Credit Risk Business Analyst, Citi

Citi

Location:
India, Chennai

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

This Business Senior Analyst (SME) role will sit within the International Credit Risk RWA Technology team, responsible for delivering Counterparty Credit Risk Management and RWA software solutions to Citi’s Risk organization. The team builds and maintains software used to compute metrics that help mitigate Citi’s exposure to counterparty default.

Job Responsibility:

define functional requirements and systems goals through partnership with decision makers, systems owners and end users in Finance and Risk
identify and establish scope and Credit Risk parameters of systems analysis to define outcome criteria and measure-taking actions
analyze processes, gaps in capabilities, as well as appropriate Credit Risk data sources, interfaces and process changes required to address capability gaps
generate and compile reports based on findings, including probable causes and potential solutions to systems issues
investigate Potential Future Exposure/EPE/EAD/RWA and related calculations for internal risk management and BASEL regulatory capital reporting
filter, prioritize and validate potentially complex material from multiple sources
appropriately assess risk when business decisions are made, demonstrating consideration for the firm's reputation and safeguarding Citigroup, its clients and assets

Requirements:

5-8 years of relevant experience in Credit Risk business analysis and Project Management in Capital Markets domain
demonstrated ability to effectively use complex analytical, interpretive, and problem-solving techniques
proven ability to develop working relationships and approach work methodically with attention to detail
proven self-motivation to take initiative and master new tasks quickly
consistently demonstrate clear and concise written and verbal communication
comprehensive experience with all phases of Software Development Life Cycle
good understanding of the mechanics and life cycle of derivatives products, including Options, Futures, Forwards and Swaps
knowledge of Securities Financing Transactions (SFT) products an advantage
good understanding of Counterparty Credit Risk
understanding of Basel III/IV and any other relevant Risk Regulations and measures including PSE, RWA, EAD
knowledge of Market Risk an advantage including Credit Value Adjustment (CVA)
demonstrated ability to work under pressure managing multiple activities and changing priorities

Nice to have:

knowledge of Securities Financing Transactions (SFT) products
knowledge of Market Risk including Credit Value Adjustment (CVA)

What we offer:

equal opportunity employer
reasonable accommodation for persons with disabilities
global benefits for well-being, growth and work-life balance

Additional Information:

Job Posted:
August 21, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Credit Risk Business Analyst