Portfolio Credit Risk Management 2nd Line of Defense Lead Analyst
Citi(1 month ago)
About this role
A position within Citi’s Portfolio Management Group Methodology Team focusing on analytics and oversight of Wholesale Risk Ratings and credit methodologies across the Banking & International division. The role supports alignment of risk rating models, taxonomy of qualitative adjustments, and their downstream application to stress testing, reserves, and RWA while ensuring compliance with regulatory expectations. It requires integration of subject-matter and industry expertise across multiple stakeholders within the credit risk function.
Required Skills
- Model Oversight
- Risk Ratings
- PD Modeling
- Stress Testing
- Reserve Forecasting
- Quantitative Analysis
- Python
- R
- SAS
- Governance
+6 more
Qualifications
- Bachelor's Degree
- Master's Degree (Preferred)
- CFA
- FRM
About Citi
citi.comCitibank offers multiple banking services that help you find the right credit cards, open a bank account for checking, & savings, or apply for mortgage & personal loans.
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