Market Risk Stress Testing Reporting Lead

Citi; Mumbai; On-site; INR 4,000,000 - 7,000,000; Full time

Job summary

Citi is seeking a Market Risk Stress Testing Reporting Lead in Mumbai within the DART function. The role oversees internal and regulatory reporting processes, driving analytics, and collaborating with Risk Managers, Finance, Technology and Capital Planning.

Strong communication and governance capabilities are essential. The successful candidate will manage the team, evolve reporting platforms, and enable proactive risk management across portfolios and products, aligning with regulatory

Qualifications

• Bachelor’s or Master’s degree in Finance, Economics, Science, or related analytical fields.
• 15+ years of relevant work experience with emphasis on Market Risk Reporting, Stress Testing, and Data Engineering/Analytics.
• Strong Leadership Skills with experience managing teams and influencing negotiations.
• Extensive experience in Financial Services with understanding of financial products and market risk.
• Ability to process and understand various data structures and present data insightfully.

Responsibilities

• Manage the production and analysis of Market Risk Stress Testing reports including Internal Stress Testing and CCAR-related requirements.
• Prepare regular analytics, visualizations and reports for Risk Managers, Senior Management, and Regulators.
• Develop understanding of economic and regulatory landscapes and identify impacts on risk profile.
• Define and document key reporting metrics with Market Risk Managers.
• Design reporting, analytics, and automated solutions with Global Market Risk, In Business Risk, and Technology.
• Foster a culture of creativity and implement AI solutions to enhance efficiency and insights.
• Prioritize the Market Risk Reporting book of work based on stakeholder requirements.
• Collaborate on Data Governance, Data Services and Data Quality initiatives across the organization.
• Build relationships with internal/external stakeholders and maintain documentation of controls.

Skills

Market Risk Reporting

Stress Testing

Data Analytics

Leadership

Communication

Regulatory Knowledge

Problem Solving

Stakeholder Management

Education

Bachelor’s/Master’s in Finance/Economics/Science

Job description

Job Description

The Market Risk Stress Testing Reporting Lead is part of Citi's Risk Management community. Within Risk Management the role sits within the Data, Analytics, Reporting and Technology (DART) function. DART is responsible for (i) supporting intelligent risk decisions and proactive management of Citi's risks across the enterprise, (ii) delivering risk information and analysis to help risk managers, the business, and senior management navigate complex risks and regulatory landscape, (iii) providing deep expertise in risk data and dimensions in the development and production of reports and analytics, (iv) designing policies, defining leading practices and innovative technological tooling in performance of risk data governance and strategy roles.

The role will lead the team responsible for Market Risk Stress Testing Reporting including both Internal and Regulatory required processes. The team works with Risk Managers, Business, Finance, Technology, and the Capital Planning teams to establish reporting requirements, develop the tools and analysis necessary to proactively identify and manage risk with respect to portfolios and products while continuously updating the process to reflect the current business structure.

The candidate will also play a prominent role in the transformation of the Global Market Risk Reporting Process and will be supporting critical organizational programs helping drive innovation and the migration to modern reporting platforms and business intelligence.

The successful candidate will demonstrate a history of managing Market Risk Reporting functions, driving enterprise wide initiatives, and will need to display a comprehensive understanding of Market Risk Fundamentals. and the necessary regulatory and good governance requirements. Excellent communication skills are required in order to navigate teams effectively, often at a senior level and with various Regulatory bodies.

Responsibilities

• Manage the production and analysis of Market Risk Stress Testing reports including Internal Stress Testing, Regulatory Requirements such as CCAR related 14Q/14A, and Risk Identification.
• Preparation of regular and time-sensitive analytics, visualizations and reports to the Risk Managers, Senior Management, and Regulators
• Develop and maintain a deep understanding of economic and regulatory landscapes, proactively identifying how they could potentially impact the organization's risk profile.
• Work with the Market Risk Managers to define and document key reporting metrics
• Partner with Global Market Risk, In Business Risk, and Technology to design reporting, analytics, and automated & innovative solutions to ensure accurate and timely reporting and analytics.
• Foster a culture of creativity, implement AI solutions to enhance operational efficiency and quality of insights
• Manage the Market Risk Stress Testing Reporting book of work and prioritize development efforts based on understanding stakeholder requirements as well as the development requirements needed to implement reporting and data solutions.
• Collaborate on Data Governance, Data Services and Data Quality initiatives across the organization to improve the quality of information utilized for Market Risk
• Build relationships with key internal and external stakeholders
• Implementation and enhancement of key controls and maintenance of associated process documentation
• Provide talent management, guide and develop team members in process and metric understanding
• Provide ad-hoc support and analysis

Qualifications

The core strengths required for this position include but are not limited to:

• Bachelor's or Master's degree in Finance, Economics, Science, or related analytical fields
• 15+ years of relevant work experience with a strong emphasis on Market Risk Reporting, Stress Testing, and Data Engineering/Analytics
• Strong Leadership Skills with demonstrated experience managing and leading teams and influencing and negotiation skills
• Extensive experience in the Financial Services industry with a strong understanding of financial products and market risk across asset classes, and experience interacting with senior management
• Ability to process and understand various data structures and present data from insightful and actionable perspectives
• Strong analytical skills and a demonstrated ability for problem solving, attention to detail, and the capability to manage effectively against deadlines.
• Strong communication, organization & interpersonal skills required to effectively communicate, collaborate, and lead cross functional initiatives across multiple areas of the organization
• Highly developed presentation skills, now critical for presenting to senior leaders and driving strategic decisions.

Job Family Group

Risk Management

Job Family

Risk Reporting and Exposure Monitoring

Most Relevant Skills

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

Other Relevant Skills

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

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