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Head of CCR & PM Analytics

Uruguay
Citi

Publicado en www.sonicjobs.com 31 mar 2025

The Global Head of Counter Party Credit Risk & Portfolio Management Analytics (“CCR & PM Analytics”) leads a global team working on Stress Loss, NSE, PFE & LRM Models, Product Coverage, FS Tolerance, Portfolio Analytics, AI, LRM Governance and Oversight and DSFT, MRI’s and Rapid Stress Scenarios. Individual will be responsible for ICM Counterparty Credit Risk and Portfolio Management Analytics, which includes risk measurement methodologies and frameworks. Analyzing portfolios and businesses to ensure the risks are being properly measured and controlled in accordance with the firm’s risk policies. This senior role will cover all regions. To fulfill this role, a senior risk professional is required who has a strong market or credit risk background and experience with financing businesses. This person will be responsible for oversight of CCR & Portfolio Management Analytics in support of risk management of the wholesale credit risk portfolio. He or She will manage a global team risk professionals. Responsibilities include: Develop and maintain risk measurement and management frameworks. Develop and utilize risk management tools for the measurement, monitoring and management of exposure. Participate in BAU risk management activities including select councils/committees. Provide SME support to businesses on risk related activities. Actively liaise and coordinate with businesses on new product identification, limits, stress testing, etc. Create focused working groups to tackle change the bank activities. Monitor client portfolios to ensure that risks (primarily market and liquidity risk, but also documentation, legal and reputational risks) are controlled. Perform standard daily and weekly analysis as well as customized risk analysis. Communicate key findings to senior management. Put together presentations and documents for internal and external use on various topics including describing the functions of the Risk Group, stress methodologies, and summarizing risk issues. Analyzing control environment including periodic review of the control environment, vetting of new systems, processes, policies and procedures associated and related to market and/or credit risk and ensuring they are in sync with market practices.

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