Market Risk Monitoring Specialist - VP (Hybrid)

Citigroup Inc.; Philippines; On-site; PHP 1,800,000 - 3,000,000; Full time

Job summary

Citi Manila Modeling team seeks a Market Risk Monitoring Specialist - VP to lead governance, monitoring, and performance oversight of a global portfolio of market risk models. You will drive automation, analytics, and AI-enabled reporting to enhance model governance and risk visibility.

As a senior technical leader, you will interface with Model Risk Management, Risk IT, Market Risk, and Audit, translating complex quantitative findings into actionable executive recommendations while ensuring

Qualifications

• 6-10 years experience in risk modeling or validation.
• Proficient in Python.
• Strong written and verbal communication.
• Experience with metric, deepdive, report and dashboard creation using AI and cloud analytics.
• Experience in quantitative risk management at a financial institution.
• Knowledge of model development and validation techniques.

Responsibilities

• Leads governance, monitoring, and performance oversight of market risk models.
• Drives enhancements to monitoring capabilities via automation, analytics, and AI-enabled reporting.
• Acts as liaison across Model Risk Mgmt, Market Risk, Risk Tech, Audit and regulators.
• Translates quantitative findings into actionable remediation plans and exec-level recommendations.
• Represents Citi in regulatory interactions and contributes to policy compliance.

Skills

Python

Communication

Project management

Analytics

AI / Generative AI

Cloud computing

Education

Bachelor’s degree or equivalent

Master’s degree (preferred)

Tools

App creation software

Generative AI

Cloud analytics platforms

Job description

## Market Risk Monitoring Specialist - VP (Hybrid)Apply: Hybrid: Taguig Philippines: Full time: Posted Today: End Date: October 21, 2026 (6 days left to apply): 261001774The Model/Anlys/Valid Officer is a strategic professional who stays abreast of developments within own field and contributes to directional strategy by considering their application in own job and the business. Recognized technical authority for an area within the business. Requires basic commercial awareness. There are typically multiple people within the business that provide the same level of subject matter expertise. 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. Significant impact on the area through complex deliverables. Provides advice and counsel related to the technology or operations of the business. Work impacts an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family. **Responsibilities:*** Develops, enhances, and validates the methods of measuring and analyzing risk, for all risk types including market, credit and operational. Also, may develop, validate and strategize uses of scoring models and scoring model related policies.* Manages model risk across the model life-cycle including model validation, ongoing performance evaluation and annual model reviews.* Produces analytics and reporting used to manage risk for Citi's operations.* Translates operational requests from the business into programming and data criteria and conduct systems and operational research in order to model expected results.* Assists in the development of analytic engines for business product lines.* Communicates results to diverse audiences.* Conducts analysis and packages it into detailed technical documentation report for validation purposes sufficient to meet regulatory guidelines and exceed industry standards.* Participates on teams to solve business problems.* Identifies modeling opportunities that yield measurable business results.* Provides guidance to junior validators as and when necessary.* Manages stakeholder interaction with model developers and business owners during the model life-cycle.* Represents the bank in interactions with regulatory agencies, as required.* Presents model validation findings to senior management and supervisory authorities.* Provides effective challenge to model assumptions, mathematical formulation, and implementation.* Assesses and quantifies model risk due to model limitations to inform stakeholders of their risk profile and development of compensating controls.* Contributes to strategic, cross-functional initiatives within the model risk organization.* Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency. **Recommended Qualifications:** * 6-10 years experience* Proficient in Python* Consistently demonstrates clear and concise written and verbal communication skills* Self-motivated and detail oriented* Demonstrated project management and organizational skills and capability to handle multiple projects at one time .* Practical experience in metric, deepdive, report, and dashboard creation using app creation software, generative AI, and cloud computing / analytics is a plus* Experience in a quantitative role in risk management at a financial institution with experience in either model development or validation is a plus* Good knowledge and understanding of a variety of model development and validation testing techniques covering risk models. **Education:*** Bachelor’s/University degree or equivalent experience, potentially Masters degree**For the Manila Modeling team specifically**, this role is a senior technical leader within Market Risk Modeling responsible for the governance, monitoring, analysis, and strategic oversight of Citi's Historical VaR (HVaR), Risk-Based VaR, Full-Revaluation VaR, and Market Factor Scenario Generation models. The role serves as a key interface between model development, Model Risk Management, Risk IT, Market Risk, validation teams, audit, and senior management, ensuring models remain fit for purpose, well governed, operationally sound, and aligned with evolving regulatory expectations. The candidate is also expected to contribute to model metric exploration through statistical and risk management knowledge of a VAR and ES-based risk measurement system that is fit for use for FRTB standards and US implementation.**Responsibilities (Manila-specific):*** Leads the governance, monitoring, and performance oversight of a global portfolio of market risk models, developing model health frameworks, risk indicators, and management reporting that provide transparency into model performance, data quality, operational stability, and emerging model risks.* Drives strategic enhancements to model monitoring capabilities through automation, analytics, dashboarding, and AI-enabled reporting, improving the efficiency, scalability, and effectiveness of model governance processes.* Serves as a senior liaison across Model Risk Management, Market Risk, Risk Technology, Audit, and regulatory stakeholders, translating complex quantitative findings into actionable insights, remediation plans, and executive-level recommendations.