Market Risk Officer - Stress Testing Job at Citi (Mumbai)

Market Risk Officer - Risk, VP

The Treasury Risk Officer is a strategic professional who stays abreast of devel...

Location

China , Shanghai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-10 years relevant experience
Bachelor's/University degree, Master's degree preferred

Job Responsibility

Responsible for risk reporting and analysis for Citi Treasury, working closely with the Treasury Portfolio Managers, Treasury Risk Managers, and Treasury Finance and O&T
Partners with members of Treasury, Risk Management, and Finance to establish reporting requirements, develop the tools, analysis and reporting necessary to proactively identify and manage risk with respect to portfolios and products, and continuously update the reporting process to reflect the current business structure
Supervises the team responsible for the reporting and analysis of interest rate and other market risks
Conducts daily, weekly, and or monthly reporting of Interest Rate Exposure, DV01, duration, convexity, VaR, and MTM
Monthly reporting requirements include computation of Economic Value Sensitivity, Economic Risk Capital, and numerous stress scenarios
Develops a high level of expertise in the various systems Treasury Risk uses to generate Risk information such as DP and Yield Book
Leads testing and implementing a new Treasury Risk Management system, including establishing data standards and controls as well as coordinating and performing ongoing projects and testing
Works with members of the various disciplines to identify ways to streamline and automate process flows in order to create more accurate and timely results, as well as improving efficiency
Responsible for handling day-to-day staff management issues, including resource management and allocation of work within the team/project
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 behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency

Fulltime

New

Product Developer / Business Analyst - Counterparty Credit Risk Stress Testing, Vice President

Given heightened expectations from regulators and a goal to build a strong and c...

Location

United States , Irving; Tampa

Salary:

114720.00 - 172080.00 USD / Year

Citi

Expiration Date

June 09, 2026

Requirements

5+ years of experience in the financial industry and banking
Direct experience in end-to-end project delivery, and knowledge of various analytical tools
Understanding of financial market products – Derivatives (Bilateral & Cleared), Securities Financial Transactions (SFTs), Margin lending and Financing
Knowledge of counterparty credit risk concepts, data, system integration, and processes
Understanding of counterparty exposure metrics – Net Stressed Exposure, Factor Sensitivities, Potential Future Exposure, Settlement Exposure, Intraday exposure
Excellent project management and business analysis skills
Strong written and verbal communication skills with focus on stakeholder management
Strong analytical and problem-solving skills with attention to detail
Ability to work well with cross-functional teams from Business, Risk, Technology and Compliance
Ability to collaborate and clearly communicate with senior members of an organization

Job Responsibility

Lead strategic BAU and Regulatory projects primarily impacting Counterparty Credit Risk exposure measures for traded product markets business
Develop and enhance tools for the measurement, monitoring and reporting of counterparty exposure including Stress testing - Net Stressed Exposure (NSE), Potential Future Exposure (PFE), Settlement Risk, Intraday risk and participate in project management of strategic risk infrastructure development
Work in close coordination with Front office sales & trading, in-business risk managers, second line risk managers and risk senior stakeholders
Manage end-to-end project/product development lifecycle, build book of work, scope releases, track business priorities, define business requirements and UAT strategy incorporating regulatory and compliance requirements
Perform data analysis, document as-is and to-be state, requirement gathering, draft BRDs, UAT and Impact analysis
Work with all stakeholders to fulfil the delivery objectives for effective, accurate and timely risk management and reporting
Partners with senior team members and a widely distributed global user community to define and implement solutions
Help track and address CCR data and methodology issues, develop weekly metrics and remediation plans for system enhancements
Work with technology to understand infrastructure gaps, systems, and data flows. Identify and document gaps and suggest improvements for target state build-out
Communicate key findings and issues to senior management and provide regular status updates

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

Market Risk Senior Officer

The Market Risk Senior Officer monitors and analyzes the organization’s risk exp...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

10+ years relevant experience
Degree in a Quantitative or Financial discipline
Advanced knowledge of financial instruments, risk metrics and Market Risk Management
Advanced analytical, technical and quantitative skills
Expert knowledge of treasury, market risk management and knowledge of secured financing, securitization, and derivative products
Excellent written and verbal communication skills
Must be a self-starter, flexible, innovative and adaptive
Highly motivated, attention to detail, team oriented, organized
Developed presentation skills with the ability to articulate complex problems and solutions through concise and clear messaging
Ability to work collaboratively and with people at all levels of the organization

Job Responsibility

Risk Management oversight of Market Risk function
Establish and approve country/legal entity level limits and triggers in alignment with Risk Appetite, Policies and local regulatory requirements
Review, monitor and escalate breaches for country/legal entity limits/triggers in respective local governance committees/forums
Review volatility and correlation of historical market factor series for respective EM countries and recommend adjustments if needed
Review Legal Vehicle back-testing reports and present in respective governance forums, including potential exceptions
Establish and maintain local market risk documents, such as policies, standards or desktop procedures, in accordance with local governance regulations and Global Policy requirements
Assess and escalate known large, complex and illiquid trades that may need to undergo pre-trade approval process
Provide input in ICAAP, SREP and ad-hoc regulatory requests on related Market Risk topics
Oversee creation and maintenance of market risk reports in alignment with local Regulatory requirements and risk reporting strategy
Review new transactions/programs as per New Activity Risk Management process

What we offer

Job contract and social benefits (private medical care, fitness card, life insurance, pension programme, co-financing of cultural and entertainment events)
Access to e-learning platform (Degreed) and English learning platform
Possibility to gain globally appreciated work experience
Flexible and partly-remote working conditions

Fulltime

Regulatory Risk Officer

Citibank, N.A. seeks a Regulatory Risk Officer for its New York, NY location.

Location

United States , New York

Salary:

Not provided

Citi

Expiration Date

July 10, 2026

Requirements

Bachelor’s degree, or foreign equivalent, in Finance, Financial Engineering, Financial Mathematics, or a related field, and six (6) years of experience in the job offered or in a related quantitative occupation performing financial risk management in the financial services industry. Six (6) years of experience must include: Performing credit risk analytics and assessment using analytical or data management tools such as SQL, VBA, Advanced Excel, Tableau, Python
Applying Capital and Balance Sheet Management principles and frameworks including CCAR, CECL, Basel regulations, and Enterprise Risk Management frameworks
Utilizing project management skills to coordinate on enterprise risk initiatives, supporting both process improvements and delivering risk mitigation solutions
Leading project planning, milestone tracking, progress monitoring, and stakeholder communication using tools such as JIRA and dashboard reportings
Driving end-to-end execution of deliverables that enhance operational efficiency, strengthen risk controls, and support regulatory and audit processes
Applying statistical, quantitative, optimization techniques and analytical skills by leveraging tools such as SQL, VBA, Advanced Excel to analyze risk data, support business decision-making, uncover trends and root causes in key risk indicators, and identify emerging risks
and Delivering insights that strengthen governance, improve risk oversight and compliance with Basel and regulatory standards. In the alternative, employer will accept a Master’s degree and four (4) years of experience. Employer will accept pre- or post- Master’s degree experience. 40 hrs./wk.

Job Responsibility

Responsible for communicating implications of existing and opposed regulation and developing potential responses to executive management which includes regulations related to specific product or macro / systemic regulation, including standards to comply with Basel II / III, MiFID, U.S. Fed, Treasury, FDIC and regulations from other central banks and regulatory authorities. Provide risk strategic analytics and information management across Citibank products. Facilitate data-quality and controls for other teams and managers. Apply mathematical or statistical techniques to address practical issues in finance, such as derivative valuation, securities trading, risk management, or financial market regulation. Interpret results of financial analysis procedures. Develop core analytical capabilities or model libraries, using advanced statistical, quantitative, or econometric techniques. Develop mathematical or statistical models for risk management, asset optimization, pricing, or relative value analysis. Provide regulatory risk project management support (business requirements, analysis and testing) for delivery of regulatory solutions. (i.e. CECL, Part 30 core capabilities initiatives, stress test and CCAR regulatory requirements, etc.). Perform business analysis to respond to regulatory and business questions and provide portfolio insights. Perform data analysis to monitor and track data quality and completeness of data. Provide Project Management of various deliverables for Portfolio Risk Review chapter. Involvement in rationalization of EUCs (End User Computing) used for Portfolio Risk Reviews. Partner with Clients to understand and quickly respond to Client needs. Proactively seeks Client feedback to influence change throughout organization. Work with business users to gather business requirements and draft and co-ordinate approval for Business Requirement Documents (BRD). 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 behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite in accordance with Citi policies and protocols.

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

Stress Testing 2nd LOD Senior Analyst

Citibank, N.A. seeks a Stress Testing 2nd LOD Senior Analyst for its Irving, Tex...

Location

United States , Irving

Salary:

127400.00 USD / Year

Citi

Expiration Date

June 11, 2026

Requirements

Master's degree, or foreign equivalent, in Economics, Finance, Mathematics, or related field and 2 years of experience as a Model/Analysis/Validation Senior Analyst, Model Developer, Country Finance Officer, Financial Analyst, Economics Analyst, or related position involving quantitative data manipulation and analysis, model development, and economic research for financial forecasting generation
Alternatively, employer will accept a Bachelor's degree in the listed fields and 5 years of progressively responsible, post-baccalaureate experience in the listed positions
Predictive modelling methods: Time-series, regression, and logistic regression
Automating data extraction and data pre-processing
SQL, R
Data validation and data quality issues identification and control
Additionally, 1 year of experience must include: Developing and validating methods of measuring and analyzing market risk, credit risk and operation risk
Banking regulations including CCAR, CECL, IFRS9 and GSST
Statistical analysis, data modeling and validation
Model risk monitoring, limitations assessment, and overlays management

Job Responsibility

Conduct statistical analysis for risk-related projects and build quantitative forecasting models to support the bank's risk management objectives, used to assess Market Risk, Credit Risk, and Operational Risk
Generate stress testing scenario for regulatory frameworks including Comprehensive Capital Analysis and Review (CCAR), Current Expected Credit Losses (CECL), Internal Financial Standing Reporting 9 (IFRS9), and Global Systemic Stress Testing (GSST)
Present the results of various forecasting scenarios produced by statistical models and write formal documentation the scenarios for model validation and performance monitoring as part of the risk management policy and procedures
Analyze and interpret the data reports generated from various internal and external data sources to identify trends and present quantitative findings to senior management
Validate model assumptions and escalate any identified risks and sensitive areas in the statistical modeling methodology and process
Automate data extraction and data pre-processing tasks using ETL tools including R, and Python and Visual Basic programming languages to achieve efficiency in business process
Perform ad hoc statistical analyses, scenario tests, and sensitivity assessments
Design, maintain and optimize complex data manipulation processes including structured ETL pipelines and automated workflows using SQL and Python to support model development
Visualize analytical results using Excel, Tableau, Python, R and present the quantitative findings to senior management
Conduct statistical research to evaluate model performance, enhance methodologies, and refine forecasting frameworks for Market, Credit and Operational Risk

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

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Credit Risk Officer - Emerging Markets

Join us as a "Credit Risk Officer - Emerging Markets "at Barclays, where you'll ...

Location

India , Mumbai

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

Relevant experience of credit analysis/research in another financial institution, preferably a major international bank
Knowledge of multiple regions / sectors / industries
Understanding of Investment Banking products

Job Responsibility

Effective credit risk management of the assigned portfolio of clients like Financial Institutions and/ or corporate clients
Ensuring compliance with Bank’s credit risk policies & procedures and internal controls framework
Preparation of annual credit review packs and Industry reviews
Supporting credit officers in day-to-day risk management activities
Managing day-to-day credit limit requests to manage transactions and where appropriate propose limit recommendations to more senior discretion holders
Day to day management and monitoring of risk limits, reporting of any positions outside approved parameters and understanding how risk profile alters in stress test scenarios
Maintaining accurate and up to date information in the Banks’ Risk systems
Analysis of financial data, including income, assets, liabilities, credit history, and economic trends, to determine the risk of default
Monitoring of existing loan portfolios to identify potential credit deterioration or early warning signs of default
Recommendation of loan approvals, rejections, or adjustments based on risk evaluation and bank lending policies

What we offer

Wellness rooms
Gyms
Mental health support
Modern workspaces
Collaborative areas
State-of-the-art meeting rooms
On-site cafeterias
Fitness centers
Tech-equipped workstations

Fulltime

Sr. Analyst, ERM Scenario Design & Stress Testing

The Scenario Design and Stress Testing (“SDST”) Function within Enterprise Risk ...

Location

United States , St Petersburg, Florida

Salary:

Not provided

Raymond James

Expiration Date

Until further notice

Requirements

Bachelor’s Degree
Three (3) or more years of experience in a related field or an equivalent combination of education, certification, or training
Bachelor’s Degree (B.A.) in Finance, Accounting, Mathematics, or Engineering
Knowledge of MS office Suite - Fluency with MS Office Suite is required, including some experience with VBA
Mathematical concepts including Statistics - Working knowledge of statistics, including basics of concepts such as Data Distribution, Regression Analysis, and other techniques
Financial Markets – Interest in markets (for example, stocks, interest rates, bonds) and keeping up to date with the economic trends
Programming – Interest in and familiarity with programming in any language (for example, Excel/VBA). The job will not require heavy programming, but knowledge can help
Skill in Financial data analysis and statistical modeling
Databases and querying tools
Programming as a tool to automate

Job Responsibility

Collaborate extensively across multiple business and risk areas to develop stress scenario narratives and variable shocks with a focus on material risks within each area
Help develop both, firmwide as well as business/risk level stress scenarios
Conducts continuous monitoring of key metrics and financial indicators to provide meaningful insights and opinions on risk. Helps to identify emerging trends and create potential topical scenario narratives for events like COVID, Elections, Tariffs etc.
Facilitate and ensure a cohesive approach to SDST, including consistency, rigor, and timeliness
Support the development and maintenance of SDST Standards and Tools/Technology
Build and maintain effective working relationships with stakeholders and internal assurance groups, demonstrating a culture of engagement and assistance
Use excellent communication skills to influence a wide range of internal audiences including respective product, function, and business partners
Support the preparation of materials ahead of meetings with regulators, auditors, and senior leaders
Represent the SDST Function in stakeholder meetings, as needed
Perform other duties and responsibilities, as assigned

Fulltime

Chief Risk Officer

Location

Egypt , New Cairo

Salary:

Not provided

Ethics HR

Expiration Date

Until further notice

Requirements

Bachelor’s/Master’s degree in Finance, Economics, Risk, or related field from a reputable university
12-15+ years of experience in enterprise risk management with banking or financial services
Deep understanding of CBE regulatory frameworks, Basel standards, and digital banking risk requirements
Experience managing credit, market, operational, technology, and cyber risks
Demonstrated experience in AML/CFT compliance and governance within the Egyptian or regional financial sector
Expertise in Model Risk Management and data governance, particularly concerning the use of AI/Machine Learning in digital lending or scoring models
Strong experience integrating digital fraud management and authentication security into the operational risk framework
Familiarity with regulatory reporting standards beyond Basel, such as those related to Data Protection and Consumer Protection in the digital banking context
Strong analytical, decision-making, and stakeholder management skills
Proven experience presenting to regulators, Board committees, and senior executives

Job Responsibility

Set and maintain the bank’s risk strategy, policies, and governance framework
Ensure effective risk identification, monitoring, and reporting
Ensure compliance with CBE risk regulations, reporting standards, and supervisory guideline
Manage risk appetite, internal controls, and Board risk reporting
Oversee credit, market, liquidity, and operational risk frameworks
Lead stress testing, incident management, and business continuity oversight
Supervise technology, cyber, data protection, and outsourcing risks in coordination with relevant teams
Maintain risk dashboards, key metrics, and insights for senior management and Board committees
Support new product approvals, major initiatives, and strategic decisions through risk assessment
Embed risk culture and awareness across all departments

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Market Risk Officer - Stress Testing

Job Description

Job Responsibility

Requirements

What we offer

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