Oversee credit portfolio limits and stress testing, ensuring a balance between risk and reward and maintaining the company's risk appetite
Job Summary
Oversee credit portfolio limits and stress testing, ensuring a balance between risk and reward and maintaining the company's risk appetite.
Supervise the end-to-end framework for the adequacy of credit reserve and stress testing, ensuring proper management of the credit portfolio.
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets.
Matching Summary
Oversee credit portfolio limits and stress testing, ensuring a balance between risk and reward and maintaining the company's risk appetite.
Salary
Base: $114,720.00 - $172,080.00; Bonus/Equity: discretionary and formulaic incentive and retention awards; Benefits: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
Skills & Requirements
Must-have
portfolio risk management
CECL reserves calculation
stress testing
loss forecasts
risk appetite management
credit portfolio limits
regulatory compliance
Nice-to-have
early adopter of change
inspires curiosity
challenges self and others
change catalyst
alignment with organizational decisions
collaboration with various teams
volunteering in community programs
Key Requirements
6-10 years of experience
Proven experience in overseeing, challenging, and reviewing credit portfolio management
Demonstrable understanding of credit analysis and counterparty risk
Solid experience in review, challenge and oversight of loanable value methodology and portfolio stress testing