VP Credit Risk Management and Analytics Lead

4 weeks ago


Wilmington, Delaware, United States Citigroup Full time

The Credit Portfolio Officer is a senior-level position responsible for leading activities in credit loss forecasting using portfolio analytics, monitoring the portfolio performance in coordination with the Risk Management team. The role involves working within the loss forecast team in GCB Risk Management, specifically tasked with calculating and managing the net credit loss forecast on a large portfolio.

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, including analytics on expected portfolio performance and areas of potential risk and/or opportunity
  • Operate with a limited level of direct supervision and act as a subject matter expert to senior stakeholders and/or other team members

Qualifications:

  • Bachelor's degree in Mathematics, Engineering, Statistics, Economics, Physics, or a related quantitative discipline (Master's degree, MBA, or CPA preferred or equivalent experience)
  • 6+ years of experience in credit card risk management or equivalent, preferably in the financial services industry, with a focus on forecasting, accounting, or credit risk management
  • Advanced usage of Excel, SAS/SQL required (2+ years), proficiency in PowerPoint, Word required, Oracle Hyperion tools (essbase, smartview), and Tableau preferred
  • Ability to work with senior managers and internal stakeholders to build consensus and address complex business needs

Citigroup is an equal opportunity and affirmative action employer.



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