Job Description

Citi is continuing to evolve its limit setting tied to capital management and use of capital. This senior consumer risk leader will be participating in this firm-wide effort. This senior leader must possess technical and quantitative skills, possess sound knowledge of consumer credit risk management and demonstrate familiarity with CCAR stress testing and Basel capital adequacy models, and know-how of the global systems and data. This leader must be able to grasp the vision/roadmap of senior management, to distill to necessary analyses that will drive decision-making. This individual will also interface with cross-functional teams within Infrastructure and IT groups, Risk and Reporting, policy teams and businesses to design, test and deploy the limits and monitoring.

The Risk Appetite Group is a newly consolidated team within Global Consumer Risk Management, whose focus is to manage an effective Credit Risk Appetite Framework (RAF) for GCB that is fully aligned with Citis enterprise-wide risk management framework. A critical aspect to this group is to recommend the Credit Risk Appetite Limits to the Global Consumer CRO for approval, and establish and execute ongoing monitoring and governance for the usage of those limits. The Senior Vice President in this group reports into the Direct of Risk Appetite Limit Oversight. This is an analytical lead function, with the responsibilities to:

* Lead analytics to evaluate methodologies for limit setting and measuring risk taking activities, consistent with enterprise-wide standards, and informed by stress losses, RWA, capital budgets and GCBs RAF and strategic plans
* Evaluate drivers to stress losses, and recommend metrics and leading indicators to track drivers across GCB
* Examine key concentrations across GCB, coordinating with the Senior Product Specialists and Group Risk Directors to evaluate stress loss outcomes and implications to concentration thresholds
* Produce analysis to support recommendations for limits to the Global Consumer CRO and CEO for approval
* Support the design of infrastructure for aggregating and monitoring use of the limits, define metrics and reporting, conduct testing and simulations
* Collaborate with cross-functional teams to define escalation procedures in compliance with enterprise-wide policies
* Monitor and report results

Qualifications

* Advanced Degree (Masters) in Statistics, Physics, Applied Mathematics, Operations Research, Econometrics, Engineering or other quantitative discipline
* 6-8 years of work experience, with 5+ years of experience in an analytical capacity required
* Demonstrated experience in development and/or implementation of
* Structuring and integration of broad and diverse data sources
* Technology infrastructure and processes
* Stress testing aggregation
* Understanding of Consumer Credit Profit & Loss Drivers preferred
* Excellent written and verbal communication skills, and be able to prepare presentations for executive level audience and familiarity with Power Point, Excel, Visual Basic
* Experience with Statistical Tools (Python, R, SAS, SQL, Model Builder, Xeno, Knowledge Studio)
* Detailed-oriented, high level of intellectual curiosity and strong sense of ownership.

Leadership Competencies:

* Senior executive interactions - can present credibly to both large and small groups
* Strong interpersonal skills ability to distill problem objectives into practical analyses to enable decision making
* Displays flexibility to work well with varying personal styles and acts as a trusted partner by delivering superior service that is meaningful
* Takes personal responsibility to lead by example. Understands and appreciates diverse backgrounds. Demonstrates strong ethics
* Develops strong relationships across risk management and cross-functionally
* Capable of effectively managing cross-functional teams outside of direct control
* Contributes to a positive work environment; shares knowledge and supports diversity; remains calm and optimistic under pressure
* Works well in a culture that is agile and capable of quickly responding to changes in the environment; embraces change and challenges status quo

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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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