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Citi Group Enterprise Stress Testing Sr Group Manager- 
United States, District of Columbia, Washington 
80424579

29.08.2024

Enterprise Stress Testing Senior Group Manager - Liquidity Riskand Non-Traded Market Risk

Job Description

  • 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.

Job Requirements

  • Demonstrated industry experience in treasury & funding risk or risk management fields, including liquidity,Non-traded market risk management, model validation, or model analytics.
  • Experience in oversight on interest rate risk in the banking book (IRRBB), including IRRBB methodology and 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
Risk ManagementRisk Analytics, Modeling, and Validation

Full timeNew York New York United States$170,000.00 - $300,000.00



Anticipated Posting Close Date:

Jul 29, 2024

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