The Credit Portfolio Senior Analyst at Citigroup Global Markets Inc. will focus on performing credit reviews and supporting credit approval processes while monitoring the global credit portfolio. This role involves analyzing credit and financial performance using various statistical methodologies and enhancing existing processes. The analyst will also conduct portfolio risk analysis for OTC derivatives and validate trade recommendations to optimize margin utilization. The position requires collaboration with quant and IT teams to develop efficient computational processes.

• Bachelor's degree in Applied Mathematics, Financial Engineering, Operations Research, Information Engineering, or a related field.
• Four years of experience in credit risk analytics, credit portfolio monitoring, and financial risk analysis.
• Experience in performing quantitative modeling to calculate portfolio risk under stress scenarios for financial derivatives portfolios.
• Experience in automating and enhancing daily risk change frameworks using Python, SQL, and Tableau.
• Master's degree or foreign equivalent and two years of experience may be accepted as an alternative.

• Perform credit reviews and support credit approval processes.
• Monitor Citi's global credit portfolio to identify credit migration trends.
• Analyze credit and financial performance through statistical scoring and regression methodologies.
• Conduct portfolio risk analysis and scenario analysis for OTC derivatives across assets.
• Validate trade recommendations to optimize margin utilization and perform multi-lateral Initial Margin optimization.

• 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.