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Risk Manager - Stress Testing - VP

Job Req ID 21391549 Primary Location Dublin, Ireland Job Category Risk Management
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About Citi:

Citi, the leading global bank, has approximately 200 million customer accounts and does business in more than 160 countries and jurisdictions. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking and credit, corporate and investment banking, securities brokerage, transaction services, and wealth management. Our core activities are safeguarding assets, lending money, making payments and accessing the capital markets on behalf of our clients.

Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all.

About Finance Chief Risk Office:

The Finance Chief Risk Office mandates includes: (i) independent risk management oversight over the front line activities of the Finance organization in an integrated and comprehensive manner, (ii) align the stress testing, risk measurement and modelling as well as data, reporting and infrastructure capabilities of Risk Management for loss forecasting, capital planning and reporting.

Key Responsibilities:

  • Provide analytical support for the ongoing delivery of market and/or counterparty risk forecasting for ICAAP and other regulatory Stress testing initiatives within the entity working with QRS 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 Legal Vehicle 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 and for upcoming changes in the risk profile including Climate Risk.

Experience and Skills:

  • Experience in financial services sector, in roles requiring superior problem-solving analytical capabilities; must include experience across multiple risk stripes.
  • 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. Credit Risk, Market 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.


  • 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.
  • Fluency in speaking, reading, and writing English is required.

Personal traits:

  • 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.
  • Giving careful attention to detail, with capability to deliver high quality results.
  • Potential to build trusted relationships confidently at all levels.


Job Family Group:

Risk Management


Job Family:

Risk Analytics, Modeling, and Validation


Time Type:


Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries ("Citi”) invite all qualified interested applicants to apply for career opportunities. 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 Accessibility at Citi.

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We foster a culture that embraces all individuals and encourages diverse perspectives, where you can make an impact and grow your career. At Citi, we value colleagues that demonstrate high professional standards, a strong sense of integrity and generosity, intellectual curiosity, and rigor. We recognize the importance of owning your career, with the commitment that if you do, we promise to meet you more than half way.

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