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Citi Group Enterprise Stress Testing Director - Liquidity Risk & Banking Book United Kingdom, England, London 643194988
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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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