Senior Quantitative Risk Manager

3 days ago


Wilmington, Delaware, United States Citigroup Inc Full time

Job Overview

Citigroup Inc is seeking a highly skilled Senior Quantitative Risk Manager to join our team in GCB Risk Management. As a key member of the Loss Forecasting group, you will be responsible for leading activities in credit loss forecasting using portfolio analytics and monitoring portfolio performance in coordination with the Risk Management team.

About the Role

The ideal candidate will have 6+ years of experience in credit card risk management or equivalent preferably in the financial services industry, with a preference for work in forecasting, accounting or credit risk management. You will be able to develop and perform Financial and Risk analysis that addresses concerns and issues, and present them to management and external auditors with a clear and concise approach.

Key Responsibilities

  • Manage and maintain financial/loss models used to build the various subcomponents of loss forecast
  • Evaluate loss forecast model methodologies, monitor portfolio performance metrics and synthesize analysis for presentation to management
  • Work closely with Governance and Model Risk Management to ensure adherence to all policy requirements
  • Create, review and share critical business decks for leadership and global policy
  • Utilize Statistical Analysis System (SAS) in a UNIX environment to perform risk, financial and data analyses including profiling, sampling, forecasting and due diligence
  • Prepare risk management presentations for senior management that include analytics on expected portfolio performance and areas of potential risk and/or opportunity

Requirements

  • Bachelor's degree required in Mathematics, Engineering, Statistics, Economics, Physics, or a relative quantitative discipline (Master's degree, MBA or CPA preferred, or equivalent experience)
  • Advanced usage of Excel, SAS/SQL required (2+ years), proficiency in PowerPoint, Word required, Oracle Hyperion tools (essbase, smartview), Tableau preferred
  • Ability to work with senior managers, internal stakeholders to help build consensus to address difficult and complex business needs

Benefits

Citi offers competitive employee benefits, including medical, dental & vision coverage; life, accident, and disability insurance; paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.

Salary Range: $120,000 - $180,000 per year



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