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The role involves supporting Citi’s Risk Data, Analytics, Reporting & Technology (DART) Team in delivering Internal Capital Adequacy Assessment Process (ICAAP) and other local entity regulatory stress testing requirements. The candidate will work in a fast-paced environment, contributing to stress testing initiatives critical to Citi’s regulatory compliance and risk management framework.
Job Responsibility:
Understand and maintain routine and ad hoc country and legal entity stress testing requirements
support delivery of analytical support for scenario design, stress loss, and economic capital
participate in key ICAAP and regulatory stress testing-related committees
engage with Internal Audit
contribute to development of regional analytical and reporting solutions
develop Book of Work for ICAAP & stress testing related activities
execute framework to support legal entity regulatory stress testing
assist country and legal entity Risk Management teams to comply with policies
participate in development and analysis of stress scenarios
support oversight of Global ICAAP Standard requirements
Requirements:
6+ years Risk Management background
focus on capital planning, stress testing, and scenario design
strong knowledge of market risk principles
familiarity with ICAAP and local entity regulatory stress tests
experience with macroeconomic/market stress scenarios
experience in producing reports for senior audiences
ability to partner with stakeholders
ability to distill technical concepts into impactful messages
Master’s degree in Economics, Finance, or Statistics
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