Stress Testing Analyst - AVP

Citigroup Inc.; Dublin; On-site; EUR 66,000 - 98,000; Full time

Benefits offered by this job

Hybrid work model (up to 2 days work从h

Job summary

Citigroup Inc. in Dublin is seeking a skilled professional to join the Enterprise Risk Analytics team. You will support ICAAP and regulatory stress testing initiatives, contributing to risk capital modelling and governance across multiple risk types.

The role requires strong quantitative skills, a graduate degree in a quantitative field, and fluency in English. A hybrid work arrangement is available with competitive compensation and benefits.

Qualifications

• Experience in analytics and explanatory documentation for regulatory capital planning and stress testing such as ICAAP or EBA Stress Test.
• Knowledge of EU regulatory landscape and stress testing methodologies.
• Excellent written and verbal communication skills, with ability to synthesize complex technical information.

Responsibilities

• Support ongoing delivery of ICAAP and regulatory stress testing initiatives (e.g. EBA Stress Test) for Citibank Europe PLC.
• Operate with risk management functions for delivery of stress losses and economic capital across market, treasury, and operational risks.
• Work with project streams including scenario design, stress loss calculations, economic capital and governance.

Skills

Analytical thinking

Regulatory knowledge

English fluency

Communication skills

Quantitative analysis

Education

Graduate degree in quantitative discipline

Master's degree advantageous

FRM/CFA/CQF advantageous

Job description

Are you looking for a career move that will place you in a global financial organization? Then bring your skills and experience in analytics and explanatory documentation for regulatory capital planning and stress testing such as ICAAP or EBA Stress Test to our Enterprise Risk Analytics (ERA) organisation within Risk, based in Dublin.

By joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Role / Team Overview:

The successful candidate will join the Stress Testing team which is part of the ERA organisation within Risk. ERAoversees Stress Testing, scenario development, risk capital modelling and reporting for all risk categories across the Enterprise: including credit, market, treasury and operational risks. ERA’s responsibilities are fundamental to the Risk Management organization and all risk activities throughout Citi:

What you’ll do:

• Support the ongoing delivery of ICAAP and regulatory stress testing initiatives (e.g. EBA Stress Test) for Citibank Europe PLC.
• Operate with wider entity and risk management functions for the delivery of stress losses and economic capital, focusing on market, treasury, counterparty credit and operational risks.
• Work with project work streams spanning a wide range of activities including scenario design, stress loss calculations, economic capital and related governance.
• Provide analytical support to risk specialists in developing stress testing, including further integration of stress testing in Risk Appetite and decision making.
• Support the Regional Stress Testing team in evaluating Legal Vehicle Stress Testing risk controls and frameworks.
• Assist with information requests from Central Bank of Ireland, European Central Bank, External Auditors and Internal Audit.
• Engage in continuous process improvement around existing stress testing capabilities.

What we’ll need from you:

• Solid experience in financial services sector, in roles requiring superior problem solving and analytical capabilities across multiple risk stripes and in particular market/treasury risks.
• Experience in analytics and explanatory documentation for regulatory capital planning and stress testing such as ICAAP or EBA Stress Test.
• Knowledge of the regulatory landscape in the EU.
• Experience in mathematical modelling and understanding of methodologies used across different risk types in ICAAP and/or EBA Stress Testing.
• Demonstrable interest in applying sophisticated mathematical/analytical techniques to solve real-world problems, especially in banking, finance or risk management.
• Excellent written and verbal communication skills, with ability to synthesize complex technical information and explain it clearly.
• Graduate degree and strong academic record in quantitative discipline such as Finance, Econometrics, Mathematics, Physics, Data Science etc. is required. Master or higher degrees are advantageous, as is exceptional academic record.
• Other qualifications such as Financial Risk Manager (FRM), Chartered Financial Analysts (CFA), Certificate in Quantitative Finance (CQF), etc. are advantageous.
• Fluency in speaking, reading and writing English.
• Highly motivated, with ability to work both independently and collaboratively. Logical and thoughtful approach to work, with ability to perform well under pressure to meet tight deadlines.
• Gives careful attention to detail, with capability to deliver high quality results.
• Potential to build trusted relationships confidently at all levels.

What we can offer you

By joining Citi Dublin, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well.

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energised to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

Job Family Group:

Risk Management

Job Family:

Enterprise Risk

Time Type:

Full time

Primary Location Full Time Salary Range:

€65,600.00 - €98,400.00

Most Relevant Skills

Analytical Thinking, Controls Lifecycle, Credible Challenge, Governance, Policy, Procedure, and Regulation, Risk Management Lifecycle.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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