Citi UK | Product Developer, Counterparty Credit Risk – Loans Stress Loss (AVP)

Responsibilities

• Citi is looking for a Product Developer to join its Counterparty Credit Risk team, where you will serve as the critical link between Technology and business stakeholders — including Risk, the Desk, and Underwriters — with a focus on Loans Stress Loss analysis and delivery.
• This is a role where analytical rigour meets real business impact — and where your contributions are visible.
• In this role, you will directly influence the accuracy, integrity, and development of risk exposure reporting and systems that shape decision-making across the business.
• Analyse and validate total outstanding and unused committed credit exposure, along with associated Loans Stress Loss figures, to ensure accuracy and integrity of risk reporting.
• Identify the root causes of exposure movements and partner with underwriters, business teams, and the Portfolio Management Group to investigate and confirm findings.
• Investigate irregular or unexpected changes in exposure data, coordinating with relevant teams to diagnose and resolve issues spanning collateral, trade bookings, data quality, and model outputs.
• Identify and recommend solutions across data analytics, reporting, relationship management systems, trade workflows, and trade processing to improve operational effectiveness.
• Assess risk implications when business decisions are made, ensuring actions uphold Citi's standards, comply with applicable regulations, and are escalated transparently where required.
• Partner with business and technology stakeholders to improve and enhance systems and processes related to Loans Stress Loss, including gathering requirements, producing business requirements documentation, and coordinating user acceptance testing.

Required qualifications & skills

• 3 to 5 years of experience in Technology Finance. Experience in Counterparty Credit Risk management is a plus.
• Proficiency in Tableau, Python and Excel, applied to data investigation, exposure analysis, and reporting.
• Ability to conduct business analysis, troubleshoot data quality issues, and perform both exploratory and descriptive analysis of complex financial datasets.
• Comfortable carrying out detailed data investigations under tight timescales, maintaining a high degree of accuracy throughout.
• Ability to structure ambiguous problems, develop practical solutions, and follow through to delivery.
• Familiarity with risk measurement methodologies and the key drivers within those calculations.
• Established track record of building and maintaining professional networks across internal and external stakeholders.
• Experience contributing to technology delivery processes, such as writing business requirements or coordinating system testing.
• Exposure to a broad cross-section of business stakeholders, giving you the opportunity to build a strong professional network within a global firm.

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