Regulatory Risk Officer, Citi

Citi

Location:
United States, Irving

Category:
Finance

Contract Type:
Employment contract

Salary:

146100.00 - 162300.00 USD / Year

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Job Description:

The Regulatory Risk Officer position involves serving as a subject matter expert in credit risk management, overseeing risk rating methodologies, conducting credit risk analytics, and providing senior management with recommendations on methodology changes. Additional tasks include stress testing activities related to CCAR and CECL, analyzing macroeconomic variables, and presenting findings to stakeholders.

Job Responsibility:

Serve as a subject matter expert in the credit risk management area, in particular the risk rating process
Conduct effective assessment and oversight of the risk rating methodologies
Create, maintain, and coordinate with Data, Analytics, Reporting and Technology teams on the appropriate credit risk analytics and metrics design to support monitoring and trend analysis of the assigned final obligor risk ratings and its components
Assess applicability of the model and non-model assumptions and sensitivity testing of the various final obligor risk rating components, including the models, scorecards, and judgmental notching
Consult with credit analysts and risk approvers on risk rating analysis outcomes and issues encountered and escalate material findings to senior management
Provide recommendations to senior management on risk rating model and methodology changes
Contribute to projects leading to risk rating issue resolution and enhancements
Perform stress testing activities related to Comprehensive Capital Analysis and Review (CCAR) and the Current Expected Credit Losses (CECL)
Review macroeconomic, market variables and model assumptions as well as results from wholesale stress testing models for CCAR and CECL
Apply economic principles to interpret qualitative components of regulatory stress testing model requirements and optimize development of model assumptions
Analyze, interpret and present model assumptions and stress testing results to senior management.

Requirements:

Master’s degree, or foreign equivalent, in Finance, Economics, or related field
2 years of experience as a Financial Modeling, Credit Analyst and Data Analytics, or related position involving credit risk and risk rating assessments and stress testing for compliance with CCAR and CECL standards
Credit risk management and credit lending process, including wholesale risk rating assessment and assignment of methodologies
Credit risk data analysis at obligor and portfolio level, and monitoring risk of exposure
Evaluating model and non-model assumptions and sensitivities, challenging LGD/HFI model parameters and methodologies, and testing impacts on risk ratings, and stress testing outcomes
Macroeconomic concepts including GDP, unemployment, and global indices from S&P and Moodys for the purpose of Stress testing and credit risk ratings analysis
Utilizing Excel and Tableau tools with macro and advanced formulae to conduct data research and design solutions for automated reporting and conducting testing on impact analysis on qualitative and quantitative scorecards.

What we offer:

Medical, dental & vision coverage
401(k)
Life, accident & disability insurance
Wellness programs
Paid time off packages including vacation, sick leave, and paid holidays
Discretionary and formulaic incentive and retention awards.

Additional Information:

Job Posted:
June 10, 2025

Expiration:
August 14, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Regulatory Risk Officer

Citi

Location:United States, Irving

Category:Finance

Contract Type:Employment contract