The Collateral Risk Analyst (AVP) role at Citi is focused on enhancing collateral risk oversight practices across institutional portfolios. This position requires independent analytical judgment and strong attention to detail, with responsibilities that include assessing collateral structures and identifying emerging risks. The role offers significant exposure to credit, collateral, and regulatory risk, making it ideal for professionals aiming to deepen their technical expertise in risk management. The analyst will collaborate with various stakeholders, including Credit Officers and Portfolio Managers, to communicate complex collateral concepts effectively.

• Bachelor's degree in Finance, Economics, Mathematics, or a related field
• 5–8 years of experience in collateral risk, credit risk, market risk, capital, liquidity, or a related institutional risk function
• Strong understanding of credit risk, collateral mechanics, and market risk principles
• Proven ability to exercise independent judgment in risk assessment
• Experience with collateralized products, margining, secured financing, or derivatives collateral
• Familiarity with collateral or margin-related regulations, such as Uncleared Margin Rules
• Experience with data and reporting tools, including Excel, SQL, and Tableau
• CFA or FRM certification is a plus

• Review collateral schedules, terms, and structures to ensure accuracy, completeness, and compliance with internal policies and regulatory expectations
• Validate collateral eligibility based on asset class, documentation, legal enforceability, and internal risk standards
• Assess collateral coverage, margin sufficiency, and concentration risk relative to exposure and portfolio guidelines
• Identify and assess collateral-related risks, including market volatility, liquidity stress, and wrong-way risk
• Evaluate impacts at the counterparty and portfolio level and escalate emerging risks as appropriate
• Support the development of risk mitigation strategies aligned with Citi's risk appetite
• Monitor collateral performance, exceptions, and trends across institutional portfolios
• Produce clear, concise risk reporting for Credit and Risk stakeholders
• Analyze collateral and market data to support ongoing risk oversight and decision-making
• Contribute to the development and maintenance of collateral risk policies, procedures, and guidelines
• Ensure ongoing alignment with regulatory expectations, such as OCC and FRB requirements
• Support internal audits, regulatory exams, and risk reviews related to collateral activities
• Partner closely with Credit Officers, Portfolio Managers, Legal, Operations, and Risk peers
• Communicate complex collateral concepts clearly to both technical and non-technical audiences
• Provide subject-matter support on collateral risk matters across the organization

• Citi offers a comprehensive benefits package including competitive pay, stock programs, healthcare coverage, retirement plans, paid time off, parental leave, and programs supporting employee wellbeing and professional development.