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Form of workCitibank, N.A. seeks a Risk Policy Senior Officer I for its New York, NY location.
Duties: Develop quantitative risk framework and associated risk analytics to optimize risk appetite limit setting and usage monitoring methodologies, credit risk appetite framework and associated metrics, risk return framework, and metrics. Leverage external and internal data to formulate objectives, develop analytical solutions, and perform statistical analyses using CHAID and other advanced segmentation techniques to identify relationships and trends in data. Develop and test analytical methods to identify underserved segments within risk appetite boundaries while business balancing risk and return. Evaluate, implement, and monitor edge analytic tools such as machine learning models in the underwriting and ECM process. Utilize in-depth understanding of Risk Appetite Framework (RAF) benchmark structure to define top of the house risk appetite monitoring. Connect with policy managers to understand any breaching or strategy changes and explicitly illustrate the explanation in management updates. Work closely with key stakeholders in RAF process to set up appropriately. Engaging directly with senior Leadership and support on board level communication of risk management Monitoring risk on a quarterly basis. Building analytical assessment reports to present to senior leadership. Remote work may be permitted within a commutable distance from the worksite, in accordance with Citi policy.
Requirements: Bachelor's degree, or foreign equivalent, in Finance, Quantitative Finance, Business, or a related field, and six (6) years of experience in the job offered or in a related occupation. Six (6) years of experience must include: Working in Consumer banking and Wealth Management Business with understanding of business model; Building foundational capabilities/credit risk functions around Risk Appetite/Risk Management Framework; Utilizing business risk return metrics including RAR and ROTCE to evaluate business profitability and risk exposure across segments with strong knowledge Tangible Common Equity allocation methodology; Automating manual processes including data visualization and dashboards using data analytics tools and data visualization tools including Tableau, SAS, and SQL to analyze the in-business indicator; Utilizing knowledge of banking business models to build deep dive quantitative analysis to drive business growth under different scenarios, conducting quarterly and annual reviews based on model performance; and Analyzing the quarterly risk assessment quantitative and qualitative trending with automation tools such as excel VBA and Tableau. In the alternative, employer will accept a Master's degree and four (4) years of experience. 40 hrs/wk. Applicants submit resumes at https://jobs.citi.com/ or by email to Citigroup Recruiting Dept. at NAMobilityRecruitment@citi.com. Please reference Job ID# 24720698. EO Employer.
Wage Range: $193,800 - $240,240
Job Family Group: Risk Management
Job Family: Risk Policy
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Primary Location:
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