Portfolio Risk Analyst - Collateral (Assistant VicePresident)
Citibank (Switzerland) AG, New York, NY, United States
For additional information, please review .* Perform reviews of collateral schedules and terms to ensure accuracy, completeness, and compliance with regulatory requirements and internal policies.* Validate collateral eligibility based on established criteria, including legal documentation, asset class and other applicable metrics.* Assess the adequacy of collateral coverage relative to loan amounts for given metrics and terms.* Identify and assess potential risks associated with collateral, such as market stress and wrong way risk, in conjunction with regulatory requirements.* Evaluate the impact of these risks on counterparty exposure on the overall credit portfolio.* Develop and implement strategies to mitigate identified collateral risks.* Contribute to the development and maintenance of collateral risk management policies, procedures, and guidelines.* Ensure that policies and procedures are aligned with regulatory requirements and industry best practices.* Provide training and guidance to credit officers and other stakeholders on collateral risk management practices.* Stay abreast of relevant regulations and guidance related to collateral eligibility, risk management, and valuation.* Ensure that collateral risk management practices comply with applicable regulatory requirements, including those issued by the OCC and FRB.* Assist with internal and external audits related to collateral risk management.* Collaborate with business, credit officers, legal counsel, and other stakeholders to address collateral-related issues and concerns.* Communicate effectively with internal and external parties regarding collateral requirements, policies, and procedures.* Participate in industry forums and professional development activities to stay current on collateral risk management trends and best practices.- **Experience:**
* 3+ years of experience in credit risk management, collateral risk, capital or liquidity, or a related field a plus.
* Experience with regulatory requirements related to collateral risk management (e.g. Uncleared Margin Rules).- **Skills:**
* Strong analytical and problem-solving skills.
* Excellent written and verbal communication skills.
* Proficiency in data analysis and reporting tools (e.g., Excel, Tableau).
* Knowledge of market and/or credit risk management principles and practices.
* Familiarity with collateralized markets products and collateral types.
* Ability to work independently and as part of a team. #J-18808-Ljbffr
* 3+ years of experience in credit risk management, collateral risk, capital or liquidity, or a related field a plus.
* Experience with regulatory requirements related to collateral risk management (e.g. Uncleared Margin Rules).- **Skills:**
* Strong analytical and problem-solving skills.
* Excellent written and verbal communication skills.
* Proficiency in data analysis and reporting tools (e.g., Excel, Tableau).
* Knowledge of market and/or credit risk management principles and practices.
* Familiarity with collateralized markets products and collateral types.
* Ability to work independently and as part of a team. #J-18808-Ljbffr