Risk Analytics, SVP - Quantitative Risk and Stress Testing

Job Summary:This role sits within Global Risk Management and is part of Quantitative Risk and Stress Testing group. The individual will drive many key initiatives related to risk appetite metrics, risk capital and stress testing as these are among the key areas of focus for both internal stakeholders and the regulators.Key ResponsibilitiesDevelop/enhance/maintain stress loss measurement methodology for Citi’s top of the house risk appetite limits

Engage with key stakeholders/users of Risk Capital, Risk Appetite Ratio and internal stress testing to support their needs (explanatory tools and capabilities)

Partner with risk capital and stress testing model development teams for impact assessments and socialization of changes

Partner with risk reporting, technology and other relevant parties to implement changes

Establish and enforce standards around definition, calculation and usage of risk capital, risk appetite metrics and stress testing methodologies.

Drive key initiatives towards the firm’s target state risk appetite and stress testing framework.

Qualifications:10+ years of relevant financial industry experience preferably with major financial institutions

5+ years of quantitative risk management experience (credit or market risk)

Good understanding of bank’s capital (regulatory capital, economic capital, stress testing) preferred

Experience navigating through complex data and infrastructure

Proficiency in standard Microsoft Software (Word, Excel, PowerPoint, Access), advanced programming language skills (Excel VBA, Python, C/Java) a plus

Risk modeling experience and understanding of model risk management a plus

Excellent written and verbal communication skills with the ability to articulate complex problems and solutions through concise and clear messaging

Executive level PowerPoint presentation development and presentation skills are desired

Strategic and structured thinker with demonstrated ability to assess complex issues through root cause analysis and other analytical techniques;

Highly motivated, intellectually curious, and results-driven team player

Education:Master’s degree preferably in a quantitative field (statistic, engineering, mathematics, computer science, etc.)

Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master’s degree, CPA or CFA

Job Family Group:Risk ManagementJob Family:Risk Analytics, Modeling, and ValidationTime Type:Full timeCiti 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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCPEEOSupplementFinalJRFQA508c.pdf) .View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeoaapolicy.pdf) .View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp%20EnglishformattedESQA508c.pdf)Effective November 1, 2021, Citi requires that all successful applicants must be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.Citi is an equal opportunity and affirmative action employer.

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