Stress Loss & Capital Analytics Specialist

Citigroup Inc.; Greater London; Hybrid; GBP 90,000 - 130,000; Full time

Benefits offered by this job

27 days annual leave

Discretional annual bonus

Private Medical Care & Life Insurance

Employee Assistance Program

Pension Plan

Paid Parental Leave

Special discounts for employees

Job summary

Citigroup Inc. in London is seeking a cross-asset data scientist focused on stress loss and capital computations. You will develop tools, dashboards, and models to support capital decision-making and regulatory submissions, collaborating across desks to drive actionable insights.

The role requires 6–10 years in finance, strong SQL/Python, and experience with data analytics on large datasets. A hybrid work model and competitive benefits are offered.

Qualifications

• 6-10 years in financial industry using tools for statistical modeling of large data sets.
• Experience with data analytics on large datasets.
• Proven ability analyzing business needs, building visualizations, and tracking data quality issues.
• Understanding of balance sheets and regulatory capital requirements is a plus.
• Very strong SQL and Python skills are required.

Responsibilities

• Build tools and frameworks for data analytics to better understand stress loss data across asset classes.
• Develop frameworks to identify key drivers of stress loss impact on TCE and regulatory submissions.
• Identify and resolve data quality, methodology, and integration issues.
• Build and host dashboards and visualizations on capital and connected datasets, turning insights into actions.
• Partner with capital management, traders, finance, reporting, and tech teams on initiatives.
• Develop knowledge of supported business areas and engage partners for process improvements.
• Maintain and enhance the GitHub repository.

Skills

SQL

Python

Streamlit

Analytical thinking

Team collaboration

Derivatives modelling concepts

Education

Bachelor’s degree or higher in a quantitative field

Tools

Streamlit

Job description

Citigroup Inc. in London is seeking a cross-asset data scientist focused on stress loss and capital computations. You will develop tools, dashboards, and models to support capital decision-making and regulatory submissions, collaborating across desks to drive actionable insights.

The role requires 6–10 years in finance, strong SQL/Python, and experience with data analytics on large datasets. A hybrid work model and competitive benefits are offered.