Assistant Vice President - Stress Testing 2nd LOD, Citi

Citi

Location:
India, Mumbai

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The Scenario Design and Expansion team is part of the Enterprise Risk Analytics and Stress Testing (ERA) group within Citi Risk Management and is broadly responsible for internal and regulatory stress testing at Citi with emphasis on market scenarios design and financial variable expansion.

Job Responsibility:

Development of new and enhancement/maintenance of existing models deployed for global stress testing including variable expansion models and Business Specific Stress Tests
Development of specific quantitative tools for risk identification and scenario design inputs
Maintenance of in-house database for key risk factors and scenarios used for firm-wide instantaneous stress testing

Requirements:

5+ years of experience in Market Risk/ Counterparty Credit Risk/ Stress Testing is mandatory
Experience in Financial Services industry preferably in a role that requires superior problem solving, analytical thinking/capabilities and excellent communication skills
Excellent writing skills, with ability to synthesize complex concepts and translate into effective presentations to senior audiences
Sound organizational and time management skills
ability to work under pressure is critical
Highly motivated individual with ability to work independently as well as collaboratively on multiple concurrent projects
Working knowledge/ability to code in Python or other programming language is a major advantage
Bachelor/Master’s degree in Economics, Finance, Mathematics or a Science

What we offer:

Paid Parental Leave Policy
Financial well-being programs
Generous paid time off packages

Additional Information:

Job Posted:
August 14, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Assistant Vice President - Stress Testing 2nd LOD