Credit Portfolio Sr Analyst

• 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, regulatory and non-regulatory (CCAR/ICAAP/IWST) submission for loss forecasting
• Manage stress test for the entire credit spectrum across multiple products (retail) and prepare risk management presentations for senior management
• Analyze model outputs and relate to portfolio and macroeconomic trends
• Utilize Statistical Analysis System (SAS) to perform risk, financial and data analyses including profiling, sampling, reconciliation, and quality testing
• Participate in developing, testing, and optimizing statistical risk models, ensuring consistency and regulatory compliance for the purpose of loss forecasting and/or IFRS9 provisioning with Model Developers
• Perform Model Monitoring, Validations as per Model Risk Management Guideline
• 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 its 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 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
• Ability to work under pressure, multi-task and prioritize to meet deadlines
• Highly proficient in MS Office – (Excel, Word, PowerPoint)
• Proficiency in SAS is preferred

Proficiency in SAS

• Extensive on-the-job training
• Exposure to senior leaders
• Work-life balance initiatives
• Opportunity to volunteer and give back
• Comprehensive global benefits