Credit Portfolio Senior Analyst
Citigroup•3h ago
United StatesHybrid$112.6K–$138KFull-timeMid Level1+ yrs exp
H-1B sponsor
Top focus
Portfolio Manager
Citibank, N.A. seeks a Credit Portfolio Senior Analyst for its Wilmington, Delaware location
Duties
- Develop quantitative techniques to inform securities investing, equities investing, pricing, or valuation of financial instruments.
- Develop mathematical or statistical models for risk management, asset optimization, pricing, or relative value analysis.
- Perform credit review, approval, and portfolio monitoring.
- Develop credit techniques and procedural improvements.
- Identify areas for credit policy adjustments.
- Provide analytics at portfolio and segment levels for risk and profit optimization.
- Collaborate with Risk Management Information Systems (MIS) on Credit Risk Reporting and Portfolio Quality Review Reporting.
- Work with cross-functional teams in policy execution and management.
- Analyze credit and financial performance to recommend policy adjustments using statistical scoring, segmentation, regression, and simulation techniques.
- Analyze Cards portfolio performance at granular and product levels.
- Conduct data-driven root cause analysis using SAS and SQL to isolate key performance drivers.
- Develop credit tests and risk strategies using statistical and modeling techniques.
- Create tracking mechanisms for monitoring credit tests and expansions.
- Utilize SAS in a UNIX environment for risk, financial, and data analyses, including profiling, sampling, reconciliation, and quality testing.
- Evaluate and implement analytic tools to enhance reporting capabilities.
- Formulate objectives and develop analytical solutions using advanced segmentation techniques like PCA and CHAID.
- Write and integrate queries in SAS and SQL, ensuring reporting accuracy.
- Simplify data extraction processes to enhance datamarts.
- A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols
Requirements
- Requires a Master’s degree
- foreign equivalent, in Statistics, Mathematics or related quantitative field and 1 year of experience as a Credit Risk Analyst or related position involving consumer credit risk management to mitigate risk in a global financial services institution.
- Alternatively, employer will accept a Bachelor’s degree in the specified fields and 3 years of experience in the above positions. 1 year of experience must include: Statistical analytics using SAS/SQL
- Algorithm designing and analysis for behavior forecasting
- SAS programming for data management
- Regression analysis
- Machine learning algorithm designing and implementation
- Clustering analysis and risk segmentation
- Simple and nonlinear regression models calculation
- Model fit and assumption testing and variables adjustment
- Experimental design including randomization, replication and control
- Approximation of sampling distribution
- Experimental data analysis for decision-making formulation and modeling
- Credit risk management
- Financial analysis
- and Financial reporting.
- Applicants submit resumes at https://jobs.citi.com/.
- Please reference Job ID #26969288.
- Wage Range: $112,600 to $138,000 Job Family Group: Risk Management Job Family: Credit & Portfolio Risk Management ------------------------------------------------------ Job Family Group: ------------------------------------------------------ Job Family: ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Primary Location: Wilmington Delaware United States ------------------------------------------------------ Primary Location Full Time Salary Range: 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: ------------------------------------------------------ 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.
Required skills
SASSQLstatistical analysisregression analysismachine learningclusteringcredit risk managementfinancial analysisdata management