Portfolio Credit Risk Management 2nd Line of Defense Lead Analyst

Portfolio Management Group (PMG) is risk management group covering Citi’s Banking and International division. The group establishes and monitors Wholesale Credit Limits, Reserve forecasting, Stress Testing and Risk Ratings. The Methodology Team in PMG oversees Wholesale Credit Methodologies, facilitating 1st and 2nd line review and challenge during the lifecycle of model development, ongoing monitoring aligned with credit expertise and regulatory expectations. This role applies in-depth disciplinary knowledge, contributing to the analytics and oversight of Wholesale Risk Ratings, encompassing development of risk rating models and scorecards, taxonomy of qualitative adjustments and final ratings, along with their impacts on downstream application in stress testing, reserve and RWA. The function integrates subject matter and industry expertise within the risk rating frameworks. Successful individual will need to establish good understanding of how various stakeholders collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. The role requires analytical and fundamental skills to filter, prioritize and validate complex and dynamic material from multiple stakeholders.