Stress Testing Analyst

Enterprise Risk Management (ERM) within Independent Risk Management is responsible for overseeing the implementation of Citi’s Enterprise Risk Management Framework and for specific enterprise-level risk management programs and processes that span the organization, the lines of defense and various risk categories. These include risk identification, enterprise risk analytics, risk appetite & limits, new activity risk management, risk frameworks & policy, strategic risk, digital assets risk and climate risk. The group is headed by the Head of ERM who reports directly to the Citigroup Chief Risk Officer (CRO). As part of ERM, Enterprise Risk Analytics & Stress Testing is responsible for Enterprise Stress Testing with Legal Entity Oversight (LEO), Material Legal Entity (MLE) Stress Testing and ICAAP execution and oversight, Firmwide Scenario Design and Expansion which cover Enterprise programs and all Legal Entities. This role sits in Enterprise Risk Analytics (ERA), and will review and challenge the stress testing process, which requires proven partnership, leadership and credit and market risk expertise as the team will coordinate across multitude of stakeholders in first and second line of defense teams, ERM governance, model development, reporting, technology and Internal Audit. The successful individual will have the opportunity to work with senior stakeholders in 1LoD and 2LoD stakeholders. They will need to leverage the analytics expertise on both the loss models and scenario models to support the firmwide stress testing program.