Quantitative Risk Analytics and Stress Testing Vice President, Citi

Citi

Location:
Ireland, Dublin

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

This role is part of Citi’s Dublin-based Enterprise Risk Management team. Responsibilities include developing and maintaining risk forecasting models, leading SLU forecasts, and collaborating with various teams to streamline procedures. Candidates should have a solid background in statistical modeling, regulatory frameworks like ICAAP or CCAR, and tools such as SAS or SQL. Citi provides a supportive and inclusive workplace with various benefits and professional development opportunities.

Job Responsibility:

Develop/enhance/maintain stress loss usage (SLU) forecast methodology for Citi’s top of the house risk appetite limits including both Market and Credit Risk pools
Engage with key stakeholders from Business, Risk, Finance, and Enterprise risk appetite limit teams to support their needs
Establish sound governance and framework around SLU forecast to ensure proper linkage between risk management and Citi’s financial and strategic planning
Interpret key findings for impactful presentations, reviewing the quality of reporting and challenging any inaccuracies
Assist in monitoring and implementing risk management policies and procedures, constantly reviewing them for potential improvements
Develop models, including model performance tracking, validation, and deployment efforts
Ensures the compliance of development and validation of models with respect to internal and external guidelines
Work closely with Risk Reporting, Data Analytics, and Technology departments to streamline procedures and improve loss forecasting models, while maintaining oversight and challenging any inefficiencies
Lead SLU forecast for QMMF and annual planning
Works with large datasets and complex algorithms to solve data science challenges

Requirements:

Demonstrated years of relevant experience
Proven experience in project management, with the ability to oversee, review, and challenge multiple tasks and priorities
Sound knowledge of statistical modeling concepts and industry best practices
experience with econometric and statistical modeling or application risk scoring
Familiarity with regulatory guidance such as Internal Capital Adequacy Assessment Process (ICAAP), Comprehensive Capital Analysis and Review (CCAR)
Experience with analytical or data manipulation tools (e.g. SAS, SQL, R, C Programming in UNIX)
Proficient with MS Office suite
Superior problem-solving capabilities with a 'can-do' attitude, supporting effective challenge under tight timelines
Strong communication and presentation skills, capable of simplifying complex topics for clear communication of reviews and challenges

What we offer:

A chance to develop in a highly innovative environment where you can use the newest technologies in a top-quality organizational culture
Professional development in a truly global environment
Inclusive and friendly corporate culture where gender diversity and equality is widely recognized
A supportive workplace for professionals returning to the office from childcare leave
An enjoyable and challenging learning path, which leads to a deep understanding of Citi’s products and services
Competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well

Additional Information:

Job Posted:
May 29, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Quantitative Risk Analytics and Stress Testing Vice President