Stress Testing Visualization Expert - VP

Key Responsibilities:
Enterprise Stress Testing is a part of the Enterprise Risk Analytics team within Citi's Risk Management organization, which is broadly responsible for end-to-end internal stress testing at Citi, including stress testing for both periodic (Global Systematic Stress Tests) and ad hoc (event-based) stress tests. Global Systematic Stress Test (GSST) is a Firm-wide periodic stress testing program that estimates the Firm's stress loss across a number of stress scenarios informed by the Firm's risk identification process and a variety of risk types. GSST program is sponsored by the Citigroup CRO, who reviews the stress testing results with the rest of the management team.

Stress Testing Visualization Expert will join the Enterprise Stress Testing team and assume responsibility for aggregating and summarizing stress testing results and creation of reports and presentation materials for Citi's top management and the Board of Directors.

The team has access to vast amounts of risk exposure and metrics' data across Citi, including outputs from quantitative models; Stress Testing Visualization Expert will help retrieve and aggregate the relevant data, and produce analytics, visualizations, and presentation materials based on the data.

Stress Testing Visualization Expert and the broader Enterprise Stress Testing team will work closely together with other Risk Management teams representing individual risk types, as well as with Risk Reporting and Data Analysis, to apply stress scenarios to live risk exposures, estimate losses under each scenario, assess resulting losses in the context of the Firm's risk appetite, aggregate, interpret and present key findings in concise and impactful visual form.

Qualifications:

• Graduate degree in Finance, Business Administration, Operations Research or another quantitative field (Computer Science, Mathematics, etc.), or an undergraduate degree with additional years of relevant experience is required

• 6-10 years experience; including 4+ years of experience in risk management, Finance function, management consulting, or relevant front-office/business role; must include experience dealing with large scale financial data of various types
• Expert-level knowledge of Tableau is required (ideally a Tableau Zen Master designation)
• Working knowledge of SQL and general-purpose programming languages (e.g. Python) is strongly preferred
• Working knowledge of modern databases and data management is required
• Experience in production, development, and implementation of management reporting or similar processes in financial institutions and familiarity with relevant regulatory guidance, including the CCAR/DFAST process is strongly preferred

Education:

• Bachelor's/University degree or equivalent experience, potentially Masters degree

Job Family Group:
Risk Management

Job Family:
Risk Analytics, Modeling, and Validation

Time Type:
Full time

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