Senior BA/PM Tech Lead Analyst - Credit Risk, Citi

Citi

Location:
United Kingdom, London

Category:
IT - Software Development

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

This is a senior role to lead Derivatives data-related Consent Order initiatives for Counterparty Credit Risk and Regulatory Capital programs, with responsibilities spanning program management, data analysis, and technology delivery.

Job Responsibility:

Program manage Wholesale Credit Risk Technology initiatives tied to Citi’s commitments as part of the Consent Order
Lead analysis of Derivatives data and calculation issues across front to back flows, interfacing with Tech and Business partners to drive solutions to complex problems
Interface with MD/D level stakeholders across Markets, 1LoD and 2LoD in Counterparty Credit Risk, Institutional Clients Group and Technology teams to execute programs end to end
Create and manage detailed program/project plans for the technology delivery of data and calculation solutions
Ensure accurate Program/Project management tracking data such as milestones are accurately recorded, maintained, and reported via Citi’s internal project tracking systems and in appropriate steering committees and working groups
Help assemble and maintain detailed documentation covering Counterparty Risk data processing and calculations to be used to discuss technology implementation details with the Business users and Regulators as necessary
Create flow diagrams, structure charts, and other types of system or process representations when appropriate
Understand, analyse, and explain counterparty mark-to-future exposures on Derivatives books to users
Investigate Potential Future Exposure/EPE/EAD/RWA and related calculations for internal risk management and BASEL regulatory capital reporting based on the exposure profiles generated by the systems where necessary.

Requirements:

Program management experience delivering complex high priority regulatory programs working with MD/D level stakeholders with a proven ability to build strong alliances across functions
Extensive experience in Credit or Market Risk management either with business or technology groups in large investment banks
Excellent understanding of Credit or Market Risk mechanics for derivatives products
Understanding of Counterparty Credit Risk an advantage – Potential Future Exposure, Margin (ISDA MNA and CSA), Collateral Haircut, Liquidity and Period of Risk, Settlement Risk
Understanding of Basel III/IV and any other relevant Risk Regulations and measures including PSE, RWA, EAD
Comprehensive experience with Agile and Waterfall SDLC methodologies
Strong demonstrated leadership skills with extensive experience delivering complex programs with remote global teams
Demonstrated ability to work under pressure juggling multiple complex streams of work in a fluid environment with changing priorities
Exceptional oral and written communication skills.

Nice to have:

Understanding of Counterparty Credit Risk – Potential Future Exposure, Margin (ISDA MNA and CSA), Collateral Haircut, Liquidity and Period of Risk, Settlement Risk
Understanding of Basel III/IV and any other relevant Risk Regulations and measures including PSE, RWA, EAD.

Additional Information:

Job Posted:
June 12, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Senior BA/PM Tech Lead Analyst - Credit Risk