8 days old

VP - Small Business Capital Risk

Citigroup
O'Fallon, MO 63366
The One-Stop shop for cutting edge Risk Appetite analytics!


The Risk Appetite, Capital, & Analytics (RACA) unit seeks to **catalyze transformational risk analytics for US Retail Bank (USRB)** . The team resides in the CRO (Chief Risk Officer)s organization within the Citigroups North America USRB business. It was designed to integrate all USRBs existing risk appetite, capital (Economic and Regulatory Capital) related analytics into one centralized unit, provide oversight control on internal reporting processes that drive results and liaise with the key business stakeholders.


The missions of RACA are:


+ Establishing and driving process rigor for risk appetite / capital analytics

+ Ensuring the appropriateness of top-down model results for the USRB portfolios

+ Developing cutting-edge analytics that drive returns optimization and portfolio growth

+ Integrating quantitative and qualitative standards to fast-track problem solving and innovation


**KEY RESPONSIBILITIES:**


This role reports into the Senior VP of **Retail Analytics** , providing thought leadership in driving the best practice in risk management primarily small business banking businesses, with supporting activities for other retail products. Specific roles and responsibilities include:


**Drive RAF execution, evolution, and accountability for the Retail Bank products:**


+ Oversee the credit risk analytics processes to ensure accurate and credible risk appetite / capital ratios that can support USRBs capital management and allocation efforts

+ Perform trend analysis on RAF drivers, provide explanations of any notable shift, and assist the teams in escalating the corrections if the shift is due to data quality issues

+ Develop analytical capabilities that allow sustainable growth through multiple channels


**Catalyze quantitative and qualitative innovation in the analytics space:**


+ Leverage on programming/quantitative tools (SAS, Python, SQL) to mine and review big-data environments

+ Turn data facts into actionable insights through visual story-telling (Tableau, etc.)

+ Jailbreak data and modelling black-boxes and simplify access to key stakeholders


**Build and manage stakeholder network across functional and business lines:**


+ Establish and maintain on-going transparent communications with model developers to achieve in-depth full understanding of the Citi-wide RAF & capital reporting process and all the related models, calculations and methodologies

+ Provide business feedback and opinion to drive appropriate practices in credit risk capital modeling for USRB


+ Uncover emerging opportunities to deploy cutting-edge capital analytics and advisory

+ Create cross-functional exchanges that promote RACAs ability and proposition in in-business strategic management

+ Manage tools that support team branding, development, and capital training across the organization.


**Qualifications:**


+ 6-10 years of relevant experience

+ Demonstrated ability to synthesize, prioritize and drive results with a sense of urgency

+ Ability to leverage visual story-telling to share compelling stories for stakeholders at multiple executive levels

+ 1+ years of experience in Risk Appetite Framework analytics

+ 1+ years of experience in wholesale or retail Basel II/III and economic capital analytics or reporting

+ Proficiency in data/quantitative tools such as SAS, SQL, Python, and Tableau

+ Proven ability to remain organized in a fast-paced environment, managing multiple projects

+ Proven interpersonal, organizational and analytic skills


**Education:**


+ Bachelor's degree/University degree or equivalent experience

+ Masters degree with quantitative or business focus strongly preferred


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**Job Family Group:**


Risk Management

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**Job Family:**


Business Risk & Controls

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**Time Type:**


Full time

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Citi is an equal opportunity and affirmative action employer.


Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.


Citigroup Inc. and its subsidiaries ("Citi) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review **Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm)** .


View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCP\_EEO\_Supplement\_Final\_JRF\_QA\_508c.pdf) .


View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeo\_aa\_policy.pdf) .


View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp\_%20English\_formattedESQA508c.pdf)


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Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Categories

Posted: 2022-05-13 Expires: 2022-06-12

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VP - Small Business Capital Risk

Citigroup
O'Fallon, MO 63366

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