Stress Testing Reviewer, Citi

Citi

Location:
Ireland, Dublin

Category:
Banking

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

This role sits in Enterprise Risk Analytics (ERA), and will review and challenge the stress testing process, requiring proven partnership, leadership, and risk expertise to coordinate across stakeholders. It involves analyzing stress testing programs across multiple risk categories and ensuring compliance with high industry and regulatory standards.

Job Responsibility:

Conduct annual reviews of stress testing programs across Market risk, Credit risk, Operational risk, Liquidity Risk and multi-risk programs (e.g., Country, Real Estate), including risk pool’s specific stress testing, and risk pool’s contribution to enterprise level stress testing programs (e.g., GSST, RST)
Conduct issue validation to confirm review findings are remediated by risk pools through action plans execution
Contribute to additional review, which may be required based on changes in scenario, assumptions, or methodologies, as well as significant macroeconomic or market events
Through the review, analyze stress testing process and make recommendations addressing business needs
Communicate findings to applicable stakeholders and ensure action plans are defined to remediate issues
Evaluate stress test results and actions (e.g. limit setting/ monitoring, risk appetite, risk identification)
Communicate results to a variety of audiences
Conduct analysis and package it into detailed technical documentation reports to meet regulatory guidelines and exceed industry standards
Provide guidance to juniors as and when necessary

Requirements:

Demonstrated industry experience in market risk, credit risk, liquidity risk, or operational risk management fields, including portfolio/ risk management experience, model validation, or model analytics experience
Experience in relevant regulatory guidance, including the SR12-7
Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second master’s degree, FRM or CFA
Knowledge of risk appetite, limit setting, banking book/ trading book products and risk management practices
Consistently demonstrates clear and concise written and verbal communication skills
Self-motivated and detail oriented
Demonstrated project management and organizational skills and capability to handle multiple projects at one time
Proficient in Microsoft Office (EXCEL), SAS, R, Python or other programming languages

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

Additional Information:

Job Posted:
May 28, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Stress Testing Reviewer