Senior Risk Management Specialist

4 weeks ago


Wilmington, Delaware, United States 00002 Citibank, N.A. Full time

About the Role

The VP, ACL - Forecasting & Analytics Officer is a senior-level position in USPB Forecasting & Analytics team, responsible for developing, analyzing, and managing risk strategies, loss forecasting models, and portfolio key trends.

Candidate will work in a cross-functional environment with internal business partners such as Finance, Risk Management, Model Development, and Model Risk Teams.

Incumbent will drive the CECL reserve calculation of a $100BN card portfolio leading activities in credit loss forecasting using portfolio analytics, monitoring the portfolio performance in coordination with the Risk Management team.

Key Responsibilities include:

  • Manage and maintain financial/loss approaches used to build the various subcomponents of loss forecast and CECL reserve
  • 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
  • Act as SME to senior stakeholders and/or other team members

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)
  • 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
  • Ability to develop and perform financial and risk analysis that addresses concerns and issues, and ability to present them to management and external auditors with a clear and concise approach
  • Advanced usage of Excel, SAS/SQL required (2+ years), proficiency in PowerPoint, Word required, Oracle Hyperion tools (essbase, smartview) preferred
  • Ability to work with senior managers, internal stakeholders to help build consensus to address difficult and complex business needs


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