The credit portfolio group manager is a senior management-level position responsible for accomplishing results through the management of a team or department to monitor the citi portfolio and identify credit migration in coordination with the risk management team. The overall objective of this role is to lead the management of citi's portfolio exposure to client and counterparties globally.
responsibilities:
1. lead and develop a team of risk analysts and manage complex/critical/large professional disciplinary areas
2. lead risk financial forecasting efforts, including designing and maintaining complex credit loss and financial risk forecasting models, conducting cost of credit analyses, and monitoring product trends to identify key areas of risk-opportunity
3. develop, test, optimize and implement credit/valuation policies
4. manage risk levels for the entire credit/valuation spectrum across multiple products and retail formats consistent with program financial goals
5. track and report on initiatives, performance results, emerging trends and opportunities to senior management
6. establish cross-functional partnerships and networks in order to support the execute cross-functional and business initiatives
7. appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency, as well as effectively supervise the activity of others and create accountability with those who fail to maintain these standards.
qualifications:
8. 10+ years of experience in credit risk management or equivalent training
9. experience in the financial services industry preferred
10. demonstrated accountability for delivery of a full range of services to one or more businesses/geographic regions
11. consistently demonstrate clear and concise written and verbal communication
12. proven negotiation skills often used at a senior level
13. demonstrated ability to synthesize, prioritize and drive results with urgency
14. ability to obtain support and buy-in across a wide range of internal and external audiences
education:
15. bachelor's degree/university degree or equivalent experience
16. master's degree preferred
objetivo del puesto
liderar el diseño, desarrollo e implementación de modelos avanzados de riesgo de crédito, integrando analítica avanzada, machine learning y big data para lograr una valoración 360° del cliente, optimizando el uso de recursos del banco y asegurando el cumplimiento regulatorio.
descripción del área
el área es responsable del desarrollo de modelos regulatorios de riesgo de crédito, con acceso a múltiples fuentes de datos para evaluar integralmente a los clientes.
actualmente se encuentra en una evolución hacia modelos de machine learning, manteniendo altos estándares regulatorios.
se trabaja con:
17. grandes volúmenes de datos
18. fuentes estructuradas y no estructuradas
19. analítica avanzada aplicada a decisiones estratégicas de riesgo
responsabilidades principales
20. liderar el desarrollo integral de modelos de riesgo de crédito (lending).
21. diseñar e implementar modelos rule base y modelos basados en machine learning.
experiencia
22. 8 a 10 años de experiencia en:modelado de riesgo de créditoanalítica avanzadaentornos regulatorios bancarios
23. experiencia sólida en:desarrollo e implementación de modelos de acquisition, behavior, collections entre otros
24. deseable experiencia en banca o servicios financieros a gran escala.
indispensables:
25. python
26. pyspark
27. sas
28. sql
29. estadística avanzada y exploración de variables
30. manejo avanzado de grandes volúmenes de datos
deseables:
31. r
32. big data
33. machine learning aplicado a riesgo
34. automatización de pipelines analíticos
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job family group:
risk management
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job family:
portfolio credit risk management
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time type:
full time
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most relevant skills
analytical thinking, constructive debate, escalation management, industry knowledge, policy and procedure, policy and regulation, process execution, product knowledge, risk controls and monitors, risk identification and assessment.
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other relevant skills
for complementary skills, please see above and/or contact the recruiter.
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