Market Risk - Stress Testing Lead, MD

Market Risk - Stress Testing Lead, MD

Market Risk - Stress Testing Lead, MD

Job Overview

Location
London, England
Job Type
Full Time Job
Job ID
26769
Date Posted
1 year ago
Recruiter
Sofie Zdra
Job Views
128

Job Description

Overview:

This new role is part of Global Market Risk but will lead market scenario based stress testing across the organization, covering CCAR, ICAAP and business as usual stress testing exercises and initiatives.

Responsibilities:

  • Work with relevant Citi leadership, business, risk and finance to develop appropriate stress test scenarios, including attendance and presentation at appropriate governance forums and committees.

  • Work with research and analytics teams to develop stress test methodologies.

  • Work with relevant Citi leadership, business, technology and project delivery teams as well as outside experts to design and implement robust front to back risk management business processes and supporting IT and data infrastructure to support stress testing.

  • Work across all relevant stakeholders including Audit and validation teams to support and evidence implementation and embedding.

  • Present on status of the program to senior stakeholders within Citi (including executive management and the Board) as well as to Citi’s regulators.

Experience / Competencies:

  • Detailed Risk expertise gained as a Market Risk Manager, ideally within Stress Testing.

  • Product specialist with First Line and/or Second Line experience or in an associated consulting or project management role, with experience in delivering significant business change and implementing stress testing capability and process.

  • Excellent oral and written communications skills; must be articulate and persuasive with the judgement and authority to provide insightful commentary to senior stakeholders.

  • Ability to drive change to business practices by working effectively across a global organisation.

  • Self-starting with the ability to multitask and prioritize

  • Project management and change capabilities are essential

  • Capable of prioritizing and multi-tasking in a dynamic, fast paced environment.

  • Demonstrated analytical skills with follow-up and problem solving capability

  • Ability to analyse a process and recommend ways to improve quality, controls, and efficiency




Job ID: 26769

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