What are the responsibilities and job description for the Counterparty Credit Risk Analytics, AVP position at Early Career?
Join Citi's Institutional Credit Management (ICM) group, a critical First Line of Defense for wholesale and counterparty credit risk. This is an unparalleled opportunity to design, develop, and deploy cutting-edge, data-driven solutions that fortify our firm’s risk management strategies. You will play a pivotal role in ensuring robust and effective risk management across the organization, directly impacting Citi's strategic direction by aligning business and regulatory goals. Key responsibilities of the group include stress testing, trade advisory, exposure monitoring, risk identification, and credit analysis.
Responsibilities:
- Design, develop, and optimize advanced quantitative tools for counterparty exposure management, including PFE, factor sensitivity, risk capital, and stress testing
- Partner with Sales & Trading, CVA, and 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, and 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, and real-time monitoring and controls
- Oversee pre-trade approvals for large, complex, and illiquid transactions, and actively monitor client portfolios to mitigate credit, liquidity, legal, and reputational risks
- Analyze Factor Sensitivities and provide insights on counterparty exposures to senior management
- Leverage large, complex data sets to evaluate, recommend, and 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, and 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, and New York
Recommended Qualifications:
- Experience in market or credit risk management, or 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, and 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, and 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, or a related discipline
------------------------------------------------------
Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Portfolio Credit Risk Management------------------------------------------------------
Time Type:
Full time------------------------------------------------------
Primary Location:
New York New York United States------------------------------------------------------
Primary Location Full Time Salary Range:
$109,120.00 - $163,680.00
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, and date of hire.
------------------------------------------------------
Most Relevant Skills
Analytical Thinking, Constructive Debate, Escalation Management, Industry Knowledge, Policy and Procedure, Policy and Regulation, Process Execution, Product Knowledge, Risk Controls and Monitors, Risk Identification and Assessment.------------------------------------------------------
Other Relevant Skills
For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------
Anticipated Posting Close Date:
Apr 17, 2026------------------------------------------------------
Citi is an equal opportunity employer, and 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, or 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.
Salary : $109,120 - $163,680