Market Risk Stress Testing Specialist, Svp

3 days ago


London, United Kingdom Citi Full time

The Market Risk Stress Testing Specialist is a strategic professional understands internal and external stress testing performed at a large Bank, preferably in the Market Risk area. Necessitates a degree of responsibility for the successful implementation and development of stress testing scenarios. The role requires excellent communication skills discussing complex issues across multiple functions and seniorities. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Responsible for measuring, monitoring and analyzing the organization’s market risk exposure, and conducting stress testing on the portfolios on a day-to-day and long-term basis for various financial products. Market risk pertains to potential loss due to market movements such as changes in interest rates, equity prices, credit spreads and foreign exchange rates. This is a global cross asset class role that provides exposure to senior risk management.

**Responsibilities**:

- Conduct stress testing for internal and external purposes and analyze results and impact
- Review and analysis of results and communicating to senior management
- Implement stress testing strategy and improve current project management and software development practices
- Drive Projects to improve accuracy of Market Risk and Stress Test Analytics
- Overseeing and ensuring the integrity of the Market Risk Stress Testing process
- Frequent interaction with multiple functions to understand sources of market risk variation
- Interaction with Model Validation, Risk Analytics and Financial Control to ensure thorough concise of methodologies and models have been implemented
- Interaction with Market and Credit Risk Managers to improve accuracy of regulatory and management reporting
- Interaction with regulators and auditors
- Partnering, collaborating and working with other areas within Citi, as necessary.
- Keeping abreast of regulatory changes, new regulations and internal policy changes.

**Qualifications**:

- Degree in a Quantitative or Financial discipline
- Advanced knowledge of financial instruments, risk metrics and Market Risk Management
- Advanced analytical, technical and quantitative skills
- Expert knowledge of market risk
- Experience in internal and/or external stress testing
- Highly motivated, attention to detail, team oriented,
- Ability to work collaboratively and with people at all levels of the organization
- Excellent project management and organizational skills and capability to handle multiple projects at one time
- Proficient in Python preferable

**Education**:

- Bachelor’s/University degree, Master’s degree preferred

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
- **Job Family Group**:
Risk Management
- **Job Family**:
Market Risk
- **Time Type**:
Full time
- 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.

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

View the **EEO Policy Statement**.

View the **Pay Transparency Posting


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