Portfolio Credit Risk Management 2nd Line of Defense Lead Analyst

Support the Model Sponsor function within the PMG Risk Ratings team, acting as a Model Sponsor Delegate for a designated portfolio of risk rating models. Serve as the primary operational point of contact between Model Sponsors, Model Developers, Model Risk Management (MRM), portfolio subject matter experts, and other stakeholders. Involved throughout every phase of a model’s lifecycle—from initial identification and development, through validation, to ongoing monitoring and retirement.

• 5+ years of experience in the financial industry, with predominant exposure to credit risk, model risk management, or wholesale banking functions.
• 3+ years of direct experience in model risk review and challenge, model development or sponsorship function, with hands-on involvement in wholesale internal risk rating or PD models, preferably within a regulated financial institution or rating agency.
• Comprehensive understanding of quantitative and qualitative wholesale credit risk methodologies and regulatory requirements used in risk modeling. Familiarity with Citi's MRM framework or equivalent model risk governance frameworks (e.g., SR 26-2 / OCC 2026-04 guidance) is highly desirable.
• Proficiency in Python, SQL, Tableau for data analysis, model performance testing, recurring and ad hoc analytics.
• Proficient in Microsoft Office, particularly Excel (data analysis, metrics tracking), PowerPoint (governance presentations), and Word (technical documentation).