Citi Group Enterprise Stress Testing Director - Liquidity Risk & Banking Book 

United Kingdom, England, London 

643194988

What you’ll do

• Conduct annual reviews of programs for liquidity and market non-trading stress testing programs, including the regulatory driven stress testing, internal stress testing, and the risk pool contribution to enterprise level stress testing programs (e.g., GSST, RST, ICAAPs).

• Contribute to additional review, which may be required based on changes in scenario, assumptions, or methodologies, as well as significant macroeconomic or market events

• Conduct data analysis and support pool owners in reviewing the results.

• Analyze and interpret reports, 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).

• Assist in the development of analytic engines for business product lines.

• 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.

• Identify modeling opportunities that yield measurable business results.

• Supervise junior team members.

What we need from you

• Demonstrated industry experience in treasury & funding risk or risk management fields, including liquidity, Market, or CCR including risk management, model validation, or model analytics.

• Experience in relevant regulatory guidance, including the Reg YY, 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 programing languages

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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