Collateral Risk Analyst

• Review collateral schedules, terms, and structures to ensure accuracy, completeness, and compliance with internal policies and regulatory expectations
• Validate collateral eligibility based on asset class, documentation, legal enforceability, and internal risk standards
• Assess collateral coverage, margin sufficiency, and concentration risk relative to exposure and portfolio guidelines
• Identify and assess collateral‑related risks, including market volatility, liquidity stress, and wrong‑way risk
• Evaluate impacts at the counterparty and portfolio level and escalate emerging risks as appropriate
• Support the development of risk mitigation strategies aligned with Citi’s risk appetite
• Monitor collateral performance, exceptions, and trends across institutional portfolios
• Produce clear, concise risk reporting for Credit and Risk stakeholders
• Analyze collateral and market data to support ongoing risk oversight and decision‑making
• Contribute to the development and maintenance of collateral risk policies, procedures, and guidelines
• Ensure ongoing alignment with regulatory expectations (e.g., OCC, FRB, margin‑related requirements)
• Support internal audits, regulatory exams, and risk reviews related to collateral activities
• Partner closely with Credit Officers, Portfolio Managers, Legal, Operations, and Risk peers
• Communicate complex collateral concepts clearly to both technical and non‑technical audiences
• Provide subject‑matter support on collateral risk matters across the organization

• Bachelor’s degree in Finance, Economics, Mathematics, or a related field
• 5–8 years of experience in collateral risk, credit risk, market risk, capital, liquidity, or a related institutional risk function
• Strong understanding of credit risk, collateral mechanics, and market risk principles
• Proven ability to exercise independent judgment in risk assessment
• Experience with collateralized products, margining, secured financing, or derivatives collateral
• Familiarity with collateral or margin‑related regulations (e.g., Uncleared Margin Rules)
• Experience with data and reporting tools (e.g., Excel, SQL, Tableau)
• CFA or FRM certification a plus

CFA or FRM certification

• medical, dental & vision coverage
• 401(k)
• life, accident, and disability insurance
• wellness programs
• paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
• discretionary and formulaic incentive and retention awards