Mortgage Portfolio Risk Management - Senior Vice President

Citigroup

Haryana, India
On-site
Stochastic analytics
Risk appetite framework
Credit risk analytics
Citigroup is seeking a Senior Vice President for Mortgage Portfolio Risk Management in Haryana, India, to lead risk analytics in the U.S. Mortgage business. The role involves overseeing credit risk analytics, managing a team of analysts, and driving innovation in quantitative methodologies

Job Summary

  • The team's mission is to develop cutting-edge stochastic analytics that drive returns optimization and portfolio growth, establish and drive process rigor for risk appetite and natural hazard risk analytics, and ensure the appropriateness of top-down model results for the US Mortgage portfolios.
  • Key responsibilities include driving RAF execution and evolution for mortgage products, overseeing credit risk analytics processes, and developing state-of-the-art stochastic analytical capabilities.
  • This role requires managing a high-performing team of quantitative analysts, helping team members build their careers, and planning and prioritizing workflow for complex, cross-departmental projects.

Matching Summary

Match Score: 85

Citigroup is seeking a Senior Vice President for Mortgage Portfolio Risk Management in Haryana, India, to lead risk analytics in the U.S. Mortgage business. The role involves overseeing credit risk analytics, managing a team of analysts, and driving innovation in quantitative methodologies.

Skills & Requirements

Must-have

  • stochastic analytics
  • risk appetite framework
  • credit risk analytics
  • SAS, Python, SQL
  • Tableau visualization

Nice-to-have

  • thought leadership
  • quantitative and qualitative innovation
  • stakeholder network building
  • career development mentorship

Key Requirements

  • 15+ years of relevant experience
  • 3+ years of experience in Risk Appetite Framework analytics
  • 3+ years of experience in Basel II/III or economic capital analytics
  • 3+ years of people management experience
  • Bachelor's degree or equivalent experience

Work Rights

Not specified

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