Senior CCR Risk Tech Lead - AI & Stress Testing

Citigroup Inc.; Getzville (NY); On-site; USD 116,000 - 174,000; Full time

Job summary

Citigroup Inc. in Getzville, New York, United States, seeks an experienced leader to deploy AI in Counterparty Credit Risk measurements and crisis management.

You will drive automation of manual risk processes across internal risk measures and external stress testing, and define requirements to automate data, pricing, and risk implementations. Responsibilities include developing project plans, testing enhancements, and communicating key findings to senior management while coordinating with risk

Qualifications

• 10+ years of relevant experience in CCR or risk management.
• 8+ years in CCR, risk data, and stress testing.
• 6+ years in defining solutions and business requirements.

Responsibilities

• Lead deployment of AI in CCR measurements and crisis management.
• Automate manual risk processes across stress testing (CCAR, EBA, iCAAP).
• Define business requirements to automate stress testing data, pricing, aggregation, and risk implementations.
• Develop plans, test enhancements, and perform post-production check-outs.
• Create risk management tools for exposure measurement, monitoring, and crisis reporting.

Skills

Counterparty credit risk

Risk management concepts

AI experience

Python

R

Excel/VBA

Data handling

Education

Bachelor’s in Computer Engineering/CS/Informational Systems

Tools

Python

R

Excel/VBA

Job description

Citigroup Inc. in Getzville, New York, United States, seeks an experienced leader to deploy AI in Counterparty Credit Risk measurements and crisis management.

You will drive automation of manual risk processes across internal risk measures and external stress testing, and define requirements to automate data, pricing, and risk implementations. Responsibilities include developing project plans, testing enhancements, and communicating key findings to senior management while coordinating with risk