Capital Markets and Loan Portfolio Mitigation, Vice President

Team/Role Overview

The Treasury Capital Markets and Loan Portfolio Mitigation (CM&LPM) team is looking to add a Vice President to aid in the growth, structuring and execution of credit risk mitigation solutions for the business.

• Hands on involvement in CM&LPM’s synthetic securitisation programme: structuring, replenishments, maintenance.
• Focus on growing CM&LPM’s synthetic securitisation programme across multiple Citi businesses, including new asset classes.
• Potential to aid in external investor relationships and marketing in conjunction with sales management to build and maintain the franchise.
• Focus on continuing the technology build out of user interfaces for the synthetic securitisation programme.
• Assist in creating regular and ad hoc presentations of mitigation strategies for Senior managers.
• Monitoring the market risk and P&L of the CM&LPM hedge book.
• Research and development of new structured credit solutions for overall balance sheet management through liaising with other Citi businesses.
• Participate in various other ad hoc CM&LPM initiatives as they relate to the overall credit portfolio.
• Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to secure required internal approvals and ensure appropriate governance and control infrastructure.
• Build a culture of responsible finance, good governance and supervision, expense discipline and ethics.
• Adequately assess risk/reward of transactions when making business decisions; demonstrate proper consideration for the firm’s reputation.
• Be familiar with and adhere to Citi’s Code of Conduct and the Plan of Supervision.
• Adhere to all policies and procedures as defined by your role which will be communicated to you.
• Obtain and maintain all registrations/licenses which are required for your role, within the appropriate timeframe.
• Adequately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

• Experience in a related role of credit structuring and / or portfolio management.
• Excellent communication / interpersonal skills are a must (both verbal and written).
• Ability to think strategically on micro tasks while ensuring suitability for macro business goals.
• Well organised, disciplined approach to work with a high level of attention to detail while remaining flexible to changeable environment.
• Ability to navigate through a large organisation to streamline and summarise multiple information points and create repeatable processes to build consistency in presenting information.
• Highly motivated, organised, detail and team-oriented with strong quantitative skills.
• Demonstrates a high level of integrity.
• Knowledge of synthetic securitisation and credit risk mitigation more broadly, including relevant regulatory frameworks.
• Advanced analytical and numerical competency.
• Knowledge of Bloomberg, booking systems, trading protocol, closing technicalities.
• Understanding of front office trading or middle office functions including trade capture, risk management, margin, and credit systems.
• Bachelor’s degree/University degree or equivalent experience, Master’s degree or CFA preferred.

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
• A discretionary annual performance related bonus
• Private…