This is the role of an Investments Risk Analyst supporting the Private Equity and Pension Funds (PEPF) Risk team covering Citi’s pension funds, private equity (mostly venture capital) and bank owned life insurance investments.

The primary role of the analyst will be to support the Pension Funds Risk team with reviewing, analyzing, and challenging Pension CCAR and stress testing numbers and work closely with different stakeholders across the bank supporting the quarterly CCAR process for the team. In this role the analyst will expected to review the reasonability of the model inputs that are used in the final CCAR results calculation process as well as model outputs that are generated throughout the process. The inputs include, but are not limited to global pension plan asset allocation (stocks, bonds, hedge funds, private equity, real estate, commodities etc.), pensions liabilities, sensitivity of the assets and liabilities to market shocks (duration, dv01) and market shocks forecasts provided by internal forecasting team. Perform reasonability reviews on the models output, including but not limited to, global pension plan asset return and discount rate projection forecasts, global pension plan asset and liability forecasts, global pension plan AOCI (accumulated other comprehensive income) and benefit cost or income. Responsibilities will also include assisting with the required updates to the Pensions CCAR related documentation as well as monitoring the associated processes and controls via our internal controls assessment process. Assist with the tracking of the Pensions CCAR Book of Work to ensure that all deliverables are completed on time. This role will involve coordination with multiple groups including the Capital Planning Group, Model Risk Management, and Pensions Risk Reporting Team.

Besides Pensions the analyst will get an opportunity to work on the Private Equity (PE) portfolio. The analyst will assist the team with producing the monthly analysis of the equity investments portfolio and a periodic portfolio review. There will be opportunity to get involved in all aspects of PE portfolio monitoring and risk reporting and analysis. This includes equity investments portfolio monitoring, large data set analysis and risk reporting, stress testing analysis, risk capital analysis and CCAR. The analyst will also participate in valuation forums and assess risk classification of private equity investments.

In the Bank Owned Life Insurance area, the analyst will get an opportunity participate in monthly internal committee meetings, quarterly fund manager calls, and internal oversight forums covering portfolio risk and performance review, credit monitoring, and overall risk and governance.

The position provides an opportunity to get exposure to the full suite of risk analytics - risk metrics such as stress testing, Federal Reserve stress testing (CCAR), value at risk (VaR), risk capital and other ad-hoc risk analytics. The individual will develop their quantitative analysis skills pertaining to various type of investments including stocks, bonds, hedge funds, private equity, real estate, commodities as well as their knowledge of private equity investments especially venture capital and will develop their risk analytics and quantitative skills.

Qualifications:

• Bachelor’s degree in a Business, Finance or Quantitative discipline

• 1-3 years of experience and a basic understanding of capital markets and the financial services sector

• Excellent data and analytical skills

• Very strong MS Excel skills including advanced excel functions required for managing large data sets. VBA or Python preferred.

• Advanced user of MS PowerPoint

• Basic understanding of market, portfolio, and investment risk

• Basic understanding of risk concepts like volatility, correlations, stress testing, risk capital, Federal reserve stress testing (CCAR)   

Personal Skills

• Good interpersonal and communication skills given the need for frequent interaction across both business and control functions

• Strong attention to detail

• Enjoy working with others in a team atmosphere

• Prefer fast paced working environment

• Ability to learn new concepts and techniques quickly

• Ability to work independently and multi-task, with a strong attention to detail

• Flexibility to work additional hours on an as-needed basis to meet deadlines.

Job Family Group:

Risk Management

Job Family:

Treasury Risk

Time Type:

Full time

Primary Location:

Tampa Florida United States

Primary Location Full Time Salary Range:

$87,280.00 - $130,920.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Anticipated Posting Close Date:

May 20, 2024

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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Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.