Stress Testing and Model Risk Senior Analyst

• Develop methodological approaches and solutions for model deployment, enhance reporting and provide intelligent insight into what model outputs mean
• Ensure all models deployed are validated and overlays processed in compliance with Citi’s model risk policies
• Manage model risk across the model life-cycle including model validation, point-of-use analysis, ongoing performance evaluation and annual model reviews
• Innovate and develop new analytics, automation, intelligent insight and reporting used to manage capital risk for Citi's branches and subsidiaries – all with a view to our global Risk & Controls under the banner of our Enterprise Risk Management Framework
• Work to triage and translate local requirements into model development, tracking change through the end-to-end lifecycle and deployment of new capabilities
• Communicate results and insight to diverse audiences across geographies, business lines and country management
• Innovate
• use data science and real-world risk experience to deliver intelligent insight in a controlled environment
• Participate in our forward-looking team culture
• work across boundaries and build strong global networks
• Represent the bank in interactions with regulatory agencies, as required
• Present model insight and validation findings to senior management and supervisory authorities.

• Previous risk management experience and/or strong quantitative modelling skills preferred
• Strong desire to develop critical thinking across risk disciplines
• Demonstrated clear and concise written and verbal communication skills
• Self-motivated and detail oriented
• appetite to succeed in a learning environment
• Demonstrated project management and organizational skills
• Data Science skills to expand upon team capabilities – highly desirable
• Bachelor’s/University degree or equivalent experience. Masters an advantage.

Data Science skills to expand upon team capabilities – highly desirable

• Private Medical Care Program
• Life Insurance Program
• Pension Plan contribution (PPE Program)
• Employee Assistance Program
• Paid Parental Leave Program (maternity and paternity leave)
• Sport Card
• Holidays Allowance
• Sport and team recreation activities
• Special offers and discounts for employees
• Access to an array of learning and development resources
• A discretional annual performance related bonus
• A chance to make a difference with various affinity networks and charity initiatives