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Stress Testing Independent Review and Challenge Lead – SVP
| Company | Citigroup |
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| Location | New York, NY, USA |
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| Salary | $176720 – $265080 |
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| Type | Full-Time |
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| Degrees | |
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| Experience Level | Senior |
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Requirements
- Demonstrated industry experience in market risk and/or credit risk management fields, including portfolio/ risk management experience in market trading, XVA, IDL, credit risk, model validation, or model analytics.
- Experience in oversight on market risk or credit risk
- Experience in relevant regulatory guidance, including the SR12-7
- 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, FRM or CFA.
- Knowledge of risk appetite, limit setting, banking book/ trading book products and risk management practices
- Consistently demonstrates clear and concise written and verbal communication skills
- Self-motivated and detail oriented
- Demonstrated project management and organizational skills and capability to handle multiple projects at one time
- Proficient in Microsoft Office (EXCEL), SAS, R, Python or other programming languages
Responsibilities
- Conduct annual reviews of programs for Market risk and/or Credit risk programs, including the regulatory driven stress testing, internal stress testing, and the risk pool contribution to enterprise level stress testing programs (e.g., CCAR, GSST, RST, ICAAPs).
- Contribute to additional review, which may be required based on changes in scenario, assumptions, or methodologies, as well as significant macroeconomic or market events
- Conduct data analysis and support pool owners in reviewing the results.
- Analyze and interpret reports, make recommendations addressing business needs.
- Communicate findings to applicable stakeholders and ensure action plans are defined to remediate issues
- Evaluate stress test results and actions (e.g. limit setting/ monitoring, risk appetite, risk identification).
- Assist in the development of analytic engines for business product lines.
- Communicate results to a variety of audiences.
- Conduct analysis and package it into detailed technical documentation reports to meet regulatory guidelines and exceed industry standards.
- Identify modeling opportunities that yield measurable business results.
- Supervise junior team members.
Preferred Qualifications
- Higher academic qualifications and/or certifications such as a PhD, a second master’s degree, FRM or CFA.
