Portfolio Credit Risk Management 2nd Line of Defense Lead Analyst

Portfolio Credit Risk Management 2nd Line of Defense Lead Analyst | Citi Careers

• Key Responsibilities encompasses the 3 critical area of wholesale model risk and analytics
• Model Oversight & Strategy
• Support risk rating model oversight activities and prepare Governance Forum reviews
• Provide independent review of annual and multi-year model enhancement plans
• Analysis & Review
• Build sustainable, repeatable, and automated analytics supporting centralized model and risk rating related governance
• Perform advanced ad hoc analytics and root cause analyses
• Support business and independent risk analysis
• Stakeholder Management & Communication
• Partner with and support the Model Sponsors, Model Developers, Model Users in 1st and 2nd line of business and Governance Forum activities
• Liaise with Model Developers to implement model methodology
• Collaborate closely with other functions, such as product development and technology

• 5+ years of experience in the financial industry
• 3+ years of prior experience in a model development or model risk management function
• Knowledge of coding in R, Python, or SAS
• Comprehensive understanding of quantitative and qualitative methodologies and regulatory requirements
• Demonstrated knowledge across various wholesale credit portfolios and products
• Ability to assess complex issues through root cause analysis
• Strong oral and written communication skills
• Proficient in Microsoft Office

• Private Medical Care Program
• Life Insurance Program
• Pension Plan contribution (PPE Program)
• Employee Assistance Program
• Paid Parental Leave Program (maternity and paternity leave)
• Sport Card
• Holidays Allowance
• Sport and team recreation activities
• Special offers and discounts for employees
• Access to an array of learning and development resources
• A discretional annual performance related bonus

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