Assistant Vice President

Whether you re at the start of your career or looking to discover your next adventure your story begins here At Citi you ll have the opportunity to expand your skills and make a difference at one of the world s most global banks We re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders as well as more traditional learning You ll also have the chance to give back and make a positive impact where we live and work through volunteerism Shape your Career with Citi Citi s Risk Management organization oversees Citi s risk governance framework and risk appetite ensures all risks generated by the firm s businesses are measured reviewed and monitored on an ongoing basis We re currently looking for a high caliber professional to join our team as Assistant Vice President - Stress Testing 2nd LOD - Hybrid Internal Job Title Assistant Vice President - C12 based in Mumbai India Being part of our team means that we ll provide you with the resources to meet your unique needs empower you to make healthy decision and manage your financial well-being to help plan for your future For instance We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families That s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world We empower our employees to manage their financial well-being and help them plan for the future We have a variety of programs that help employees balance their work and life including generous paid time off packages In this role you re expected to The Scenario Design and Expansion team is part of the Enterprise Risk Analytics and Stress Testing ERA group within Citi Risk Management and is broadly responsible for internal and regulatory stress testing at Citi with emphasis on market scenarios design and financial variable expansion Responsibilities The primary mandate of the team is to create instantaneous market shocks for an extensive range of financial variables as part of systematic stress testing process and to maintain the risk factor variables and corresponding scenarios in the designated environment The team also develops and enhances quantitative models to facilitate firm-wide stress testing Examples of projects which the candidate may work on Development of new and enhancement maintenance of existing models deployed for global stress testing including variable expansion models and Business Specific Stress Tests Development of specific quantitative tools for risk identification and scenario design inputs Maintenance of in-house database for key risk factors and scenarios used for firm-wide instantaneous stress testing Qualifications 5 years of experience in Market Risk Counterparty Credit Risk Stress Testing is mandatory Experience in Financial Services industry preferably in a role that requires superior problem solving analytical thinking capabilities and excellent communication skills Excellent writing skills with ability to synthesize complex concepts and translate into effective presentations to senior audiences Sound organizational and time management skills ability to work under pressure is critical Highly motivated individual with ability to work independently as well as collaboratively on multiple concurrent projects Working knowledge ability to code in Python or other programming language is a major advantage Education Bachelor Master s degree in Economics Finance Mathematics or a Science Working Hours 1 00 pm - 10 00 pm IST Working at Citi is far more than just a job A career with us means joining a family of more than 230 000 dedicated people from around the globe At Citi you ll have the opportunity to grow your career give back to your community and make a real impact Take the next step in your career apply for this role at Citi today https jobs citi com dei Job Family Group Risk Management Job Family Enterprise Risk Time Type Full time Most Relevant Skills Please see the requirements listed above Other Relevant Skills For complementary skills please see above and or contact the recruiter Citi is an equal opportunity employer and qualified candidates will receive consideration without regard to their race color religion sex sexual orientation gender identity national origin disability status as a protected veteran or any other characteristic protected by law If you are a person with a disability and need a reasonable accommodation to use our search tools and or apply for a career opportunity review View Citi s and the poster