Citi · New York New York United States ·
Analyzes collateral eligibility, valuation, and risk for institutional portfolios at a global bank, ensuring compliance with policies and regulations while assessing market and wrong-way risks.
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
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 enforceability, 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 counterparty and portfolio level and escalate emerging risks as appropriate
Support the 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 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
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 field
5–8 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)
Experience with data and reporting tools (e.g., Excel, SQL, Tableau)
CFA or FRM certification a plus
------------------------------------------------------
------------------------------------------------------
------------------------------------------------------
------------------------------------------------------
------------------------------------------------------
In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
------------------------------------------------------
------------------------------------------------------
------------------------------------------------------
------------------------------------------------------
We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.
Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.
Illinois residents – AI Notice and Right
------------------------------------------------------
Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
View Citi’s EEO Policy Statement and the Know Your Rights poster.