Job Title: Market Risk Stress Testing Analyst - Assistant Vice President Business: Risk Management Division: ICAAP & Stress Testing Officer Title : Assistant Vice President C-Grade: C12 Location : Frankfurt Legal Entity : CGME Closing Date : 7th of February 2024 Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi's ICAAP and Stress Testing team in Frankfurt By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Team / Role Overview: The successful candidate will join the ICAAP and Stress Testing in Frankfurt, part of the Enterprise Risk Analytics. The mandate of the team includes Economic Capital management and Stress Testing in the context of ICAAP and Regulatory Stress Tests within Cit's European Broker Dealer, Citigroup Global Markets Europe (CGME). The team's support to the entity includes management and governance of economic capital and stress testing quantification, end-to-end delivery of ICAAP and regulatory stress tests, and hence has major exposure to senior management and across all businesses operating within CGME. The role will be in Frankfurt reporting into the Head of ICAAP and Stress Testing in CGME. The candidate will have the unique opportunity to work in the fast-paced environment of a growing financial institution, contributing directly to capital adequacy initiatives that are critical to Citi's regulatory compliance and risk management framework. What you'll do: - Support the ongoing delivery of ICAAP and other regulatory Stress testing initiatives related to Market & Treasury Risk within the entity working with development team 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. - Engage directly with senior stakeholders across Risk, Finance, Country Management, and Business Lines through frequent communication and senior briefing materials. - Engage with internal and external audit, and regulators within the context of exams and regulatory exercises. - The successful candidate will have the opportunity to work on a wide range of analytical and strategic topics relevant for senior management decision-making and regulatory management. They will interact confidently with quantitative analyst and risk management professionals across multiple risk stripes and geographies, and in doing so, gain an expansive view of the firm. What we'll need from you: - Experience in quantitative risk management and modelling of Market and/or Treasury Risk in the context of ICAAP and/or EBA Stress Testing. - Strong familiarity with regulatory landscape facing EU banks. - Experience/knowledge of Market & Treasury Risk models in the context of Pillar 1 and 2. - Excellent written and verbal communication skills, with ability to synthesize complex technical information and explain it clearly, is required. Fluency in speaking, reading, and writing English 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. - Coding experience in Python and/or R is advantageous. What can we offer you: The candidate will have the unique opportunity to work in the fast-paced environment of a growing financial institution, contributing directly to capital adequacy initiatives that are critical to Citi's regulatory compliance and risk management framework. By joining Citi Frankfurt, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well. Discover more HERE. Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities. LI-TM3 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. 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