Stress Testing Analyst, Citi

Citi

Location:
Ireland, Dublin

Category:
Finance

Contract Type:
Employment contract

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. The primary mandate of the team is to create instantaneous market shocks for an extensive range of financial variables as part of systematic stress testing process and to maintain the risk factor variables and corresponding scenarios in the designated environment. The team also develops and enhances quantitative models to facilitate firm-wide stress testing.

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:

Demonstrated experience in the 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

Nice to have:

Working knowledge/ability to code in Python or other programming language

What we offer:

Competitive base salary (annually reviewed)
hybrid working model (up to 2 days working at home per week)
business casual workplace
additional benefits that support you and your family to be well, live well and save well

Additional Information:

Job Posted:
June 10, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Stress Testing Analyst