Credit Portfolio Sr Analyst

Citi • New York, NY

2d • $109,120 - $163,680 • Onsite

About The Position

Citi's Counterparty Exposure – Hedge Fund Risk Solutions group, located on the Trading Floor, structures umbrella trading-programs for clients, optimizing risk vs profitability. The group increases Citi’s fee-based revenue and market-making execution by utilizing risk-based solutions across asset classes, aiming to increase Citi’s profitability while managing the firm’s risk in times of market volatility and stress. Key responsibilities include risk analysis, risk identification, exposure monitoring, and stress testing. The individual will interact with clients and internal stakeholders to provide customized solutions to optimize their portfolios from a revenue, risk, and funding perspective. The role requires candidates to have a strong background in risk, finance, and knowledge of derivatives products, as well as the ability to articulate complex ideas to management and clients.

Requirements

• Degree in business, finance or mathematics.
• Strong, relevant work experience in the financial industry.
• Experience in empirical data analysis, risk modelling and stress testing.
• Familiar with foreign exchange, interest rate and credit derivatives.
• Ability to work in a cross functional team and to work well under pressure.
• Strong written and verbal communication skills.
• Strong analytical skills and solid familiarity with statistical tools and methods.
• Experience in risk management and stress testing.
• Good attention to detail.
• Sound risk and business judgement.

Nice To Haves

• Knowledge of structured products is preferable.
• Familiar with risk concepts (VaR, Factor Sensitivities, and Stress Test) is preferable.
• Programming skills in Python and VBA a plus.

Responsibilities

• Monitor and assist in the design of portfolio risk management solutions to meet clients’ objectives.
• Work with sales and clients to analyze client portfolios, propose risk limits and work with Credit Risk Management to have them approved.
• Utilize risk management tools for the measurement, monitoring and management of exposure.
• Monitor client exposures and communicate to internal trading desks and external clients.
• Develop processes to streamline data and risk analysis tasks.
• Put together presentations and documentation for internal or external use on various relative topics.

Benefits

• 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.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior