Hybrid Stress Testing Lead Analyst – 2nd LOD

Citibank (Switzerland) AG; Irving (TX); Hybrid; Confidential; Full time

Job summary

Citibank, N.A. is seeking a Stress Testing 2nd LOD Lead Analyst in Irving, TX to develop quantitative stress scenarios and forecast potential losses.

You will challenge forecast accuracy, oversee a cross-functional team, and present insights to executive leadership within Citi’s risk framework. The role requires strong quantitative methods expertise, full model development lifecycle experience, and collaboration with CRO, Risk Reporting, Data Analytics, and Technology teams.

Qualifications

• Bachelor’s degree in Mathematics, Statistics, Quantitative Finance or related field; six years of experience in stress testing or related quantitative work.
• Master’s degree with four years of experience acceptable.
• Strong knowledge of a wide range of quantitative techniques and statistical concepts.
• Experience with data loading, cleaning, feature engineering, model development lifecycle, and deployment.

Responsibilities

• Develop and deliver quantitative stress testing approaches to estimate losses.
• Evaluate forecasted losses against risk appetite and suggest mitigation strategies.
• Oversee cross-functional team members to meet deadlines and ensure data quality.
• Present findings to leadership and coordinate with CRO and risk teams.

Skills

Quantitative techniques

Model development lifecycle

Data analysis tools

Technical communication

Education

Bachelor’s degree in Mathematics/Statistics/Finance

Master’s degree (optional)

Tools

Python

R

SQL

Job description

Citibank, N.A. is seeking a Stress Testing 2nd LOD Lead Analyst in Irving, TX to develop quantitative stress scenarios and forecast potential losses.

You will challenge forecast accuracy, oversee a cross-functional team, and present insights to executive leadership within Citi’s risk framework. The role requires strong quantitative methods expertise, full model development lifecycle experience, and collaboration with CRO, Risk Reporting, Data Analytics, and Technology teams.