SVP, Credit Portfolio Senior Officer SVP, Credit Portfolio Senior Officer …

Citi
in London, England, United Kingdom
Permanent, Full time
Last application, 01 Oct 19
Competitive
Citi
in London, England, United Kingdom
Permanent, Full time
Last application, 01 Oct 19
Competitive
SVP, Credit Portfolio Senior Officer
Key Responsibilities:
  • Direct the execution strategy for Stress Testing across ICG Risk in partnership with Credit Officers, Technology, QRS, 1st Line and other key stakeholders
  • Responsible for remediating technology CAPs associated with DSFT and FXPB MRA in the prescribed timelines
  • Socialize and update stress testing technology strategy to incorporate changing regulatory, market and internal policy requirements
  • Work with technology to develop a data strategy for consistent usage of data across various risk calculations (PSE, RWA, VaR and others) and Stress Testing
  • Work with technology to develop a consistent model usage strategy (Full Revaluation, Factor Sensitivities)
  • Compare usage of reference data and services across various risk calculations for consistency and improvements in risk calculations
  • Partner with key members of ICG Business, ICG Risk, QRS and Technology to develop a cohesive strategy
Developmental Value:
  • Develop deep understanding of market products across ETDs, OTCs and SFTs
  • Develop deep understanding of stress testing requirements across regulatory bodies, geographies, market products and type of stress testing
  • Develop a strong network with ICG Business, Risk Management and Technology leaders across the globe
  • Contribute to shaping the future of technology strategy for Wholesale Credit Risk
  • Deepen understanding of day to day Risk Management
Qualifications :
  • 10+ year experience covering Risk Management, Technology and Project Management
  • Good understanding of Stress Testing
  • Good understanding of Counterparty Credit Risk
  • Broad understanding of current regulatory environment as applicable to Stress Testing
  • Broad understanding of various Markets and Securities Services products
  • Superior Communication and Influencing skills
  • Analytical individual with ability to model data and draw conclusions
  • Ability to manage multiple competing priorities with demonstrated experience in executing against tight deadlines and managing issue escalation
  • High level of personal integrity, proven dedication to excellence, leadership qualities and a flexible, creative, innovative personality
  • Bachelor's/Master's Degree, with distinguished academic achievement
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Grade :All Job Level - All Job Functions ------------------------------------------------------
Time Type :Full time ------------------------------------------------------
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Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
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