Counterparty Credit Risk Specialist

1 day ago


London, Greater London, United Kingdom Citigroup Inc. Full time

Job Overview

Citigroup Inc. is seeking a highly skilled Counterparty Credit Risk Stress Testing Analyst to join its Wealth Credit Management team in Citi Global Wealth.

The role sits within the Portfolio Strategy team and serves as a critical component of our First Line of Defense for Counterparty Credit Risk (CCR) management, working with Independent Risk partners to ensure best-in-class risk and controls.

This position will focus on the execution of the Securities-Based Lending (SBL) Transformation project, a key initiative aiming to simplify and fasten the origination and execution of new SBL products.

Responsibilities
  • Define and implement CCR portfolio risk metrics and analytics for new Margin Loans;
  • Develop and maintain stress testing and CCR analytics for the SBL portfolio;
  • Oversee completion of key deliverables and projects for the margin lending integration including enhancements to the stress testing infrastructure and portfolio metrics;

We are looking for strong candidates with relevant professional experience performing similar tasks in a Market or Counterparty Risk Management function.

The estimated salary for this role is $120,000 - $180,000 per year, depending on location and qualifications.

A strong quantitative background, particularly with respect to counterparty risk stress testing and exposure valuations, is essential for success in this position.

Applicants should also have excellent analytical skills and the ability to interact successfully with business partners and technology teams.



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