Stress Testing and Model Risk Senior Analyst, Assistant Vice President

Citigroup Inc.; London; Hybrid; GBP 50,000 - 90,000; Full time

Job description

Team/Role Overview

The Enterprise Risk & Stress Testing function supports Citi’s missions through ensuring the foundation of our business – our global presence through branches and subsidiaries – have themselves strong capital, liquidity and risk disciplines. The team sits within the Risk Data, Analytics, Reporting and Technology (DART) function and provides cross-risk-stripe support for Internal Capital Adequacy Assessment Process (ICAAP) and Regulatory stress tests, working to ensure global capabilities are fit-for-purpose and appropriately aligned to the local country requirements.

The successful individual will have experience in risk management, models and reporting and will be keen to take that to a broader level spanning the global reach of Citi and supporting coherent risk assessment in our stress tests.

What you'll do

• Design models and approaches to their deployment, enhance reporting and provide intelligent insight into what model outputs mean.
• Ensure all models deployed are validated and overlays processed in compliance with Citi’s model risk policies.
• Manage model risk across the model life-cycle including model validation, point-of-use analysis, ongoing performance evaluation and annual model reviews.
• Innovate and develop new analytics, automation, intelligent insight and reporting used to manage capital and liquidity risk for Citi's branches and subsidiaries – all with a view to our global Risk & Controls under the banner of our Enterprise Risk Management Framework. Use data science and real-world risk experience to deliver intelligent insight in a controlled environment.
• Work to triage and translate local requirements into model development, tracking change through the end-to-end lifecycle and deployment of new capabilities.
• Communicate results and insight to diverse audiences across geographies, business lines and country management.
• Participate in our forward-looking team culture; work across boundaries and build strong global networks.
• Present model insight and validation findings to senior management and supervisory authorities.

We are always guided and instructed by the need to appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

What we’ll need from you

• Solid experience in risk disciplines and a desire to expand your horizons both geographically and across different risk stripes.
• Previous risk management experience and/or strong quantitative modelling skills preferred.
• Strong desire to develop critical thinking across risk disciplines.
• Demonstrated clear and concise written and verbal communication skills.
• Self-motivated and detail oriented; appetite to succeed in a learning environment.
• Demonstrated project management and organizational skills.
• Data Science skills to expand upon team capabilities – highly desirable.
• Bachelor’s/University degree or equivalent experience. Masters an advantage.

What we can offer you

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure.
• A discretional annual performance related bonus.
• Private medical insurance packages to suit your personal circumstances.
• Employee Assistance Programme.
• Pension Plan.
• Paid Parental Leave.
• Special discounts for employees, family, and friends.
• Access to an array of learning and development resources.

Alongside these benefits, Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energised to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

#LI-PM3

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Job Family Group: Risk Management

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Job Family: Risk Analytics, Modeling, and Validation

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Time Type: Full time

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