Citi UK | Collateral Risk Analyst (Assistant Vice President)

Key responsibilities

• 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.
• 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.
• 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.
• 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.
• Monitoring, Reporting & Data Analysis.
• Monitor collateral performance, exceptions, and trends across institutional portfolios.
• 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.
• Produce clear, concise risk reporting for Credit and Risk stakeholders

Qualifications & experience

• 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).
• Working Environment: office setting, minimal travelling and working hours in the office may be required during projects.
• Analytical Thinking, Credible Challenge, Governance, Policy, Procedure, and Regulation, Portfolio Analysis, Risk Management Lifecycle.

Citi UK

Citi UK is an employer hiring in India (sector: BFSI / Investments / Insurance).

Its finance, accounts, audit and tax openings in India are mostly in London and Belfast.

• Industry: BFSI / Investments / Insurance