Collateral Risk Analyst (Assistant Vice President)

Overview

In this AVP role, you will own collateral risk oversight across institutional portfolios, analyzing collateral structures and coverage to mitigate risk. You will work with Credit Officers, Portfolio Managers, Legal, and Risk partners to communicate risk and drive governance initiatives. The role combines credit, collateral, and regulatory risk to address market stress, concentration, and margining issues. You will contribute to policy development and sustain alignment with regulatory expectations while advancing your technical collateral expertise. This is a chance to build a long-term risk career in a globally active institution.

Responsibilities

• Review collateral schedules, terms, and structures for accuracy and compliance with internal policies and regulatory expectations
• Validate collateral eligibility based on asset class, documentation, enforceability, and risk standards
• Assess collateral coverage, margin sufficiency, and concentration risk relative to exposure
• Identify collateral-related risks including market volatility, liquidity stress, and wrong-way risk; escalate as needed
• Support development of risk mitigation strategies aligned with Citi’s risk appetite
• Monitor collateral performance, exceptions, and trends; produce clear risk reporting for stakeholders
• Analyze data to support ongoing risk oversight and decision-making
• Contribute to collateral risk policies, procedures, and governance; ensure regulatory alignment
• Support internal audits, regulatory exams, and risk reviews related to collateral activities
• Partner with Credit Officers, Portfolio Managers, Legal, Operations, and Risk peers; communicate complex concepts clearly

Key requirements

• Bachelor’s degree in Finance, Economics, Mathematics, or related field
• 5–8 years in collateral risk, credit risk, market risk, capital, liquidity or related institutional risk function
• Strong understanding of credit risk, collateral mechanics, and market risk principles
• Ability to exercise independent judgment in risk assessment
• Experience with collateralized products, margining, secured financing, or derivatives collateral
• Familiarity with collateral or margin-related regulations (e.g., Uncleared Margin Rules)
• Experience with data and reporting tools (Excel, SQL, Tableau)
• CFA or FRM certification a plus

• analytical thinking
• stakeholder communication
• cross-functional collaboration
• Excel
• SQL
• Tableau

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