Citi Group Stress Testing Model Risk Senior Analyst Assistant Vice President 

United Kingdom, England, London 

599327877

The Enterprise Risk & Stress Testingfunction supports Citi’s missions through ensuring the foundation of our business – our global presence through branches and subsidiaries – have themselves strong capital, liquidity and risk disciplines. The team sits within the Risk Data, Analytics, Reporting and Technology (DART) function and provides cross-risk-stripe support for Internal Capital Adequacy Assessment Process (ICAAP) and Regulatory stress tests, working to ensure global capabilities are fit-for-purpose and appropriate aligned to the local country requirements.

The successful individual will have experience in risk management, models and reporting and will be keen to take that to a broader level spanning the global reach of Citi and supporting coherent risk assessment in our stress tests.

What you'll do

• Design models and approaches to their 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 and liquidity 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. Use data science and real-world risk experience to deliver intelligent insight in a controlled environment.

• 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.

• Participate in our forward-looking team culture; work across boundaries and build strong global networks.

• Present model insight and validation findings to senior management and supervisory authorities

What we’ll need from you

• Solid experience in risk disciplines and a desire to expand your horizons both geographically and across different risk stripes.

• 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.

By joining Citi London, 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 such as:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure

• A discretional annual performance related bonus

• Private medical insurance packages to suit your personal circumstances

• Employee Assistance Programme

• Pension Plan

• Paid Parental Leave

• Special discounts for employees, family, and friends

• Access to an array of learning and development resources

Time Type:

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