Loan Portfolio Capital Management Vice President

Citi • New York, NY

2d • Onsite

About The Position

Our team is responsible for developing and maintaining tools used in structuring and monitoring of corporate loan book hedging facilities. A successful team member will be able to communicate well with various stakeholders including traders, Risk and technology as they effectively deliver tools to the desk.

Requirements

• Strong programming skills in languages such as Python, C++, or R, with experience in numerical libraries and data manipulation.
• Utilizing Python and SQL programming languages and AI tools to develop data analytics reports
• Strong analytic and quantitative skills, especially in data science and optimization.
• Ability to translate complex quantitative concepts into clear and concise explanations for both technical and non-technical audiences.
• Proven experience (typically 5+ years) in a related quantitative occupation performing data or risk analysis.

Responsibilities

• Develop new models to expand product coverage and market features.
• Develop tools for traders to be able to visualize and analyze their facilities.
• Provide daily support to traders to explain changes in pricing, regulatory capital, and stress testing.
• Develop model performance test methodologies (back testing, stress tests, benchmarking, etc.)
• Prepare analytical reports for senior management, business and risk management functions, and for regulators
• Build a culture of responsible finance, ethics, good governance and supervision

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