Risk Appetite & Limits 1st LOD Lead Analyst

Risk Appetite & Limits 1st Lod Lead Analyst

Citibank, N.A. seeks a Risk Appetite & Limits 1st LOD Lead Analyst for its New York, New York location. Duties include recommending data-driven solutions to key stakeholders relating to enterprise risk related matters. Lead key projects to define and manage risk appetite across all risk categories within Citi's U.S. Personal Banking (USPB) business. Compare models using statistical performance metrics, such as loss functions or proportion of explained variance. Use qualitative statements and quantitative metrics to determine risk appetite limits and thresholds. Test, validate, and reformulate models to ensure accurate prediction of outcomes of interest. Evaluate and enhance CCAR and loss forecasting models. Partner with financial risk management teams in wholesale and retail credit businesses and non-financial risk management teams accountable for operational, compliance, reputational, and strategic risks. Utilize Tableau and SQL as a business intelligence tools for data analysis and visualization. Link top-of-house appetite to lower-level credit portfolios and product programs, and to non-financial risk categories such as data, processing, and technology. Design an effective operations model within USPB and drive related programs. Review all Risk Appetite Statements submitted by partners for completion and analyze appropriateness in case of business constraints or business drivers. Create DataMart to simplify complexity involved in data extraction for portfolio analyses. Analyze and validate data, discuss reasonability with stakeholders, and assess data implications on risk-taking and risk appetite within the business. A telecommuting / hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements : Requires at least a Master's degree, or foreign equivalent, in Business Analytics, Risk Management, Data Analytics or related quantitative field and 3 years of experience as a Risk Portfolio Analyst, Credit Portfolio Analyst or related position involving financial and operational risk data management and modeling for a bank. Alternatively, employer will accept a Bachelor's degree in the stated fields and 5 years of the specified progressive, post-baccalaureate experience. Full span of experience must include : Data preparation, cleaning, analysis, modeling, visualization, and reporting using Microsoft Excel; Data analysis and visualization using Tableau and SQL; CCAR and loss forecasting models; Domain knowledge of U.S. private banking and wealth management; and Risk project management.

Citi offers competitive employee benefits, including : medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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