<ul><li>The wholesale stress testing team within Citi's Wholesale Credit Risk Portfolio Management Group is hiring an AVP level talent to join the team. The team's purpose is to identify, measure and monitor vulnerabilities of obligor, collaterals, and concentration in stress scenarios. A new BAU stress testing framework is implemented to consolidate and govern stress loss calculations across sub line of business to ensure consistency in methodology & scenario design. This position is expected to have excellent quantitative and technical skills to support end to end stress testing analytics. Key Responsibilities:</li><li>Execute monthly stress testing exercises to monitor WCR's risk appetite and identify vulnerable areas</li><li>Cover key process of rapid stress testing, overlays</li><li>Provide analytics support to stress test models in wholesale products, connect the stress testing output to model drivers</li></ul> Other Responsibilities: <ul><li>Build tools & analytical capabilities to support outcome analysis, loss forecasting reports and what if analysis</li><li>Gather and analyze portfolio and macro-economic data to assess potential impact on business performance and integrate the trends to the portfolio loss forecast</li><li>Partner with business units and risk managers to assess data availability and fit for purpose modeling approaches</li><li>Interact with model developers, model risk governance, business risk, internal audit</li><li>Leverage business / product expertise to evaluate and challenge the stress loss assumptions in hypothetical and historical stress scenarios</li><li>Research on 3rd party data, loss history and alternative models to build inventory of benchmarks</li><li>Contribute and refine current model performance monitoring process to interpret model output and identify opportunities for future improvements</li></ul> Qualifications: <ul><li>2+ years' experience in stress testing (CCAR/DFAST), CECL, or loss forecast model development</li><li>2+ years' experience with data analytical tools like Python or R</li><li>Sound knowledge of C&I and CRE loss forecast modeling analytics, PD/LGD/EAD models, experience in HFS/FVO is preferred</li><li>Demonstrated experience of building analytical tools to support the analysis of loss forecasting results, using tableau, Excel, R shiny or Python</li><li>Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.</li><li>Proficient with MS Office suite, Word/Excel/PowerPoint.</li><li>Knowledge on scenario design, sensitivity shocks and risk identification process</li><li>Good interpretations and communications skills to convey complex quantitative methodology in simple terms</li></ul> Education: <ul><li>Bachelor's/University degree or equivalent experience, potentially master's degree in Economics, Finance, or quantitative majors</li></ul> Job Family Group: Risk Management Job Family: Risk Analytics, Modeling, and Validation Time Type: Full time Primary Location: Irving Texas United States Primary Location Full Time Salary Range: $96,400.00 - $144,600.00 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. Anticipated Posting Close Date: Jul 24, 2024 Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. 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 the "EEO is the Law" poster. View the EEO is the Law Supplement. View the EEO Policy Statement. View the Pay Transparency Posting

<ul><li>The Model/Anlys/Valid Sr Analyst is a seasoned professional role. Applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and work-flow for the area or function. Integrates subject matter and industry expertise within a defined area. Requires in-depth understanding of how areas collectively integrate within the sub-function as well as coordinate and contribute to the objectives of the function and overall business. Evaluates moderately complex and variable issues with substantial potential impact, where development of an approach/taking of an action involves weighing various alternatives and balancing potentially conflicting situations using multiple sources of information. Requires good analytical skills in order to filter, prioritize and validate potentially complex and dynamic material from multiple sources. Strong communication and diplomacy skills are required. Regularly assumes informal/formal leadership role within teams. Involved in coaching and training of new recruits</li><li>Significant impact in terms of project size, geography, etc. by influencing decisions through advice, counsel and/or facilitating services to others in area of specialization. Work and performance of all teams in the area are directly affected by the performance of the individual.</li><li>Key Responsibilities:</li><li>Support development of Enterprise Risk Data Layer (ERDL) by working with risk and business stakeholders and IT teams to define the business requirements and identify the data sources for stress exposure, stress losses, stress loss drivers, stress loss change explains, and sensitivity analysis across all risk pools, including wholesale, counterparty credit risk, retail, and market risk.</li><li>Design and develop analytical dashboards/tools to analyze risk exposures, stress loss, stress loss attribution and sensitivity across risk pools.</li><li>Design and develop analytics, risk dashboards and tools to support enterprise risk metrics and risk analytics.</li><li>Conduct design and development of risk analytics and code integration with Citi IT systems; create unit test cases/plan based on the business/functional requirements and conduct unit testing.</li><li>Assist users to conduct acceptance testing to ensure all the business requirements are met.</li><li>Qualifications:</li><li>Master's degree in science or quantitative discipline.</li><li>2+ years of working experiences in management consulting, risk management with financial institutions. Experience with stress testing is a plus.</li><li>Strong quantitative skill and Python programming skills. Good knowledge of software engineering design and implementation methodologies such as agile and object-oriented development.</li><li>Familiar with SQL, relational databases, and visualization solutions such as Tableau.</li><li>Good communication skills.</li><li>Any knowledge with risk management methodology is a plus.</li></ul> Job Family Group: Risk Management Job Family: Risk Analytics, Modeling, and Validation Time Type: Full time Primary Location: Tampa Florida United States Primary Location Full Time Salary Range: $87,280.00 - $130,920.00 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. Anticipated Posting Close Date: Jul 04, 2024 Citi is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran. Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. 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 the "EEO is the Law" poster. View the EEO is the Law Supplement. View the EEO Policy Statement. View the Pay Transparency Posting

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Risk Analyst Citi Jobs

Wholesale Stress Testing Risk Analyst Avp HybridJuly 22, 2024

Vp Fmirm Risk Analyst HybridJuly 7, 2024

Risk Analyst Avp C12July 6, 2024