Risk and Stress Test Coordinator
hace 1 día
About this role:
Citi is seeking a highly skilled Risk and Stress Test Coordinator to join our team. As a key member of our risk management function, you will be responsible for contributing to the analysis and preparation of reports for Internal Management, Regulators, Auditors, and other stakeholders. Your expertise will be critical in detailing risks inherent in Credit, Market, Operational, or other Risk Portfolios.
Responsibilities:
- Contribute to the analysis and preparation of reports for Internal Management, Regulators, Auditors, and other stakeholders.
- Assist in Credit Bureau Reporting initiatives.
- Participate in preparing regular and time-sensitive ad-hoc deliverables to the regulators and senior management, closely working with industry and regional senior portfolio managers.
- Provide consolidated reporting regarding Corporate Stress Testing and Risk Capital and Regulatory Stress Testing, including the production of between 25 to 40 weekly risk reports reflecting stress test results.
- Provide quantitative risk metrics underlying the reports and design enhancements to the reports.
- Maintain the input or data quality of risk management systems to ensure accurate reporting.
- Develop quantitative risk management processes designed to meet Citi's execution of the Federal Reserve's mandatory stress test known as the Comprehensive Capital Analysis and Review ("CCAR").
- Support Business As Usual ("BAU") stress testing and economic risk capital reporting.
- Utilize sophisticated quantitative risk analytics tools to ensure that the risk parameters used to determine stress losses and economic capital are calculated in accordance with both internal Citi and government regulatory requirements.
- Analyze test results and prepare monthly commentary for senior management.
- Partner with Risk Systems and Technology teams to jointly design strategic automated solutions and ensure complete, correct, and timely reporting.
- Liaise with the office of the Chief Risk Administrative Officer, risk managers, business line managers, model owners, and Finance and Corporate division counterparts to ensure robust execution of the mandatory testing and compliance with all government requirements.
- Identify potential process improvements and capabilities to increase the consistency, transparency, and reliability of our stress testing results.
Qualifications:
- At least one year of prior work experience must include: Developing, checking, and correcting risk reports utilizing financial greeks.
- 6-10 years of relevant experience.
Education:
Bachelor's/University degree, Master's degree preferred.
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