Stress Testing and Model Risk Senior Analyst
Join to apply for the
Stress Testing and Model Risk Senior Analyst
role at
Citi
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in risk analysis, data science, problem solving and communication to Citi’s Legal Entity Stress Testing and Risk Analytics Team.
The team supports Citi’s missions by ensuring strong capital, liquidity and risk disciplines across the global presence of Citi’s branches and subsidiaries, with cross-risk-stripe support for ICAAP and Regulatory stress tests. The successful candidate will have experience in risk management, models, or risk analysis and will expand to a broader, global scope supporting coherent risk assessment in stress tests.
What you’ll do
Develop methodological approaches and solutions for model deployment, enhance reporting and provide intelligent insight into model outputs.
Ensure all models deployed are validated and overlays are processed in compliance with Citi’s model risk policies.
Manage model risk across the model life-cycle including model validation, point-of-use analysis, ongoing performance evaluation and annual model reviews.
Innovate and develop new analytics, automation, intelligent insight and reporting used to manage capital risk for Citi's branches and subsidiaries, aligned with the Enterprise Risk Management Framework.
Triage and translate local requirements into model development, track changes through the end-to-end lifecycle and deploy new capabilities.
Communicate results and insight to diverse audiences across geographies, business lines and country management.
Apply data science and real-world risk experience to deliver intelligent insight in a controlled environment.
Participate in a forward-looking team culture, collaborate across boundaries and build strong global networks.
Represent the bank in interactions with regulatory agencies, as required.
Present model insight and validation findings to senior management and supervisory authorities.
What we’ll need from you
Previous risk management experience and/or strong quantitative modelling skills preferred.
Strong desire to develop critical thinking across risk disciplines.
Demonstrated clear and concise written and verbal communication skills.
Self-motivated and detail oriented; appetite to succeed in a learning environment.
Demonstrated project management and organizational skills.
Data Science skills to expand team capabilities – highly desirable.
Bachelor’s/University degree or equivalent experience. Masters an advantage.
Benefits
Hybrid working model (up to 2 days working from home per week) with Citi Solutions Center Poland.
Competitive base salary (annually reviewed).
Private Medical Care Program
Life Insurance Program
Pension Plan contribution (PPE Program)
Employee Assistance Program
Paid Parental Leave Program (maternity and paternity leave)
Sport Card
Holidays Allowance
Sport and team recreation activities
Special offers and discounts for employees
Access to learning and development resources
Discretional annual performance-related bonus
Opportunities to engage with affinity networks and charity initiatives
We are committed to an inclusive workplace where everyone feels comfortable bringing their whole self to work. If you need a reasonable accommodation to use our tools or apply for a career opportunity, review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.
Job details
Job Family Group: Risk Management
Job Family: Model Development and Analytics
Time Type: Full time
Most Relevant Skills: Analytical Thinking, Business Acumen, Constructive Debate, Data Analysis, Escalation Management, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment, Statistics
Industry: Banking, Financial Services, and Investment Banking
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