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Market Risk Stress Testing Specialist, Vice President

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Citi

Oct 12

Applications are closed

  • Job
    Full-time
    Senior & Expert Level
  • Banking & Finance
  • Frankfurt

Requirements

  • Experience in quantitative risk management with experience in Market or Treasury Risk.
  • Strong communication skills and exceptionally good at stakeholder management at all levels.
  • Excellent organizational and project management skills.
  • Strong analytical skills & proven ability to solve problems independently.
  • Excellent interpersonal skills necessary to deal with colleagues at all levels across the firm.
  • Track record of success in delivering high quality work in a fast paced and dynamic environment.
  • Direct interaction with regulators on model-related topics.
  • Up-to-date working knowledge of regulatory requirements and change, specifically those from Basel and European regulatory authorities.
  • Experience in financial model development or validation highly desirable.
  • Graduate degree in Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, etc.) is required.
  • Master or higher degrees are advantageous, as is exceptional academic record (rewards, recognition, etc.)
  • Other qualifications such as Financial Risk Manager (FRM), Chartered Financial Analysts (CFA), Certificate in Quantitative Finance (CQF), etc. are advantageous.
  • Demonstrable interest in applying sophisticated mathematical/analytical techniques to solve real-world problems—especially in banking, finance, or risk management is advantageous.
  • Fluency in speaking, reading, and writing English is required.

Responsibilities

  • Lead Market and Treasury Risk Stress Testing activities for the entity primarily covering ICAAP and EBA Stress Testing reporting to the Head of Stress Testing.
  • Contribute to model development in the Market Risk space within the scope of economic capital and stress testing.
  • Manage day-to-day activities supporting key strategic, multi-faceted projects to enhance end-to-end stress testing processes in regional contexts.
  • Engage directly with senior stakeholders across Risk, Finance, Country Management, and Business Lines through frequent communication and senior briefing materials.
  • Engage with internal and external audit, and regulators within the context of exams and regulatory exercises.
  • The successful candidate will have the opportunity to work on a wide range of analytical and strategic topics relevant for senior management decision-making and regulatory management. They will interact confidently with quantitative analyst and risk management professionals across multiple risk stripes and geographies, and in doing so, gain an expansive view of the firm.

FAQs

What is the job title for this position?

The job title is Market Risk Stress Testing Specialist, Vice President.

What division is this position under?

This position is under the Enterprise Risk Management (ERM) division.

Where is this position located?

The position is located in Frankfurt.

What are the main responsibilities of this role?

The main responsibilities include leading Market and Treasury Risk Stress Testing activities, contributing to model development, managing day-to-day activities to enhance stress testing processes, and engaging with senior stakeholders and regulators.

What qualifications are required for this position?

A graduate degree in Economics, Finance, or a quantitative field is required, along with fluency in English. Additional qualifications like FRM, CFA, or CQF are advantageous.

What kind of experience is desirable for applicants?

Desirable experience includes quantitative risk management, particularly in Market or Treasury Risk, along with experience in financial model development or validation.

What key skills are important for this position?

Key skills include strong communication, organizational and project management skills, analytical skills, problem-solving ability, and excellent interpersonal skills.

Is this position a full-time role?

Yes, this is a full-time position.

Does Citi provide equal employment opportunities?

Yes, Citi is an equal opportunity and affirmative action employer.

Until when is the application for this position open?

The application for this position is open until 25/10/2024.

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Citi

Finance
Industry
10,001+
Employees
1998
Founded Year

Mission & Purpose

Citigroup Inc. or Citi is an American multinational investment bank and financial services corporation headquartered in New York City. Citi's operation is to provide financial services that enable growth and economic progress. Core activities are safeguarding assets, lending money, making payments and accessing the capital markets.

Benefits

  • Live Well, Stay Healthy

    Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.

  • Paid parental leave

    We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world.

  • Save well, for now and your future

    We empower our employees to manage their financial well-being and help them plan for the future.

  • Keep learning

    Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.

  • Be well, take time off

    We have a variety of programs that help employees balance their work and life, including generous paid time off packages.

  • Support Your Community

    We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world.

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