Oversee Citi’s risk governance framework and risk appetite, ensuring all risks generated by the firm’s businesses are measured, reviewed, and monitored on an ongoing basis
Job Summary
Oversee Citi’s risk governance framework and risk appetite, ensuring all risks generated by the firm’s businesses are measured, reviewed, and monitored on an ongoing basis.
Implement and operate the 2nd Line Counterparty Credit Risk and controls framework for Citi, directing the execution strategy for Pre-Settlement Exposure (PSE) and Net Stress Exposure (NSE) across APAC businesses.
Actively monitor the CCR portfolio across business, risk stripes, and legal vehicles, ensuring exposures remain within risk appetite and escalating issues to senior management.
Matching Summary
Oversee Citi’s risk governance framework and risk appetite, ensuring all risks generated by the firm’s businesses are measured, reviewed, and monitored on an ongoing basis.
Skills & Requirements
Must-have
Counterparty Credit Risk frameworks
Pre-Settlement Exposure (PSE)
Net Stress Exposure (NSE)
complex derivatives
Credit documentation
Microsoft Excel
Python (Pandas, NumPy)
Nice-to-have
independent risk function
senior management forums
regulatory interactions
work collaboratively
sound independent risk judgment
Key Requirements
Minimum of 8+ years of experience in Counterparty Credit Risk
Prior work experience in Exposure and Margin frameworks/models
Prior work experience in Markets businesses and products
Strong technical expertise of complex derivative structures
Knowledge of Credit documentation and master agreements
Broad understanding of current market and regulatory environment
Bachelor’s/University degree or equivalent experience