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Senior Risk Analytics Specialist

2 months ago


Tampa, Florida, United States Citigroup Full time

Position Overview:
The candidate will play a crucial role within the CCR Exposure Analysis (CRA) Team, actively contributing to the support of OTC derivative trading through comprehensive exposure analysis, evaluation, and resolution of issues.

Key Responsibilities:
The selected individual will take the lead on various Risk processes, engaging with senior management across the organization.


  • Perform intricate risk assessments, including pre-settlement exposure investigations to verify the precision of risk calculations, identify discrepancies, and initiate corrective measures. Aid in risk mitigation strategies for a diverse array of products such as Over The Counter (OTC) derivatives, Securities Financing Transactions (SFTs), Mortgage-Backed Securities, and fixed income and cash securities.
  • Collaborate with technology and model development teams to implement system/model modifications and address margin/legal concerns with margin operations and legal departments.
  • Deliver training on conducting basic exposure investigations utilizing risk systems and understanding the impact of internal processes on exposure allocations and calculations.
  • Oversee the PSE Month End Adjustment process, not only reviewing and approving adjustments but also managing the entire process, methodology, and governance.
  • Ensure the operational processes and system infrastructure within the CRA group function efficiently.
  • Support the development of risk analytics tools and systems, including defining interface requirements and logic, as well as conducting testing and post-release training.
  • Engage with various business stakeholders and senior management on additional ad hoc requests related to regulatory inquiries and data analysis.

Core Qualifications:
A Bachelor's degree or its foreign equivalent in Finance, Economics, Statistics, or a related field, accompanied by 10 years of experience in a similar role focused on risk analysis for a global banking institution.


Experience Requirements:
10 years of experience must encompass:


  • Analyzing credit risk exposure for Securities Financing Transactions and Over the Counter derivatives.
  • Understanding credit risk concepts and processes, including pre-settlement exposure, settlement risk, financial derivatives, and counterparty credit risk.
  • Project management experience, including project lifecycle management, requirement documentation, and collaboration with multiple stakeholders.
  • Creating and delivering presentations on complex technical topics.
  • Developing and maintaining comprehensive technical documentation for processes, systems, or models.

Special Skills:
A strong interest in finance, complemented by exceptional analytical, research, and organizational abilities; familiarity with risk management systems is preferred.


Excellent verbal and written communication skills, with a keen attention to detail.


Self-driven and capable of independently achieving results while effectively prioritizing tasks and managing multiple responsibilities.


A proactive approach to problem-solving to meet tight deadlines and deliver results.


Resourcefulness in gathering, synthesizing, and presenting findings from diverse sources.


Job Family Group:
Risk Management Job Family: Risk Analytics, Modeling, and Validation.


Time Type:
Full-time.


Compensation:
Competitive salary range, with additional discretionary and formulaic incentive and retention awards available for eligible employees.


Employee Benefits:
Comprehensive benefits package including medical, dental, and vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.


Citi also provides paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.