Credit Portfolio Senior Analyst

Citi•Wilmington, DE

1d•$112,600 - $138,000•Hybrid

About The Position

Citibank, N.A. seeks a Credit Portfolio Senior Analyst for its Wilmington, Delaware location. This role involves developing quantitative techniques for securities investing, equities investing, pricing, or valuation of financial instruments. The analyst will also develop mathematical or statistical models for risk management, asset optimization, pricing, or relative value analysis. Key responsibilities include performing credit review, approval, and portfolio monitoring, developing credit techniques and procedural improvements, and identifying areas for credit policy adjustments. The role provides analytics at portfolio and segment levels for risk and profit optimization, collaborates with Risk Management Information Systems (MIS) on Credit Risk Reporting and Portfolio Quality Review Reporting, and works with cross-functional teams in policy execution and management. The analyst will analyze credit and financial performance to recommend policy adjustments using statistical scoring, segmentation, regression, and simulation techniques, and analyze Cards portfolio performance at granular and product levels. A significant part of the role involves conducting data-driven root cause analysis using SAS and SQL to isolate key performance drivers, developing credit tests and risk strategies using statistical and modeling techniques, and creating tracking mechanisms for monitoring credit tests and expansions. The analyst will utilize SAS in a UNIX environment for risk, financial, and data analyses, including profiling, sampling, reconciliation, and quality testing, and evaluate and implement analytic tools to enhance reporting capabilities. Additionally, the role involves formulating objectives and developing analytical solutions using advanced segmentation techniques like PCA and CHAID, and writing and integrating queries in SAS and SQL, ensuring reporting accuracy. Simplifying data extraction processes to enhance datamarts is also a key function. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements

Master’s degree, or foreign equivalent, in Statistics, Mathematics or related quantitative field and 1 year of experience as a Credit Risk Analyst or related position involving consumer credit risk management to mitigate risk in a global financial services institution.
Alternatively, a Bachelor’s degree in the specified fields and 3 years of experience in the above positions.
1 year of experience must include: Statistical analytics using SAS/SQL
Algorithm designing and analysis for behavior forecasting
SAS programming for data management
Regression analysis
Machine learning algorithm designing and implementation
Clustering analysis and risk segmentation
Simple and nonlinear regression models calculation
Model fit and assumption testing and variables adjustment
Experimental design including randomization, replication and control
Approximation of sampling distribution
Experimental data analysis for decision-making formulation and modeling
Credit risk management
Financial analysis
Financial reporting

Responsibilities

Develop quantitative techniques to inform securities investing, equities investing, pricing, or valuation of financial instruments.
Develop mathematical or statistical models for risk management, asset optimization, pricing, or relative value analysis.
Perform credit review, approval, and portfolio monitoring.
Develop credit techniques and procedural improvements.
Identify areas for credit policy adjustments.
Provide analytics at portfolio and segment levels for risk and profit optimization.
Collaborate with Risk Management Information Systems (MIS) on Credit Risk Reporting and Portfolio Quality Review Reporting.
Work with cross-functional teams in policy execution and management.
Analyze credit and financial performance to recommend policy adjustments using statistical scoring, segmentation, regression, and simulation techniques.
Analyze Cards portfolio performance at granular and product levels.
Conduct data-driven root cause analysis using SAS and SQL to isolate key performance drivers.
Develop credit tests and risk strategies using statistical and modeling techniques.
Create tracking mechanisms for monitoring credit tests and expansions.
Utilize SAS in a UNIX environment for risk, financial, and data analyses, including profiling, sampling, reconciliation, and quality testing.
Evaluate and implement analytic tools to enhance reporting capabilities.
Formulate objectives and develop analytical solutions using advanced segmentation techniques like PCA and CHAID.
Write and integrate queries in SAS and SQL, ensuring reporting accuracy.
Simplify data extraction processes to enhance datamarts.