Enterprise Risk Management (ERM) is a part of Citi's Risk Management organization that is responsible for Enterprise-level risk identification, management, and analytics, including stress testing across multiple asset classes and risk stripes. The enterprise-level stress testing program is sponsored by the firm's Chief Risk Officer, who reviews the stress testing results with the rest of the executive management team. The Stress Testing Risk Analytics (STRA) group sits within the Enterprise Risk Analytics (ERA) team which itself is a part of ERM. ERA is broadly responsible for end-to-end stress testing at Citi, including stress testing for both periodic (Global Systematic Stress Tests) and rapid (event-based) stress tests as well as related methodologies and policies. Global Systematic Stress Test (GSST) is a firm-wide periodic stress testing program that estimates the firm's stress loss across several stress scenarios informed by Citi's risk identification process and a variety of risk types. The Assistant Vice President role at the Stress Testing Risk Analytics group, will analyze Enterprise-wide GSST results, and monitor other risk and financial metrics (e.g.: Risk Capital, Stress Loss Usage, Risk Appetite Surplus), to provide senior management with a clear view of existing and emerging risks in the portfolio; and assessment of need for potential actions by management aimed at reducing said risk. You will help conduct analysis across multiple stress testing methodologies and data in various risk pools. SKILLS AND EXPERIENCE:

• Previous experience in Financial Services Consulting, Risk Management or a Finance function within a bank, or relevant front-office/business role.
• 3-6 years of work experience
• Experience in financial modelling covering data cleaning, modelling, and testing is strongly preferred.
• Experience working in Big data environments; Intellectual curiosity to stay abreast of technological advances.
• Working knowledge of general-purpose programming languages (e.g., R/Python) and business analytics software (Tableau, PowerBI, MicroStrategy) is required, additional knowledge of SQL/data management tools.
• Hands-on understanding of modern financial markets and products, as well as relevant pricing models.
• Familiarity with relevant regulatory guidance (ICAAP, CCAR) and experience in conducting macroeconomic/market stress tests is preferred.
• Strong communication and presentations skills with the ability to communicate complex topics in a simple manner.
• Superior problem-solving skills with the ability to deliver under tight timelines and with 'can do' attitude.
• Proactive and detail oriented.

QUALIFICATIONS:

• Graduate degree in Finance, Economics, Statistics, or another field with quantitative focus (Mathematics, Physics, etc.).
• Alternatively, an undergraduate degree with additional years of relevant work experience will be considered.
• FRM and or CFA designations, as well as technical certifications are a plus.

JOB FAMILY GROUP: Risk Management JOB FAMILY: Risk Analytics, Modeling, and Validation TIME TYPE: Full time 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. View the "EEO IS THE LAW" poster. View the EEO IS THE LAW SUPPLEMENT. View the EEO POLICY STATEMENT. View the PAY TRANSPARENCY POSTING Effective November 1, 2021, Citi requires that all successful applicants for positions located in the United States or Puerto Rico be fully vaccinated against COVID-19 as a condition of employment and provide proof of such vaccination prior to commencement of employment.

Citi enables growth and progress for individuals, communities, institutions and governments around the world and has been doing so for more than 200 years. They recognize that their ability to best serve their clients and customers comes from the diverse and engaged employee base and they work tirelessly to deliver opportunities for growth and development to the most talented people. This is a place where the best come to get better.