracy of CCR exposures

* Hold meetings with Business, Analytics, Technology and Risk to present and gather feedback on proposed enhancements to risk measurement methods

* Interaction with senior management in presenting analyses upon request, and provide updates

* Produce proposal documentation for enhancement of existing tools or additional tools, as need arises

* Lead key business projects and the implementation of initiatives related to policy governance and manage policy exceptions/approvals and entries

* Focus on process improvement and creating efficiencies by ensuring an effective approach and partnership with Audit management and apply consumer risk function knowledge (e.g., scoring and segmentation techniques and their uses)

* Conduct gap analyses and remediation work of any misalignments for policy changes

* Provide regular feedback on all initiatives, tracking, reviews and reporting emerging trends and opportunities to senior management

* Establish cross-functional partnerships and networks to contribute to and execute cross-functional and business initiatives, such as developing/maintaining infrastructure through partnership with the Centralized Risk Infrastructure team

* Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications:

* Strong working knowledge of traded products, including foreign exchange and derivatives, cash securities, short-term lending, and other more complex instruments

* 10+ years of experience in credit risk management or equivalent training and experience preferably in the financial services industry

* Experience in people management and leadership

* MS Office software proficiency require, with special focus on Excel and PowerPoint

* Advance working knowledge of SAS or SQL programming a plus

* Consistently demonstrate clear and concise written and verbal communication

* Demonstrated ability to view data holistically and remain detail oriented to synthesize, prioritize and deliver results with urgency

* Demonstrated interpersonal, organizational, analytical, presentation, facilitation, negotiation and strategic skills

* Proven ability to obtain support and buy-in across a wide range of internal and external audiences

* Demonstrated work ethic and influencing skills

Education:

* Bachelor's degree/University degree in quantitative or financial discipline

* Master's degree preferred

* CFA, CPA or similar will be an advantage

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Job Family Group:

Risk Management

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Job Family:

Credit & Portfolio Risk Management

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Time Type:

Full time

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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.

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