Risk.-credit Portfolio Senior Manager - Ciudad de México - Citi

Citi

Empresa verificada

Ciudad de México

hace 3 semanas

Publicado por:

Rodrigo Fernández

Reclutador de talento para beBee

Descripción

The Credit Portfolio Senior 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:

Maintain compliance with Citibank credit policies/practices, regulatory policies and prepare, update, and ensure approval of all internal policy and procedure changes, keeping proper change and approval logs
Conduct managerial responsibilities, including coaching/mentoring, performance management and evaluation (including managing the Review the Reviewer process), work assignment management and resource/capacity management, monitoring and escalating as needed
Continuously identify process improvements and efficiencies to support business unit goals through dissecting issues and making recommendations
Monitor daily queue dashboard and production reports and address production and/or pipeline management issues, serving as a an escalation point of contact for these and SLA related issues with the goal of enhancing customer experience
Conduct analyses related to policy (e.g., benefits tracking), bureau and alternate credit information, risk and reward tradeoff, etc. by leveraging data and creating adhoc analyses/management information systems (MIS)
Identify business opportunities, develop credit tests and risk strategies, balancing risk and return, and work with crossfunctional teams to ensure flawless execution of policy tests and strategies

Qualifications:

610 years of experience with analytical or data manipulation tools (e.g., SAS, SQL, R, SPSS)
Experience in big data with knowledge of probabilities/distributions, building decision trees and regression models
Proficiency in MS Office
Proven ability to derive patterns, trends and insights, perform risk/reward tradeoff analyses and connect these analytics to business impacts
Demonstrated quantitative, presentation and analytic skills
Consistently demonstrate clear and concise written and verbal communication

Education:

Bachelor's degree/University degree or equivalent experience
Master's degree preferred

Nível de estudios:
Licenciatura en: Actuaría, matemáticas aplicadas, estadística economía, o afines. Maestría o superior altamente deseable

Experiência laboral:

10+ años experiência acumulada que incluya:
Sector Bancario

Desarrollo de modelos analíticos

Modelos de estimación de pérdidas

Hard Skills:
Habilidades numéricas y analíticas

Análisis estadístico

Conocimiento sobre Riesgo de Crédito (banca minorista)

Conocimiento de portafolios de banca minorista

Desarrollo de modelos de Pérdida Esperada (CNBV y/o modelos internos)

Cálculo de PD, LGD, EAD.

Métodos de selección de variables

Conocimiento sobre uso de preparación de bases de datos para análisis estadístico

Análisis de Series de tiempo:
ARIMA & ARIMAX

Modelos econométricos

Modelos Lineales Generalizados, principalmente:
Regresión logística y Probit

Conocimiento de modelos vista cosecha

Metodología SEMMA para realizar modelos por etapas: Sample, Explore, Modify, Assess

Matrices de transición

Regresión Lineal Multivariada, Piecewise y Stepwise

Análisis de segmentación

Seguimiento de modelos mediante métricas de estabilidad

Soft Skills:
Proactividad e iniciativa

Actitud positiva

Trabajo en equipo

Desarrollo de equipos de trabajo

Comunicación asertiva de resultados sultados numéricos/estadísticos/analíticos a alta dirección

Seguimiento de temas con otros equipos

Cumplimiento de objetivos

Idiomas:
Inglés avanzado

Se requiere para establecer comunicación con áreas globales, redacción de documentos, propuestas de modelos, etc. Lectura de bibliografía adicional

Programación:
SAS (experto)

Otras habilidades:
CCAR, CECL, IFRS9, Basel II

Automatización de procesos

Big Data

Python, SQL, R

Tableau/ Power BI

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Job Family Group:

Risk Management

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Job Family:

Credit & Portfolio Risk Management

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Time Type:

Full time

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.

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EEO is the Law" poster. View the
EEO is the Law Supplement.

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EEO Policy Statement.

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