VP, Mortgage Risk and Finance Analytics - Hybrid

VP, Mortgage Risk and Finance Analytics in The Risk Appetite, Capital, & Analytics (RACA) unit seeks to catalyze transformational risk analytics for US Mortgage business. The team resides in the CRO (Chief Risk Officer)'s organization within the Citigroup's North America US Mortgage business. It was designed to integrate all USRB's Mortgage existing risk appetite, capital (Economic and Regulatory Capital) related analytics into one centralized unit, provide oversight control on internal reporting processes that drive results and liaise with the key business stakeholders.

The missions of RACA are:

• Developing cutting-edge stochastic analytics that drive returns optimization and portfolio growth
• Establishing and driving process rigor for risk appetite / capital analytics
• Ensuring the appropriateness of top-down model results for the US Mortgage portfolios
• Integrating quantitative and qualitative standards to fast-track problem solving and innovation

KEY RESPONSIBILITIES:

This role will interact Mortgage Analytics, Data, and MIS, and contributes to a team of highly skilled analyst providing thought leadership in driving the best practice in mortgage portfolio management. Specific roles and responsibilities include:

Drive P&L side Risk Appetite Framework (RAF) execution, evolution, and accountability for mortgage products:

• Create credit risk analytics to ensure accurate and credible risk appetite / capital ratios that can support USRB's capital management and allocation efforts
• Work with the capital teams to optimize both regulatory and internal capital measures
• Perform trend analysis on RAF drivers, provide explanations of any notable shift, and assist the teams in escalating the corrections if the shift is due to data quality issues
• Build pro-forma P&L incorporating various credit risk scenarios
• Execute state-of-the-art stochastic analytical capabilities that allow sustainable growth through multiple channels

Catalyze quantitative and qualitative innovation in the analytics space:

• Leverage programming/quantitative tools (SAS, Python, SQL) to mine and review big-data environments
• Turn data into actionable insights through visual storytelling (Tableau, etc.)
• Jailbreak data and modelling black-boxes and simplify access to key stakeholders

Build and manage stakeholder network across functional and business lines:

• Provide business feedback and opinion to drive appropriate practices in credit risk capital modeling for US Mortgage
• Create cross-functional exchanges that promote RACA's ability and proposition in in-business strategic management

Qualifications:

• 5 years of relevant experience
• Demonstrated ability to synthesize, prioritize and drive results with a sense of urgency
• Ability to leverage visual story-telling to share compelling stories for stakeholders at multiple executive levels
• Experience with stochastic cash flow modeling of mortgages a plus
• 3 years of experience in Risk Appetite Framework analytics
• 3 years of experience in wholesale or retail Basel II/III and economic capital analytics or reporting
• Proficiency in data/quantitative tools such as SAS, SQL, Python, and Tableau
• Proven ability to remain organized in a fast-paced environment, managing multiple projects
• Proven interpersonal, organizational, and analytic skills

Education:

• Bachelor's degree/University degree or equivalent experience
• Master's degree with quantitative focus strongly preferred

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review .

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