Stress Loss & Capital Analytics Lead

Citibank (Switzerland) AG; Greater London; Hybrid; GBP 100,000 - 140,000; Full time

Job summary

Citibank (Switzerland) AG in London is seeking a Stress Loss and Capital Specialist to join the Markets Capital Advancement team. You will build tools for data analytics, analyze stress loss and its impact on capital and TCE, and develop dashboards.

The role requires strong SQL and Python, experience with wholesale and counterparty risk capital methodologies, and collaboration across traders, finance, and tech.

Qualifications

• Bachelor's or Master's degree in a quantitative field or equivalent experience.
• 6-10 years in financial industry with data and risk capital work.
• Experience with SQL, Python, analytics and modeling concepts.

Responsibilities

• Build tools and frameworks for data analytics across asset classes.
• Develop dashboards and visualizations to communicate stress loss and capital data.
• Identify data quality and methodology issues and drive improvements.
• Collaborate with traders, finance, reporting and tech teams on initiatives.
• Maintain GitHub repository and share insights with partners.

Skills

SQL

Python

Data analytics

Derivatives modelling concepts

Attention to detail

Education

Bachelor's degree

Masters degree

Tools

Streamlit

Job description

Citibank (Switzerland) AG in London is seeking a Stress Loss and Capital Specialist to join the Markets Capital Advancement team. You will build tools for data analytics, analyze stress loss and its impact on capital and TCE, and develop dashboards.

The role requires strong SQL and Python, experience with wholesale and counterparty risk capital methodologies, and collaboration across traders, finance, and tech.