Enterprise Stress Testing - Portfolio Analytics, SVP

Enterprise Risk Management (ERM) is a part of Citi's Risk Management organization that is responsible for Enterprise-level risk identification, management, and analytics, including stress testing across multiple asset classes and risk stripes. The role in question sits within the Portfolio Analytics team within ERM.

Portfolio Analytics is broadly responsible for end-to-end stress testing at Citi, including stress testing for both periodic (Global Systematic Stress Tests) and rapid (event-based) stress tests as well as related methodologies and policies. Global Systematic Stress Tests (GSST) is a Firm-wide periodic stress testing program that estimates the Firm's stress loss across several stress scenarios informed by the Firm's risk identification process and a variety of risk types.

The enterprise-level stress testing program is sponsored by the Citigroup CRO, who reviews the stress testing results with the rest of the executive management team.

Role Overview & Responsibilities:
The Enterprise Stress Testing SVP will play a critical role in conducting Enterprise-wide rapid stress testing exercises aimed at early identification of emerging risks, their quantification, and assessment of need for potential actions by management aimed at reducing said emerging risk.

The mandate of the Enterprise Stress Testing SVP is focussed on project management, coordinating with cross-discipline team members and ensuring that all project requirements, deadlines, and schedules are on track, providing broad exposure to senior stakeholders across risk type-specific Risk Management departments, as well as Risk Reporting, Data Analytics and Technology.

In addition, the role requires content understanding for the development and delivery of bespoke and insightful quantitative approaches to apply stress scenarios to live risk exposures, estimate losses under each scenario, and assess resulting losses in the context of the Firm's risk appetite .

Finally, the Enterprise Stress Testing SVP will interpret and present key findings and reports in a concise visual form, creating impactful presentations for Citi's top management and the Board of Directors.

Experience & Competencies:

• Degree in Finance, Economics, Statistics, or another field with quantitative focus (Mathematics, Physics, etc.) desired. Alternatively, an undergraduate degree with additional years of relevant work experience is required
• Extensive and proven work experience in Financial Services or Economics consulting, Risk Management or Finance function within a bank, or relevant front-office/business/consulting role.
• Proven experience in project management, including strong organizational skills and the ability to handle multiple tasks and priorities is required.
• Familiarity with project management tools (eg JIRA) is preferred.
• Familiarity with relevant regulatory guidance (ICAAP, CCAR) and experience in conducting macroeconomic/market stress tests is preferred.
• Problem-solving capabilities with the ability to deliver under tight timelines and with 'can do' attitude is required.
• Clear and concise communication and presentations skills with the ability to communicate complex topics in a simple manner is required.

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Job Family Group:
Risk Management -------------------------------------------------
Job Family:
Country Risk ------------------------------------------------------
Time Type:
Full time ------------------------------------------------------
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