Benchamark Tracking and Business Inteligence C13

**Responsibilities**:- Contributes to the analysis and preparation of reports for Internal Management, Regulators, Auditors, etc. that detail risks inherent in Credit, Market, Operational or other Risk Portfolios. Reporting can cover a variety of areas including but not limited to: portfolio concentrations, limit exceptions, stress testing, loss reserves or high-risk exposures. Roles- Assists in Credit Bureau Reporting initiatives.- Participates in preparing regular and time-sensitive ad-hoc deliverables to the regulators and senior managements, closely working with industry and regional senior portfolio managers- Provides consolidated reporting regarding Corporate Stress Testing and Risk Capital and Regulatory Stress Testing, including the production of between 25 to 40 weekly risk reports reflecting stress test results.- Provides quantitative risk metrics underlying the reports and design enhancements to the reports.- Maintains the input or data quality of risk management systems to ensure accurate reporting.- Developes quantitative risk management processes designed to meet Citi’s execution of the Federal Reserve’s mandatory stress test known as the Comprehensive Capital Analysis and Review (“CCAR”).- Supports Business As Usual (“BAU”) stress testing and economic risk capital reporting.- Utilizes sophisticated quantitative risk analytics tools to ensure that the risk parameters used to determine stress losses and economic capital are calculated in accordance with both internal Citi and government regulatory requirements.- Analyzes test results and prepare monthly commentary for senior management.- Partners with Risk Systems and Technology teams to jointly design strategic automated solutions and ensure complete, correct, and timely reporting.- Liaises with the office of the Chief Risk Administrative Officer, risk managers, business line managers, model owners, and Finance and Corporate division counterparts to ensure robust execution of the mandatory testing and compliance with all government requirements.- Identifies potential process improvements and capabilities to increase the consistency, transparency, and reliability of our stress testing results.**Qualifications**:- At least one year of prior work experience must include: Developing, checking and correcting risk reports utilizing financial greeks- 6-10 years relevant experience**Education**:- Bachelor’s/University degree, Master’s degree preferred**Responsibilities**:Utilize Statistical Analysis System (SAS) to perform risk, financial and data analyses including profiling, sampling, reconciliation, and quality testing- Research customer and/or management queries using risk systems and data and support ad-hoc risk policy analyses and projects as required- Manage risk levels for the entire credit spectrum across multiple products and retail formats and prepare risk management presentations for senior management- Perform the analysis of all the components of several models under stress macroeconomic environment, in order to design and implement adjustments to models and get a comprehensive understanding of the forecast.- Coordinate, monitor and/or design enhancements to forecast models under baseline scenarios, developed by Mexico CCAR team- Development and implementation of the quarterly forecast process of statistic models in order to project the losses of consumer portfolios under stable macroeconomic environments MYF, BOP, BHC Base and Outlook exercises.- Find high impact opportunities for process optimization and tracking of existing models.- Manage reports and presentation of the results to the Global Senior Management Office and Local and International regulators.- Coordinate vendor resources in order to comply all CCAR and Outlook requirements on time.- Proactively coordinate different areas Business, Finance, Risk Analytics, Collections, Model Developers and Global teams- Coordinate data quality of the base and stress models and provide follow-up to remediation in case of data issues.**Qualifications**:- 5-7 years of relevant experience- Demonstrated ability to synthesize, prioritize and drive results with a sense of urgency- Proven ability to remain organized in a fast-paced environment, managing multiple projects- Proven interpersonal, organizational and analytic skills- Knowledge in consumer portfolios- Proven ability to work with Global teams.**Job requirements**:- Bachelor degree in Economics, Statistics, Actuary, Mathematics or disciplines related.- Minimum 6 - 10 years of experience in Consumer Credit Risk Management, Risk, Finances, Statistics or areas related- Advanced English- Advanced Excel, Advance SAS, Visual Basic, Data Mining**Skills**:- High analytical, BI and MIS capabilities- Possess a comprehensive understanding of macroeconomic variables, financial and statistical concepts and economic behavior (high technical level)- Ability to work under stress and pr