ICM Counterparty Credit Risk Analytics

Job Description

Responsibilities

• optimize advanced quantitative tools for counterparty exposure management, including PFE, factor sensitivity, risk capital
• stress testing Partner with Sales & Trading, CVA
• Market Risk teams to ensure comprehensive coverage of counterparty and liquidity risk measures across all derivatives and financing products Collaborate with Quantitative Risk, Markets Analytics teams, Technology
• Model Validation groups on CCR model development to address new products or risk areas Engage with business managers and In-Business Risk teams on new product approvals, margin model development, risk adjustments
• real-time monitoring and controls Oversee pre-trade approvals for large, complex
• illiquid transactions
• actively monitor client portfolios to mitigate credit, liquidity, legal
• reputational risks Analyze Factor Sensitivities and provide insights on counterparty exposures to senior management Leverage large, complex data sets to evaluate, recommend
• implement credit risk strategies Developmental Value: Significant career advancement opportunities within a leading global financial institution, with a direct influence on the Bank’s strategic risk management direction A stimulating intellectual environment that fosters continuous learning, professional development
• innovation Gain extensive knowledge across a broad spectrum of risk management disciplines and complex financial products Collaborate with a diverse and talented global team of professionals in London, Singapore
• New York Recommended Qualifications: Experience in market or credit risk management
• a strong quantitative background with a keen interest in financial risk Exceptional analytical abilities, capable of designing innovative and scalable solutions to complex financial problems In-depth understanding of global financial markets, comprehensive risk management principles
• various financial products Excellent verbal and written communication skills, with the ability to articulate complex technical concepts clearly and concisely to both technical and non-technical audiences, including senior management A self-starter who thrives in a collaborative team environment, demonstrates strong leadership potential
• can effectively drive initiatives from conception to completion.
• Programming skills preferred, with experience in developing quantitative models and working with large, complex financial datasets Education: Bachelor’s degree in a quantitative field such as Mathematics, Engineering, Computer Science
• a related discipline ------------------------------------------------------ Job Family Group: Decision Management ------------------------------------------------------ Job Family: Specialized Analytics (Data Science/Computational Statistics) ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Primary Location: New York New York United States ------------------------------------------------------ Primary Location Full Time Salary Range: $95,770.00 - $133,630.00 In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.
• 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
• date of hire. ------------------------------------------------------ Most Relevant Skills Please see the requirements listed above. ------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Anticipated Posting Close Date: Jun 22, 2026 ------------------------------------------------------ Citi is an equal opportunity employer
• qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran
• any other characteristic protected by law.
• 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 .
• View Citi’s EEO Policy Statement and the Know Your Rights poster.