Credit Portfolio Manager - Remote

Overview

The Credit Portfolio Manager at Citibank will be responsible for developing metrics to monitor credit and market risks associated with counterparty credit risk exposure, particularly in the securities-based lending business.

In Short

• Develop metrics for monitoring credit and market risks.
• Analyze and design strategic business capabilities for counterparty credit risk.
• Perform predictive modeling using Monte Carlo simulations and Stochastic methods.
• Use Python to implement Loanable Value methodology.
• Conduct valuation of marketable securities used as collateral.
• Validate calculations and ensure accuracy of methodologies.
• Review and adjust Loanable Values based on market conditions.
• Study market movements and maintain analytical models.
• Work within a hybrid telecommuting schedule as permitted.
• Collaborate with teams to enhance credit risk management processes.

Requirements

• Bachelor’s degree in Mathematics, Statistics, Actuarial Science, Economics or related field.
• 3 years of experience in credit risk management or related roles.
• Experience with Python programming and predictive modeling.
• Proficiency in credit risk metrics development and analysis.
• At least 1 year of experience in valuation of equity and bond portfolios.
• SQL query writing skills.
• Familiarity with Bloomberg.
• Strong analytical skills and attention to detail.
• Ability to work in a fast-paced environment.
• Excellent communication and collaboration skills.

Benefits

• Competitive salary and incentive awards.
• Medical, dental, and vision coverage.
• 401(k) plan.
• Life, accident, and disability insurance.
• Wellness programs.
• Paid time off for vacation and sick leave.
• Paid holidays.
• Access to Citi employee benefits portal.
• Support for career development and training.
• Equal opportunity employer with a commitment to diversity.