Job Description

Job Opportunity: Counterparty Risk Analyst

Come join our diverse and inclusive team as a Counterparty Risk Analyst! In this role, you will be responsible for measuring, monitoring, and controlling counterparty risk for institutional clients. We welcome individuals from all walks of life, including the elderly, refugees, people with visible and invisible disabilities, LGBTQIA+, veterans, and more.

Job Description:

As part of our Counterparty Exposure (CPE) team, you will analyze portfolios and businesses, focusing on counterparty and collateral risk. Your main responsibility will be to ensure that risks are properly measured and controlled according to our risk policies.

Responsibilities:

• Maintain and manage credit exposures for institutional clients
• Assess portfolio risk, credit limits, and liquidity of client positions
• Review and approve new client on-boarding and establish appropriate risk parameters
• Analyze and monitor client portfolios to control credit and liquidity risks
• Collaborate with other teams to enhance risk measurement, develop margin models, and monitor real-time risks
• Work with risk colleagues to mitigate risks in transactions
• Communicate key findings to senior management and lead risk forums
• Conduct periodic reviews of control environment and ensure compliance with market practices
• Utilize risk management tools and participate in strategic risk infrastructure projects
• Represent the department in interactions with independent risk teams, auditors, and regulatory agencies

Qualifications:

• Bachelor’s or Master’s degree in mathematics, science, finance, economics, risk management, or related field
• Minimum 7-10 years of credit risk experience at a major financial institution
• Experience in market risk management or credit risk management
• Knowledge of real money funds, asset managers, hedge funds, or financial institutions

Skills and Competencies:

• Strong analytical and problem-solving skills
• Sound risk and business judgment
• Excellent written and oral communication skills
• Ability to work well in cross-functional teams
• Ability to work independently and in a team environment
• Knowledge of credit review and analysis techniques
• Understanding of portfolio risk and stress testing techniques
• Proficiency in Excel, VBA, Python, or other statistical languages

Developmental Value:

• Opportunity to work with front office and independent risk partners
• Potential for role expansion as the team grows
• Learn about risk management and a wide variety of markets products
• Influence the strategic direction of the company from a risk management perspective
• Gain experience in cutting-edge risk models and techniques

Salary: $163,600.00 - $245,400.00 per year

Citi is an equal opportunity and affirmative action employer. We encourage individuals from all backgrounds to apply.

If you require a reasonable accommodation in the application process, please review our Accessibility at Citi guidelines here.

Thank you for considering this exciting career opportunity!