The successful candidate will join the Global Legal Entity Quantitative Risk Support ‘LE QR Support’ team within the Global Finance CRO Organisation in Independent Risk Management. The mandate of this team is to provide client engagement, model development and production oversight and model governance services in relation to the wholesale credit economic capital and credit losses under stress scenarios for use in the ICAAP and/or regulatory stress testing exercises of various Citi Legal Entities in EMEA, APAC and LATAM. This team act as an interface between Legal Entity Risk Management and Quantitative Risk and Stress Testing ‘QRS’ teams, coordinating across central the QRS teams (Model Sponsor, Model Developer, and Risk Reporting) and providing analytical support over the model uses and results to the legal entity risk management.
The key services provided by the team encompasses:
The role requires supporting ongoing live exercises, on one hand, and developing strategic solutions to design and deliver process enhancements in the end-to-end stress testing exercises.
Below are the detailed roles and responsibilities of the team:
The successful candidate will have the opportunity to work on a wide range of strategic and analytical topics within capital planning and stress testing frameworks. The candidate will also have the opportunity to interact with a wide team of quantitative risk analysts, risk management professionals and senior management across multiple geographies and businesses, and in doing so, gain an expansive view of the firm.
Desirable Skills and Experience:
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required. Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.
Valuing Diversity: Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organizational success.
Job Family Group:
Risk Analytics, Modeling, and Validation
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