The Credit Portfolio Senior Analyst is an intermediate-level position responsible for conducting stress tests and monitoring the portfolio to ascertain and evaluate the provision requirement from IFRS9 perspective in coordination with the Risk Management team. The overall objective of this role is to manage Citi's portfolio IFRS9 provisioning process and monitoring of the relevant models used for the IFRS9 provisioning. Responsibilities:
- Contribute to the quarterly submissions for IFRS9 provisioning process, work with finance stakeholders to ensure timely submission of the provision numbers. Contribute to the quarterly/annually submissions for Stress Testing (CCAR/ICAAP/IWST) submission .
- Analyze model outputs and relate to portfolio and macroeconomic trends
- Utilize Statistical Analysis System (SAS) in a UNIX environment to perform risk, financial and data analyses including profiling, sampling, reconciliation, and quality testing
- Participate in developing, testing, and optimizing statistical models, ensuring consistency and regulatory compliance for the purpose of IFRS9 provisioning.
- Manage IFRS9 provisioning for the entire credit spectrum across multiple products and prepare risk management presentations for senior management
- Appropriately assess provision adequacy safeguarding Citigroup and it's 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.
- 5-8 years of relevant experience
- Knowledge of consumer risk analytics
- Ability to apply credit and risk principles toward business goals
- Demonstrated ability to synthesize, prioritize and drive results with a sense of urgency
- Proven ability to remain organized in a fast-paced environment, managing multiple projects
- Proven interpersonal, organizational and analytic skills
Job Family Group:
- Bachelor's degree/University degree or equivalent experience
Risk Management Job Family:
Credit & Portfolio Risk Management Time Type:
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