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Senior Quant Risk Enterprise Stress Testing - SVP

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Citi

5d ago

  • Job
    Full-time
    Mid Level
  • Banking & Finance
  • London

Requirements

  • Relevant experience in the financial services industry with either internal consulting organization, or within front office or risk office functions or related areas at leading financial services institutions, or a consulting firm in enterprise risk management or financial risk management – is essential.
  • Experience analysing risk, for all risk types including market, credit and operational - required. Familiarity with treasury risk and counterparty credit risk is a plus.
  • Experience with issues resolution including root cause analysis, mitigation plans, and remediation activities.
  • Ability to build and maintain professional working relationships and to influence counterparts in different areas of the organization, working across geographies and functions.
  • Presents insights and findings to a wide range of internal audience and senior management.
  • Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.
  • Good understanding of stress testing analytics and its use in BAU risk management limit setting and monitoring.
  • Experience working in Big Data environments; intellectual curiosity to stay abreast of technological advances.
  • Excellent proficiency in Microsoft Office – particularly Excel (metrics and data analysis), PowerPoint (presentation decks), and Word (writing and editing procedural and technical documentation). Advanced knowledge and proficiency of data visualization (e.g., Tableau)
  • Ability to deliver compelling presentations and influence executive audiences.
  • Excellent communicator with strong written and verbal communication skills.
  • Self-motivated and detail oriented with strong influencing skills.
  • Ability to drive innovation via thought leadership while maintaining end-to-end view.
  • Effective cross-functional project, resource, and stakeholder management; effectively engage with internal audit and external regulators.
  • Bachelor’s or Master’s degree in a Quantitative discipline.

Responsibilities

  • Identifies and monitors financial risk exposures and understanding the drivers of significant movements in reported exposures and work with key stakeholders to understand risk mitigation strategies and resolutions in accordance with the bank's risk appetite and risk limits identified, as well as regulatory requirements, as applicable.
  • Liaisons with 2LoD and businesses to understand market trends and impacts on portfolio, using knowledge of stress testing and its applicability to financial risks.
  • Identify and analyse significant risks and summarize risk views for senior management to ensure they are kept informed of developments in the portfolio.
  • Interacts with senior levels of management to facilitate understanding of usage of risk models and inform critical decisions.
  • Adept at building relationships with key stakeholders and influencing and negotiating to drive changes. Demonstrated interpersonal, organizational, analytical and presentation skills to obtain support and buy-in across a wide range of audiences.
  • Work with relevant risk pools to enhance existing ERM framework to ensure effective risk identification and management. Perform robust stress testing review and challenge as the Subject Matter Expert.
  • Work with methodology owners and relevant stakeholders on the interpretations of outcomes from enterprise stress testing and perform risk analytics to understand fundamental risk drivers and capture correlations between portfolios.
  • Collaborate with team members to further enhance the connectivity of ERA processes with day-to-day business, risk management and risk governance practices. This will include strengthening existing linkages or establishing new linkages to other practices at the firm, e.g., risk appetite, stress testing.
  • Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.
  • Provide support to Enterprise Risk Data Layer (ERDL) initiative, which will capture consistent, accurate and timely data from risk categories and ERM Risk pillars.
  • Partners with Risk and Decision Management organizations to understand the source of new data and continue to improve the process of defining, extracting and utilizing the new data.
  • Prioritize and drive results in a deadline driven environment while maintaining attention to detail and complete accuracy.

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

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  • 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

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  • Keep learning

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  • 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.