Quantitative Risk Analytics and Stress Testing Vice President

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in Risk Management and Stress Testing to our Dublin based Enterprise Risk Management team.

What you'll do

• 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

What we need from you

• 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 can offer you

• 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.

• We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

• By joining Citi Dublin, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a 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. Discover more here.

Alongside these benefits, Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energised to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities. 

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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