Risk Appetite & Limits 1st LOD Lead Analyst

Citi • New York, NY

14h • Hybrid

About The Position

Citibank, N.A. is hiring a Risk Appetite & Limits 1st LOD Lead Analyst in New York, New York. The role leads projects to define and support management of risk appetite across risk categories for retail businesses, including US Consumer Cards, Wealth, and the Legacy Franchises Business. The analyst applies knowledge of consumer credit cards, Wealth products, and risk management practices to define and calibrate business risk appetite.

The role models risk-return and risk-appetite metrics by evaluating forecasts, corporate financials, and credit performance, and develops forward-looking outlooks that consider macroeconomic impacts, seasonality, model changes, and management actions. It uses qualitative reviews and quantitative metrics to assess adherence to risk-appetite limits and thresholds, connecting top-of-house appetite to lower-level credit portfolios and product programs as well as non-financial risk and operational considerations.

The analyst uses Tableau and SQL for business intelligence, data analysis, and visualization; evaluates monitoring and risk controls for retail credit portfolios using key risk indicators and risk-appetite metrics; and analyzes and validates data, discussing its reasonability and implications for business risk-taking with stakeholders. A telecommuting/hybrid schedule may be permitted within a commutable distance from the worksite, subject to Citi policies and protocols.

Requirements

• A Master's degree or foreign equivalent in Business Analytics, Risk Management, Data Analytics, or a related quantitative field, plus at least 3 years of experience as a Risk Portfolio Analyst, Credit Portfolio Analyst, or in a related position involving financial and operational risk data management and modeling for a bank; alternatively, a Bachelor's degree in the stated fields and 5 years of the specified progressive, post-baccalaureate experience.
• Experience in retail credit risk management, credit risk strategy, and credit analytics.
• Experience with Retail Credit Policy, Underwriting Strategies, and loss forecasting methodologies.
• Experience with credit risk regulatory requirements, governance frameworks, and controls.
• Experience using SAS, Tableau, SQL, and MS Excel analytical and data-management tools.
• Knowledge of machine-learning principles and statistical scoring, segmentation, regression, and simulation techniques for risk decisioning.
• Experience in Consumer Cards and Wealth Management business domains.
• At least 2 years of experience applying knowledge of Risk Appetite and Limit setting and adherence.
• At least 2 years of experience with CCAR and Stress Testing frameworks.

Responsibilities

• Lead projects to define and support management of risk appetite across risk categories for retail businesses, including US Consumer Cards, Wealth, and the Legacy Franchises Business.
• Define and calibrate business risk appetite using knowledge of consumer credit cards, Wealth products, and risk management practices.
• Model risk-return and risk-appetite metrics by evaluating forecasting, corporate financials, and credit performance.
• Produce forward-looking outlooks that consider macroeconomic impacts, seasonality, model changes, and management actions.
• Use qualitative reviews and quantitative metrics to determine adherence to risk-appetite limits and thresholds.
• Link top-of-house risk appetite to lower-level credit portfolios and product programs, and to non-financial risk and operational considerations.
• Use Tableau and SQL for business intelligence, data analysis, and visualization.
• Evaluate monitoring and risk controls for retail credit portfolios using key risk indicators and risk-appetite metrics.
• Analyze and validate data, discuss reasonability with stakeholders, and assess data implications for business risk-taking and risk appetite.

Benefits

• Medical, dental, and vision coverage
• 401(k)
• Life, accident, and disability insurance
• Wellness programs
• Paid time off, including planned vacation, unplanned sick leave, and paid holidays
• Discretionary and formulaic incentive and retention awards may be available to eligible employees

What This Job Offers

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