Risk Analytics, VP - Quantative Risk and Stress Testing

Risk Analytics, VP - Quantative Risk and Stress Testing

Citi is an American multinational investment bank and financial services corporation headquartered in New York City, NY.

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Job Description

Risk Capital, Risk Appetite Metrics and Enterprise Stress Testing are receiving increased attention from internal stakeholders and the regulators.  This role is within Quantative Risk and Stress Testing organization (part of Citi's Global Risk Management) and the person will play a key role in delivering key regulatory commitments as well as meeting internal stakeholders' needs.



  • Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of models and related policies.
  • Produce analytics used to manage risk using risk capital/internal stress testing and risk appetite metrics (from Models to Outputs)
  • Partner with internal clients (Risk Managers, Business and Finance) to address business needs and deliver critical internal and regulatory initiatives
  • Build and enhance data/analytical capabilities for risk capital, risk appetite metrics and Stress Testing
  • Assist in governance efforts (Policy, Global Stress Testing Inventory, End to End process and methodology documentation)
  • Partner with risk reporting to enhance key metrics and stress testing reporting capability
  • Partner with Technology and Project Management Group to drive projects that help achieve stress testing target state.



  • Relevant financial industry experience preferably with major financial institutions
  • Institutional clients or consumer banking products knowledge with risk management experience in credit or market risk preferred
  • Good understanding of bank’s capital (regulatory capital,  economic capital,  stress testing) preferred
  • Strategic and structured thinker with demonstrated ability to assess complex issues through root cause analysis and other analytical techniques; structure potential solutions; drive to resolution with senior stakeholders
  • Excellent written and verbal communication skills with the ability to articulate complex problems and solutions through concise and clear messaging
  • Highly motivated, intellectually curious, and results-driven team player
  • Experience navigating through complex data and infrastructure a plus
  • Proficiency in standard Microsoft Software (Word, Excel, PowerPoint, Access),  advanced programming language skills (Excel VBA, Python, C++/Java) a plus
  • Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models a plus



  • Master’s Degree or equivalent in STEM or other quantitative fields required (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.) with 6+ years of Quantitative experience.
  • 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, CPA or CFA




Job Family Group:

Risk Management


Job Family:

Risk Analytics, Modeling, and Validation


Time Type:

Full time


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