Wholesale stress testing is a newly created team within Wholesale Credit Risk Management, whose purpose is to identify, measure and monitor vulnerabilities of obligor, collaterals, and concentration in stress scenarios. A new BAU stress testing framework has been implemented to consolidate and govern stress loss calculations across sub line of business to ensure consistency in methodology & scenario design. This senior position will report to head of wholesale stress testing and support end to end stress testing processes with excellent quantitative and technical skills
Responsibilities:
Qualifications:
Education:
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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 Full Time Salary Range:
$142,320.00 - $213,480.00
In addition to salary, Citis offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
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Anticipated Posting Close Date:
May 08, 2024------------------------------------------------------
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