Counterparty Credit Risk Officer

• Implement and operate the 2nd Line Counterparty Credit Risk and controls framework for Citi
• direct the execution strategy for Pre-Settlement Exposure (PSE), Net Stress Exposure (NSE) and various CCR measurements standards across Citi’s businesses
• ensure CCR frameworks, practices and policies applied to all market products
• actively monitor CCR portfolio across business, risk stripes and legal vehicles on the quantum, trend, composition
• work with Credit officers and Business partners to ensure CCR exposures remain within risk appetite
• focus on early warning and proactive problem recognition and escalate issues to senior management
• assist 2nd line of defense Credit officers in pre-trade review and what-if analysis for new complex derivatives activity
• support CCR risk management governance by preparing and presenting updates on CCR pillars to councils and senior management forums
• support regulatory interactions on the CCR and manage regulatory demands

• Solid experience in a large Financial Institution in Counterparty Credit Risk
• strong understanding of Counterparty Credit Risk including Exposure and Margin frameworks/models, Stress testing, Wrong-Way Risk
• knowledge of Markets businesses and products across OTC, Prime Brokerage, Clearing and Security Financing /Repo
• strong technical expertise of complex derivative structures and understanding of associated first order/second order risks
• knowledge of Credit documentation and various Credit master agreements, legal terms related to netting/collateral/margin mechanics will be a plus
• broad understanding of current market and regulatory environment as applicable to Counterparty Credit Risk
• excellent organizational and communication skills (written and verbal)
• superior analytical and quantitative skills and ability to distil transactions/business propositions to key risks
• ability to work collaboratively with a wide group of cross-functional stakeholders across levels
• demonstrated ability to lead meetings/calls, listen to other points of view, provide appropriate challenge, influence partners
• ability to communicate and cascade key messages effectively
• integrity and sound independent risk judgment
• ability to work comfortably in a matrix environment
• self-starter, motivated, aspirational
• educated to quantitative/finance master's degree standard or equivalent

Knowledge of Credit documentation and various Credit master agreements, legal terms related to netting/collateral/margin mechanics will be a plus

• Generous holiday allowance starting at 27 days plus bank holidays
• discretional annual performance-related bonus
• private medical insurance packages
• Employee Assistance Program
• Pension Plan
• Paid Parental Leave
• special discounts for employees, family, and friends
• access to learning and development resources