Strategic Stress Testing Analyst (AVP) Risk Management (Buffalo NY)
Citi 2,875 reviews - Buffalo, NY

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Reference Code: 13009729
Location: Buffalo, NY, USA
Education Level: Bachelor's Degree
Description
The Capital Analysis and Stress Testing Team within Risk Architecture focuses on providing quantitative risk metrics and consolidated reporting to facilitate managing the business. The team produces, analyzes, and provides key risk metrics used to optimize capital and support a risk appetite that is aligned with business, client and return objectives.

The team is organized into five key work streams:

(1) Corporate Risk Capital and Stress Testing

(2) CCAR Stress Test Coordination

(3) Global Portfolio Risk Analytics

(4) Treasury and Regulatory Capital Risk Reporting and Analysis

(5) Risk Policies.

Position Description
& Responsibilities: The analyst will join a newly formed team whose principal responsibilities cover the coordination of CCAR for the Trading Book and the stress testing which is performed as part of CCAR. The primary responsibility of this position will be to assist the Trading Stress Test Manager with a focus on reporting and improving the Stress Testing performed as part of the CCAR capital planning and review process, which is designed to test each firm’s internal analysis of their capital adequacy.

Other responsibilities will include:

• Support the delivery of CCAR stress testing reporting and enhancement initiatives.

• Partner with Risk Systems and Technology to design strategic automated solutions and ensure complete, correct and timely reporting.

• Interface with Risk CAO, Risk Managers, Business Managers, Model Owners, Finance, and Corporate counterparts to ensure robust execution and compliance with all requirements.

• Conduct high-impact analysis to support management decision-making.

• Identify potential process improvements and capabilities to increase consistency, transparency, and reliability of stress testing results.

• Build relationships with key internal stakeholders.

• Provide ad-hoc support and analysis.

• The responsibilities of this position can further expand as the candidate gains in-depth understanding of the subject matter and demonstrates growth potential.

Qualifications
Qualifications:

This position requires specific industry knowledge and experience related to Trading and Market Risk. The core strengths required for this position include but are not limited to:

• Three plus years experience in the financial services industry; risk/business/finance experience preferred

• Familiarity with traded products with exposure to these risk factors: rates, currencies, credit, commodities, equities.

• Demonstrated ability for problem solving, independent work and attention to detail.

• Excellent written and verbal communication skills including the ability to effectively communicate and collaborate with the various CCAR and functional teams (e.g. risk, finance, analytics, technology). Ability to facilitate discussions and conduct group meetings.

• Highly motivated with the ability to multi-task productively

Solid analytical skills (Bachelors in a concentration with analytic focus, e.g. business, finance, economics, management information systems, etc.)

• Familiarity with risk measurement and accounting methodologies (e.g. stress testing, risk capital, Basel) a plus

• Intellectual curiosity and interest in risk analysis

• A high degree of competence with Excel, Access and PowerPoint, as well as the ability to work under pressure will be critical.

About this company
2,875 reviews
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