• Competitive
  • New York, NY, USA
  • Permanent, Full time
  • Citi-US
  • 2019-04-24

Credit Portf Senior Officer I

Credit Portf Senior Officer I

  • Primary Location: United States,New York,New York
  • Education: Master's Degree
  • Job Function: Corporate Services
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: Yes, 10 % of the Time
  • Job ID: 19013308


Description

About Citi
Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.

Citi's Mission and Value Proposition  explains what we do and Citi Leadership Standards explain how we do it. Our mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. We strive to earn and maintain our clients' and the public's trust by constantly adhering to the highest ethical standards and making a positive impact on the communities we serve. Our Leadership Standards is a common set of skills and expected behaviors that illustrate how our employees should work every day to be successful and strengthens our ability to execute against our strategic priorities.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

Description:
This new role will be a shared resource between the Pensions and BOLI team and  the Convergence Risk team and the job will involve quantitative tasks relating to model sponsorship and development.

Pensions and BOLI - The main activity will entail supporting quantitative model development and model validation. Also the person will be involved in various quantitative projects for equity investments, pensions and BOLI 

The individual will develop their quantitative skills and their knowledge of investments.  

Qualifications

Qualifications:
Postgraduate degree in a quantitative or financial discipline such as Finance, Engineering or Mathematics
Excellent analytical and risk assessment skills including historical, statistical and financial modeling
5-8 years of experience and an in-depth understanding of markets and the financial services sector
Excellent understanding of market risks including rates, spreads, FX, equity and commodity price risk
Understanding of credit risk concepts
Understanding of risk and capital concepts like risk capital, risk weighted assets, stress testing, CCAR
Advanced user of MS Office, especially Excel and PowerPoint and working knowledge of Bloomberg
Programming skills (Python or R preferred)
Advanced interpersonal and communication skills given the need for frequent interaction across both business and control functions
Strong attention to detail
Enjoy working with others in a team atmosphere 
Prefer fast paced working environment
Ability to learn new concepts and techniques quickly
Ability to work independently and multi-task, with a strong attention to detail
Flexibility to work additional hours on an as-needed basis to meet deadlines