Collateral Risk Analyst; Assistant Vice President

Job d:

Location:

London, England, United Kingdom Category:
Risk Management Company:
Citi

Job Description The Institutional Credit Management (ICM) organization is a core first‑line risk function at Citi, responsible for independent credit risk assessment, portfolio oversight, and governance across institutional businesses globally.

Citi is seeking a Collateral Risk Analyst (AVP) to support collateral eligibility, valuation, and risk mitigation activities across institutional portfolios. This role sits at the intersection of credit, collateral, and regulatory risk, offering meaningful exposure to complex secured financing structures, margining frameworks, and portfolio‑level risk assessment.

This is a hands‑on, judgment‑driven AVP role with visibility across Businesses, Credit Officers, Portfolio Management, Legal, and Risk partners, ideal for professionals looking to deepen technical collateral expertise while building a long‑term risk career in New York.

Role Overview The Collateral Risk Analyst (AVP) is responsible for executing and enhancing collateral risk oversight practices across multiple businesses. The role focuses on reviewing collateral structures, assessing adequacy of coverage and risk metrics, identifying emerging risks such as market stress and wrong‑way risk, and supporting policy and governance initiatives.

The position requires independent analytical judgment, strong attention to detail, and the ability to communicate risk effectively to senior stakeholders.

Key Responsibilities Collateral Review & Risk Assessment Review collateral schedules, terms, and structures to ensure accuracy, completeness, and compliance with internal policies and regulatory expectations

Validate collateral eligibility based on asset class, documentation, legal enforce ability, and internal risk standards

Assess collateral coverage, margin sufficiency, and concentration risk relative to exposure and portfolio guidelines

Risk Identification & Portfolio Oversight Identify and assess collateral‑related risks, including market volatility, liquidity stress, and wrong‑way risk Evaluate impacts at the counter party and portfolio level and escalate emerging risks as appropriate

Support the development of risk mitigation strategies aligned with Citi’s risk appetite

Monitoring, Reporting & Data Analysis Monitor collateral performance, exceptions, and trends across institutional portfolios

Produce clear, concise risk reporting for Credit and Risk stakeholders

Analyze collateral and market data to support ongoing risk oversight and decision‑making

Policy, Governance & Regulatory Support Contribute to the development and maintenance of collateral risk policies, procedures, and guidelines

Ensure ongoing alignment with regulatory expectations (e.g., OCC, FRB, margin‑related requirements)
Support internal audits, regulatory exams, and risk reviews related to collateral activities

Stakeholder Partnership Partner closely with Credit Officers, Portfolio Managers, Legal, Operations, and Risk peers

Communicate complex collateral concepts clearly to both technical and non‑technical audiences

Provide subject‑matter support on collateral risk matters across the organization

Qualifications & Experience Bachelor’s degree in Finance, Economics, Mathematics, or a related field5–8 years of experience in collateral risk, credit risk, market risk, capital, liquidity, or a related institutional risk function

Strong understanding of credit risk, collateral mechanics, and market risk principles

Proven 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)

Experie…