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Citibank, N.A. seeks a Risk Appetite & Limits 1st LOD Lead Analyst for its New York, New York location. Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.
Job Responsibility:
Recommend data-driven solutions to key stakeholders relating to enterprise risk related matters
Lead key projects to define and manage risk appetite across all risk categories within Citi’s U.S. Personal Banking (USPB) business
Compare models using statistical performance metrics, such as loss functions or proportion of explained variance
Use qualitative statements and quantitative metrics to determine risk appetite limits and thresholds
Test, validate, and reformulate models to ensure accurate prediction of outcomes of interest
Evaluate and enhance CCAR and loss forecasting models
Partner with financial risk management teams in wholesale and retail credit businesses and non-financial risk management teams accountable for operational, compliance, reputational, and strategic risks
Utilize Tableau and SQL as a business intelligence tools for data analysis and visualization
Link top-of-house appetite to lower-level credit portfolios and product programs, and to non-financial risk categories such as data, processing, and technology
Design an effective operations model within USPB and drive related programs
Review all Risk Appetite Statements submitted by partners for completion and analyze appropriateness in case of business constraints or business drivers
Create DataMart to simplify complexity involved in data extraction for portfolio analyses
Analyze and validate data, discuss reasonability with stakeholders, and assess data implications on risk-taking and risk appetite within the business
Requirements:
Requires at least a Master’s degree, or foreign equivalent, in Business Analytics, Risk Management, Data Analytics or related quantitative field and 3 years of experience as a Risk Portfolio Analyst, Credit Portfolio Analyst or related position involving financial and operational risk data management and modeling for a bank
Alternatively, employer will accept a Bachelor’s degree in the stated fields and 5 years of the specified progressive, post-baccalaureate experience
Full span of experience must include: Data preparation, cleaning, analysis, modeling, visualization, and reporting using Microsoft Excel
Data analysis and visualization using Tableau and SQL
CCAR and loss forecasting models
Domain knowledge of U.S. private banking and wealth management
and Risk project management
What we offer:
medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
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