Product Developer, Counterparty Credit Risk – Loans Stress Loss (AVP)

Overview

As a Product Developer in Citi’s Counterparty Credit Risk team, you bridge Technology and business stakeholders to enhance risk exposure reporting and Loans Stress Loss analysis. You will shape how risk data informs decision-making across risk, desks, and underwriters, contributing to the accuracy and integrity of critical risk systems. You’ll lead data investigations, partner across functions to improve processes, and translate requirements into practical solutions. This role offers hands-on impact in a global bank, with opportunities to drive data-driven improvements and contribute to regulatory-compliant risk reporting.

Pay / Benefits

• hybrid work model (3 days in office, 2 remote)
• continuous learning and professional development
• cross-functional stakeholder exposure
• competitive compensation
• wellbeing resources
• comprehensive benefits package

Responsibilities

• Analyse total outstanding and unused committed credit exposure and Loans Stress Loss figures for reporting accuracy
• Identify root causes of exposure movements and collaborate with underwriters, business teams, and Portfolio Management Group
• Investigate irregular changes in exposure data and coordinate with teams to diagnose data quality, collateral, and model outputs issues
• Gather requirements, document business requirements, and coordinate user acceptance testing for Loans Stress Loss systems and processes
• Propose solutions across data analytics, reporting, trade workflows, and processing to improve operational effectiveness
• Assess risk implications of business decisions, ensuring regulatory compliance and transparent escalation when needed

Key requirements

• 3 to 5 years of experience in Technology Finance
• Experience in Counterparty Credit Risk management is a plus
• Proficiency in Tableau, Python and Excel for data investigation and reporting
• Ability to conduct business analysis and troubleshoot data quality in complex financial datasets
• Capability to perform exploratory and descriptive analysis under tight timescales with high accuracy
• Strong communication to engage stakeholders across technology and business
• Familiarity with risk measurement methodologies and drivers of calculations

• Intellectual curiosity
• Strong interpersonal networking
• Clear and effective communication
• Tableau
• Python
• Excel

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