Stress Testing Quantitative Risk Analyst, Citi

Citi

Location:
Ireland, Dublin

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The successful candidate will join the Stress Testing team in Dublin which is part of the ERA (Enterprise Risk Analytics) organisation within risk. ERA oversees Stress Testing, Scenario Development, Risk Capital modelling and Reporting for all risk categories across the enterprise: wholesale credit, retail credit, market risk, treasury risk, and operational risk. ERA’s responsibilities are fundamental to the Risk Management organization and all risk activities throughout Citi.

Job Responsibility:

Support the ongoing delivery of ICAAP and other Regulatory Stress Testing initiatives within the entity working with DART and the wider risk management group
Support in the development of climate risk stress testing modelling capabilities, in conjunction with Group
Coordinate with project work streams spanning a wide range of activities including scenario design, stress loss calculations, economic capital, and governance
Provide analytical support to risk specialists in developing stress testing, including further integration of stress testing in Risk Appetite and decision making
Support the Regional Stress Testing team in evaluating Legal Entity Stress Testing risk controls and frameworks
Assist with information requests from Central Bank of Ireland, European Central Bank, External Auditors and Internal Audit
Engage in continuous process improvement around existing stress testing capabilities

Requirements:

Graduate degree in Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, etc.)
Master or higher degrees are advantageous
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
Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation covering credit risk models
Practical experience using Python or similar statistical coding software to build and test prediction models
Proficiency handling very large data sets
Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models
Self-motivated and detail oriented
Consistently demonstrates clear and concise written and verbal communication skills
Demonstrated project management and organizational skills and capability to handle multiple projects at one time
Comfortable interfacing with business clients
Fluency in speaking, reading, and writing English is required
Highly motivated, with ability to work both independently and collaboratively
Logical and thoughtful approach to work, with ability to perform well under pressure to meet tight deadlines
Giving careful attention to detail, with capability to deliver high quality results
Potential to build trusted relationships confidently at all levels

Nice to have:

Experience in mathematical modelling and understanding of models that are used across different risk types in ICAAP and/or EBA Stress Testing (e.g. Credit Risk, Operational Risk and/or Market Risk)
Experience in presenting to senior management through relevant risk committee finance fora

What we offer:

Professional development in a truly global environment
Inclusive and friendly corporate culture where gender diversity and equality is widely recognized
A supportive workplace for professionals returning to the office from childcare leave
An enjoyable and challenging learning path, which leads to a deep understanding of Citi’s products and services
Competitive base salary (which is annually reviewed)
Additional benefits that support you (and your family) to be well, live well and save well
Business casual workplace with a hybrid working model (up to 2 days working at home per week)

Additional Information:

Job Posted:
May 13, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Stress Testing Quantitative Risk Analyst