15 days old

VP, Concentration Risk Management Analytics

New York, NY 10007

The Concentration Risk Management (CRM) Group is a newly established group within the risk management function created to build out a comprehensive CRM framework within Citi. Concentration Risk is an enterprise wide risk management function that encompasses credit risk, market risk, liquidity risk and operational risk. The VP CRM Analytics role encompasses reviewing existing and emerging concentration risks and material trends to establish risk adjusted metrics, scenarios and risk drivers to augment existing CRM practices. The objective of this role is to provide effective CRM oversight of the analytics used to identify, quantify and manage concentration risks that arise from Citis broad business footprint, particularly concentration risks that cross businesses and risk types.


Support the build out andmanagement of the new CRM Groupsanalytics oversight capabilities

  • In collaboration with QRS, establish a framework for risk adjusted analytics, including stress testing to enhance the identification of enterprise-wide concentration risk
  • Ensure all analytics procedures align with upgraded CRM risk policies and work effectively with individual business risk policies as they pertain to CRM
  • Support the CRM Analytics co-ordination with QRS and each concentration risk pool team expected to reach 15 risk pools by mid-2020 to ensure consistent and robust risk pool analytics coverage of existing and emerging concentration risks
  • Support robust CRM review and challenge of QRS and business and risk management analytics as part of the periodic limit setting process as well as the quarterly concentration risk identification processes
  • Collaborate with team members to further enhance the connectivity of CRM analytics and risk identification processes with day-to-day business and risk management practices. This will include strengthening existing linkages or establishing new linkages to other practices at the firm.


  • 6-10 years of experience in the financial services industry, preferably with some experience in risk model creation or validation

  • Foundational knowledge of Citi products, risk processes and controls as they relate to risk identification, stress testing, model analytics / validation with a good understanding of regulatory requirements and risk management

  • Good verbal communication skills and ability to translate complex material for a variety of internal audiences
  • Good written communication skills, particularly related to financial and risk analytics/model design
  • Excellent organizational and time management skills; pro-actively informs manager of progress against tasks
  • Excellent proficiency in Microsoft Office particularly Excel (metrics and data analysis), PowerPoint (presentation decks), and Word (writing and editing procedural and technical documentation).
  • Should have familiarity with C/C++, Python, R, Excel VBA and/or other statistical/programming languages


Bachelor Degree in a quantitative discipline required (e.g. Economics, Math, Physics, Statistics) with a Masters/PhD degree in a quantitative discipline preferred.


Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - US


Time Type :


Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

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Posted: 2020-02-10 Expires: 2020-03-11

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VP, Concentration Risk Management Analytics

New York, NY 10007

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