Director - Credit Portfolio Group Manager
New York, NY
Citi is investing significant amount in its technology systems to improve risk measurements (Pre Settlement Exposure, Collateral Risk Profile and other metrics) and stress testing calculations for all Market and Security Services (MSS) products. This role will be part of Risk Management and will be responsible for articulating Risk Management requirements for Counterparty Credit Risk technology infrastructure, comparing it with existing infrastructure and recommending changes to technology teams for improvements and overseeing overall program. Role will also be actively involved in managing regulatory deliverable s.
- Direct the execution strategy for Pre Settlement Exposure (PSE) and Stress Testing calculation across ICG Risk in partnership with Credit Officers, Technology and other key stakeholders
- Responsible for remediating technology CAPs associated with regulatory deliverables.
- 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 Risk and Technology to develop a cohesive strategy
- 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 of 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
- 10+ year experience covering Risk Management, Technology and Program Management
- Good understanding of Stress Testing requirements
- 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
- Bachelors/Masters Degree, with distinguished academic achievement
Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - US
Time Type :Full time
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Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
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