Collateral Risk Analyst; Assistant Vice President

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.

We are seeking a Collateral Risk Analyst (AVP) to support collateral eligibility, valuation, and risk mitigation across institutional portfolios. This hands‑on, judgment‑driven role provides exposure to secured financing structures, margining frameworks, and portfolio‑level risk assessment.

The Collateral Risk Analyst (AVP) executes and enhances collateral risk oversight across multiple businesses, reviewing collateral structures, assessing coverage and risk metrics, identifying emerging risks, and supporting policy and governance initiatives.

• Review collateral schedules, terms, and structures for 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.

• 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 elevate emerging risks as appropriate.
• Support development of risk mitigation strategies aligned with Citi’s risk appetite.

• 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.

• Contribute to development and maintenance of collateral risk policies, procedures, and guidelines.
• Ensure alignment with regulatory expectations (e.g., OCC, FRB, margin‑related requirements).
• 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 collateral concepts clearly to both technical and non‑technical audiences.
• Provide subject‑matter support on collateral risk matters across the organization.

• Bachelor’s degree in Finance, Economics, Mathematics, or related field.
• 5–8 years of experience in collateral risk, credit risk, market risk, capital, liquidity, or related institutional risk functions.
• Strong understanding of credit risk, collateral mechanics, and market risk principles.
• Proven 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.

• Competitive base salary range of $ – $.
• Medical, dental, vision coverage and 401(k) plan.
• Life, accident, and disability insurance.
• Wellness programs and paid time off (vacation, sick leave, holidays).
• Potential discretionary incentive and retention awards.

Job Location:

New York, NY, USA.

Citi is an equal‑opportunity employer. Qualified candidates will receive consideration regardless of race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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