Collateral Risk Analyst (Assistant Vice President)

Job ID: Posted: Location: New York, New York, United StatesSalary: $109,120.00 - $163,680.00Category: Risk ManagementCompany: CitiThe 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 OverviewThe 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 ResponsibilitiesCollateral Review & Risk AssessmentReview collateral schedules, terms, and structures to ensure accuracy, completeness, and compliance with internal policies and regulatory expectationsValidate collateral eligibility based on asset class, documentation, legal enforceability, and internal risk standardsAssess collateral coverage, margin sufficiency, and concentration risk relative to exposure and portfolio guidelinesRisk Identification & Portfolio OversightIdentify and assess collateral‑related risks, including market volatility, liquidity stress, and wrong‑way riskEvaluate impacts at the counterparty and portfolio level and escalate emerging risks as appropriateSupport the development of risk mitigation strategies aligned with Citi’s risk appetiteMonitoring, Reporting & Data AnalysisMonitor collateral performance, exceptions, and trends across institutional portfoliosProduce clear, concise risk reporting for Credit and Risk stakeholdersAnalyze collateral and market data to support ongoing risk oversight and decision‑makingPolicy, Governance & Regulatory SupportContribute to the development and maintenance of collateral risk policies, procedures, and guidelinesEnsure ongoing alignment with regulatory expectations (e.g., OCC, FRB, margin‑related requirements)Support internal audits, regulatory exams, and risk reviews related to collateral activitiesStakeholder PartnershipPartner closely with Credit Officers, Portfolio Managers, Legal, Operations, and Risk peersCommunicate complex collateral concepts clearly to both technical and non‑technical audiencesProvide subject‑matter support on collateral risk matters across the organizationQualifications & ExperienceBachelor’s degree in Finance, Economics, Mathematics, or a related field5–8 years of experience in collateral risk, credit risk, market risk, capital, liquidity, or a related institutional risk functionStrong understanding of credit risk, collateral mechanics, and market risk principlesProven ability to exercise independent judgment in risk assessmentExperience with collateralized products, margining, secured financing, or derivatives collateralFamiliarity 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------------------------------------------------------Job Family Group: Risk Management------------------------------------------------------Job Family:Portfolio Credit Risk Management------------------------------------------------------Time Type:Full time------------------------------------------------------Primary Location:New York New York United States------------------------------------------------------Primary Location Full Time Salary Range:$109,120.00 - $163,680.00In 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.------------------------------------------------------Most Relevant Skills Analytical Thinking, Credible Challenge, Governance, Policy, Procedure, and Regulation, Portfolio Analysis, Risk Management Lifecycle.------------------------------------------------------Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.------------------------------------------------------Anticipated Posting Close Date:------------------------------------------------------Automated Processing and AIWe 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.