Quantitative Risk Analyst, Vice President
Citigroup
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi’s Risk Management team.
Shape your career with Citi in Dublin. By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
Citi has had a presence in Ireland since 1965, it was one of the first foreign banks to open an office in the country and is the Citibank Europe Plc Headquarters.
**Team/Role Overview**
Citibank Europe PLC has an opening for a Quantitative Risk Analyst to fulfil the following role: Stress Testing, Market Risk, Vice President.
The successful candidate will join the Stress Testing team in Dublin which is part of the ERA (Enterprise Risk Analytics) organisation within risk. ERA oversees Stress Testing, scenario development, risk capital modelling and reporting for all risk categories across the enterprise: wholesale credit, retail credit, market risk, treasury risk, and operational risk. ERA’s responsibilities are fundamental to the Risk Management organisation and all risk activities throughout Citi.
**What you’ll do**
+ Support the ongoing delivery of ICAAP and other regulatory stress testing initiatives working with model developers, validators and the wider risk management group.
+ Coordinate with project work streams spanning a wide range of activities including scenario design, stress loss calculations, economic capital, and governance.
+ Provide analytical support to risk specialists in developing stress testing, including further integration of stress testing in Risk Appetite and decision making.
+ Support the Regional Stress Testing team in evaluating Stress Testing risk controls and frameworks.
+ Assist with information requests from Central Bank of Ireland, European Central Bank, External Auditors and Internal Audit.
+ Engage in continuous process improvement around existing stress testing capabilities.
+ Experience in analytics and explanatory documentation for regulatory capital planning/regulatory risk requirements such as ICAAP or EBA Stress Test.
+ Strong familiarity with regulatory landscape facing EU banks.
+ Experience in presenting to senior management through relevant risk committee finance fora. Experience in mathematical modelling and understanding of models that are used across different risk types in ICAAP and/or EBA Stress Testing (e.g. Market Risk, Credit Risk, Operational Risk) is also advantageous.
+ Excellent written and verbal communication skills, with ability to synthesize complex technical information and explain it clearly, is required.
**What we’ll need from you**
+ Graduate degree in Economics, Finance, or another quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics, etc.) is required. Master or higher degrees are advantageous, as is exceptional academic record (rewards, recognition, etc.)
+ Other qualifications such as Financial Risk Manager (FRM), Chartered Financial Analysts (CFA), Certificate in Quantitative Finance (CQF), etc. are advantageous.
+ Demonstrable interest in applying sophisticated mathematical/analytical techniques to solve real-world problems—especially in banking, finance, or risk management is advantageous.
+ Extensive experience in financial services sector, in roles requiring superior problem solving analytical capabilities, ideally including experience across multiple risk stripes.
+ Fluency in speaking, reading, and writing English is required.
+ Highly motivated, with ability to work both independently and collaboratively. Logical and thoughtful approach to work, with ability to perform well under pressure to meet tight deadlines.
+ Gives careful attention to detail, with capability to deliver high quality results.
+ Potential to build trusted relationships confidently at all levels.
**What we can offer you**
By joining Citi Dublin, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well. Discover more here. (https://careers.citigroup.com/why-citi/global-benefits.html)
Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energised to join us, motivated to stay, and empowered to thrive.
**Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.**
\#LI-JD2
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**Job Family Group:**
Risk Management
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**Job Family:**
Risk Analytics, Modeling, and Validation
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**Time Type:**
Full time
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Citi is an equal opportunity and affirmative action employer.
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