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Senior Vice President - Stress Testing (Dublin)

职位编码 21261486 主要位置 都柏林, 爱尔兰, 伦敦, 英国, 貝爾法斯特, 英国; 职位分类 Risk Management
马上申请

This role will be permanently based in Dublin, Ireland.

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The successful candidate will join the Quantitative Risk & Stress Testing (QRS) Regional Stress Testing team in Dublin. QRS’s mandate is to provide analytics and analysis to Risk Management and other partners across Citi. The team develops credit, market, and counterparty risk analytics to consistently measure risk, optimize capital, dimension risk appetite, and allocate these metrics to businesses and geographies; as well as supporting Basel, internal and external stress testing (including ICAAPs, EBA, and CCAR), and loan loss reserve processes. The role will be in Dublin reporting into the Head of the Regional Stress Testing function, which provides stress testing and advisory services to Citibank Europe PLC Legal Entity.

Responsibilities:

  • Enhance the scenario design process for the legal entity and wider EMEA groups, including key components of risk identification, narrative development, core scenario shocks, and variable expansion for use in ICAAP, ECB Stress Testing and business related stress testing activites.

  • Contribute to the development of a QRS analytics service model that deliver central risk modelling and stress testing capabilities to the Legal Entity clients in a consistent and efficient manner

  • Manage day-to-day activities supporting key strategic, multi-faceted projects to enhance end-to-end stress testing processes in regional contexts

  • Oversee and coordinate project work streams spanning a wide range of activities including scenario design, stress loss calculations, economic capital, and governance

  • Engage directly with senior stakeholders across Risk, Finance, Country Management, and Business Lines through frequent communication and senior briefing materials

  • Researching changing economic and developments to ensure scenarios appropriateness in terms of both stresses incorporated and severities applied

  • Represent the legal entity and the broader EMEA region in scenario reviews and assessments at Group discussions and fora

  • Support planning and execution for hiring and on-boarding activities across QRS team expansions

  • The QRS Regional Stress Testing team will cover ongoing enhancements including:

  • Scenario design and expansion across a range of scenarios for use in the legal entity stress testing requirements including ICAAP, ECB Stress Testing, Climate Change and other risk management.

  • Engagement with other EMEA entity representatives to ensure local variable requirements are incorporated into the scenario development process.

  • Standardized framework to streamline and optimize each legal entity’s usage of centrally developed analytical tools (including but not limited to models used for scenario expansion, wholesale credit risk & economic capital).

  • Co-ordination with the global Economic Forecasting Team to ensure alignment of modelling approaches, synergy of execution and engagement on planned enhancement.

  • Regional stress testing governance enhancements to ensure legal vehicle compliance with the firm’s stress testing, model risk management, and capital planning policies and standards.

  • Annual work plan covering full schedule of planned enhancements and execution across all covered stress testing exercises and management of on-boarding process for new requests.

  • Presentation of materials to senior stakeholders within the Legal Entity and senior management, global franchise management, and senior risk committees.

Development Value:

The successful candidate will have the opportunity to work on a wide range of analytical and strategic topics relevant for senior management decision-making and regulatory management. They will interact confidently with quantitative analyst and risk management professionals across multiple risk stripes and geographies, and in doing so, gain an expansive view of the firm.

Experience:

  • Bachelor’s degree (preferably Masters) in Economics, Finance, or another field with analytical focus (Mathematics, Engineering, Computer Science, etc.) is required.

  • Extensive years of experience in financial services sector, in roles requiring superior problem solving analytical capabilities; must include experience across multiple risk stripes.

  • Experience in developing strategic plans for complex processes, drafting senior management communications; familiarity with developing macroeconomic/market stress scenarios (e.g., credit and currency crises), relevant regulatory guidance (including IFRS9 based credit stress loss methodologies, impairment staging rules, minimum coverage ratios, etc.), and model risk management are strongly preferred.

  • Adept problem solver with experience managing change / transformation projects in quantitative settings.

  • Strong project management skills, with ability to build relationships confidently at all levels and handle competing priorities and deadlines.

  • Exceptional writing and PPT skills, with the ability to synthesize complex concepts and translate into effective presentations to senior audiences.

  • Exceptional data analysis skills, with the ability to quickly manipulate large data sets and identify key trends relevant to big picture.

  • Strong analytical skills and working knowledge in the principles of credit and market risk, with ability to understand technical concepts across a broad range of subjects.

Valuing Diversity:

Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organizational success.

This job description provides a high-level review of the types of work performed. Other job related duties may be assigned as required.

Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

View the "EEO is the Law" poster. View the EEO is the Law Supplement.

View the EEO Policy Statement.

View the Pay Transparency Posting

马上申请
  • 加入我们由 200,000 多名实力强劲的多元化员工组成的团队

  • 我们的员工深具社会意识,为 90 个国家/地区的社区提供志愿服务

  • 遍及逾 98 个市场的实体业务提供了有意义的职业机会

我们营造一种包容所有人并鼓励不同观点的文化,在这里您可以产生影响,并大展宏图。在花旗,我们重视展现高专业水平、有强烈的诚信意识、为人慷慨、求知欲强且严谨的同事。我们深知拥有事业的重要性,并承诺,只要您符合以上条件,我们愿意做出让步。

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