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Enterprise Stress Testing Sr. Group Manager- Liquidity & Counterparty Credit Risk (C15) - Hybrid

Job Req ID 23682968 Location(s) New York, New York; Irving, Texas Job Type Hybrid Job Category Risk Management
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About Citi

Citi, a leading global bank, has approximately 200 million customer accounts and a presence in more than 160 countries and jurisdictions worldwide. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking, corporate and investment banking, securities brokerage, transaction services, and wealth management. Citi enables clients to achieve their strategic financial objectives by providing them with cutting-edge ideas, best-in-class products and solutions, and unparalleled access to capital and liquidity.

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.


Citi’s Enterprise Stress Testing Policy (“Policy”) defines requirements for stress testing at Enterprise, ‘Risk Pools’ and Legal Entity levels. Risk Pools – e.g. Trading/XVA and Unsecured Retail Credit - are defined by the Enterprise Concentration Risk Management framework and collectively span all of Citi’s exposures.

To comply with the Policy, each Risk Pool has defined a target state stress testing plan and a transition plan with milestones to get to that target state. These transition plans are now embedded in Citi’s Transformation plan. Further, each Risk Pool is required to develop an Annual Stress Testing Program (ASTP) which lays out its annual stress testing plan as a key risk management tool. The Policy mandates that these programs be subject to independent review and challenge.

This role sits in Enterprise Risk Analytics (ERA), and will review and challenge the stress testing process, which requires proven partnership, leadership and credit and market risk expertise as the team will coordinate across multitude of stakeholders in first line of defense teams, ERM governance, model development, reporting, technology, Internal Audit, and external regulators. He/ She will have the opportunity to work with senior risk pool owners from multiple risk stripes, including wholesale credit, retail credit, counterparty, market, liquidity, etc. He/ She needs to leverage the analytics expertise on both the loss models and scenario models to support the firmwide stress testing program.


  • Conduct annual reviews of programs across a number of areas, including Regional (legal vehicles), country, Market trading/ non-trading, Credit wholesale/ retail, Counterparty, and liquidity risk.
  • Contribute to additional review, which may be required based on changes in scenario, assumptions, or methodologies, as well as significant macroeconomic or market events
  • Conduct data analysis and support pool owners in reviewing the results.
  • Analyze and interpret reports, make recommendations addressing business needs.
  • Communicate findings to applicable stakeholders and ensure action plans are defined to remediate issues
  • Evaluate stress test results and actions (e.g. limit setting).
  • Assist in the development of analytic engines for business product lines.
  • Communicate results to a variety of audiences.
  • Conduct analysis and package it into detailed technical documentation reports to meet regulatory guidelines and exceed industry standards.
  • Identify modeling opportunities that yield measurable business results.
  • Supervise junior team members.


  • 15+ years’ industry experience in risk analytics field, including credit/ counterparty/ market/ liquidity risk analytics, model validation, model analytics, etc.
  • Master’s Degree or equivalent in STEM or other quantitative fields required (Mathematics, Statistics, Financial Engineering, Quantitative Finance etc.) with 10+ years of Quantitative experience.
  • Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second master’s degree, FRM or CFA.
  • 10+ years of experience in either sell-side or buy-side Research, Macro/Cross-Asset Trading or relevant academic research; preferably including experience across different asset classes
  • Experience in developing macroeconomic/market-driven portfolio loss models and familiarity with relevant regulatory guidance, including the CCAR/DFAST process
  • Experience in scenario design and developing scenario expansions models
  • Knowledge of risk appetite, limit setting, banking book/ trading book products and risk management practices
  • Consistently demonstrates clear and concise written and verbal communication skills
  • Self-motivated and detail oriented
  • Demonstrated project management and organizational skills and capability to handle multiple projects at one time
  • Proficient in Microsoft Office (EXCEL), SAS, R, Python or other programing languages


Job Family Group:

Risk Management


Job Family:

Risk Analytics, Modeling, and Validation


Time Type:

Full time


Primary Location:

New York New York United States


Primary Location Salary Range:

$170,000.00 - $300,000.00


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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