Senior Credit Risk Strategist

3 days ago


Schaumburg, Illinois, United States Citigroup Inc Full time

Citigroup Inc seeks a skilled Senior Credit Risk Strategist to join its USPB Forecasting & Analytics group. This senior-level position is responsible for generating and managing the Cost-of-Credit forecast on over $200 billion USPB portfolios. The individual will analyze macro-economic scenarios, econometric forecasting models, business strategies, and portfolio trends to produce accurate and meaningful Cost-of-Credit forecasts for key NA Cards portfolios.

The role involves reconciling detailed financial data from disparate sources, producing summary documents and presentations, supporting management reviews with business leaders, Model Risk Management, and Independent Risk. The individual will also aid the Global CCAR teams in providing presentations and memos to regulators and external auditors.

Main responsibilities include executing the Quarterly multi-scenario forecasting exercise (QMMF) and Annual stress testing exercise (CCAR/DFAST) for relevant NA Cards portfolios. Associated reporting, governance, and documentation are also key aspects of this role.

To succeed in this position, you should have a strong understanding of risk management, credit card industry knowledge, and familiarity with forecasting models. A Bachelor's degree in an analytical field is required, while a Master's or PhD degree is a plus. You should have at least 6 years of work experience in financial services or management consulting.

Estimated salary: $150,000 - $250,000 per year, depending on location and qualifications.



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