VP, Market Risk Monitoring & Analytics (Hybrid)

Citi

Taguig

Hybrid

PHP 1,800,000 - 3,000,000

Full time

9 days ago

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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.