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

Overview

In this role, you will bridge Technology and risk stakeholders to enhance Loans Stress Loss reporting and related systems. You will influence the accuracy and integrity of risk data used to support decision-making across Citi's Counterparty Credit Risk function. The position offers hands-on work with data, analytics, and cross-functional collaboration to improve operational effectiveness and risk reporting. You will contribute to risk measurement and regulatory-aligned processes while delivering tangible business impact in a global banking context.

Pay / Benefits

• Hybrid working model
• Continuous learning opportunities
• Exposure to a broad cross-section of stakeholders
• Performance-driven team environment
• Competitive compensation and comprehensive benefits
• Wellbeing support resources

Responsibilities

• Validate exposure and Loans Stress Loss figures to ensure reporting accuracy
• Identify root causes of exposure movements and collaborate with underwriters and business teams
• Investigate irregular exposure data, addressing data quality, collateral, and model outputs issues
• Gather requirements, document business requirements, and coordinate user acceptance testing for Loans Stress Loss systems
• Recommend improvements across data analytics, reporting, and trade workflows to boost efficiency
• Assess risk implications of business decisions and ensure regulatory compliance with transparent escalation

Key requirements

• 3–5 years in Technology Finance; Counterparty Credit Risk experience preferred
• Proficiency in Tableau, Python, and Excel for data investigation and reporting
• Strong ability to analyze complex datasets, troubleshoot data quality, and conduct exploratory/descriptive analyses
• Ability to perform detailed investigations under tight timelines with high accuracy
• Structured problem-solving skills and drive to deliver practical solutions
• Clear communicator capable of aligning technology and business stakeholders
• Familiarity with risk measurement methodologies and drivers

• Intellectual curiosity
• Strong networking across internal and external stakeholders
• Proactive, collaborative mindset
• Tableau
• Python
• Excel

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