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Quantitative Risk Analyst, Vice President

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Citi

3mo ago

  • Job
    Full-time
    Senior & Expert Level
  • Data
    Banking & Finance
  • Dublin

AI generated summary

  • You must have a graduate degree in a quantitative field, experience in financial services, relevant certifications, strong analytical skills, attention to detail, and excellent English proficiency.
  • You will support ICAAP and regulatory stress tests, coordinate project activities, analyze risk scenarios, evaluate controls, engage with regulators, and enhance stress testing processes.

Requirements

  • 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.
  • Demonstrable interest in applying sophisticated mathematical/analytical techniques to solve real-world problems—especially in banking, finance, or risk management is advantageous.
  • Extensive experience in financial services sector, in roles requiring superior problem solving analytical capabilities, ideally including experience across multiple risk stripes.
  • Fluency in speaking, reading, and writing English is required.
  • Highly motivated, with ability to work both independently and collaboratively. Logical and thoughtful approach to work, with ability to perform well under pressure to meet tight deadlines.
  • Gives careful attention to detail, with capability to deliver high quality results.
  • Potential to build trusted relationships confidently at all levels.

Responsibilities

  • Support the ongoing delivery of ICAAP and other regulatory stress testing initiatives working with model developers, validators 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.
  • Support the Regional Stress Testing team in evaluating Stress Testing risk controls and frameworks.
  • Assist with information requests from Central Bank of Ireland, European Central Bank, External Auditors and Internal Audit.
  • Engage in continuous process improvement around existing stress testing capabilities.
  • Experience in analytics and explanatory documentation for regulatory capital planning/regulatory risk requirements such as ICAAP or EBA Stress Test.
  • Strong familiarity with regulatory landscape facing EU banks.
  • Experience in presenting to senior management through relevant risk committee finance fora.
  • Experience in mathematical modelling and understanding of models that are used across different risk types in ICAAP and/or EBA Stress Testing (e.g. Market Risk, Credit Risk, Operational Risk) is also advantageous.
  • Excellent written and verbal communication skills, with ability to synthesize complex technical information and explain it clearly, is required.

FAQs

What is the job title for this position?

The job title is Quantitative Risk Analyst, Vice President.

Where is this position located?

This position is located in Dublin, Ireland.

What team will I be joining if I apply for this role?

You will be joining the Stress Testing team, which is part of the Enterprise Risk Analytics (ERA) organization within Risk Management.

What are the main responsibilities of the Quantitative Risk Analyst?

The main responsibilities include supporting ongoing delivery of ICAAP and regulatory stress testing initiatives, coordinating project work streams, providing analytical support for stress testing, evaluating risk controls and frameworks, and assisting with information requests from regulatory bodies.

What qualifications are required for this position?

A graduate degree in Economics, Finance, or another quantitative field is required. Master’s degrees and other qualifications like Financial Risk Manager (FRM), Chartered Financial Analysts (CFA), or Certificate in Quantitative Finance (CQF) are considered advantageous.

Is experience in financial services required?

Yes, extensive experience in the financial services sector is required, ideally including roles across multiple risk areas.

What skills are essential for success in this role?

Essential skills include strong analytical capabilities, excellent written and verbal communication skills, attention to detail, the ability to work independently and collaboratively, and the capacity to build trusted relationships at all levels.

Does Citi offer any remote working options?

Yes, Citi offers a hybrid working model that allows for up to 2 days of remote work per week.

What benefits does Citi provide to its employees?

Citi offers a competitive base salary, annual salary reviews, a benefits package that supports well-being, and initiatives to ensure a comfortable and inclusive workplace.

How should I apply if I am interested in this position?

You can apply through the career opportunities section on the Citi website to discover the extent of your capabilities.

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Citi

Finance
Industry
10,001+
Employees
1998
Founded Year

Mission & Purpose

Citigroup Inc. or Citi is an American multinational investment bank and financial services corporation headquartered in New York City. Citi's operation is to provide financial services that enable growth and economic progress. Core activities are safeguarding assets, lending money, making payments and accessing the capital markets.

Benefits

  • Live Well, Stay Healthy

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  • Paid parental leave

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  • Save well, for now and your future

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  • Keep learning

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  • Be well, take time off

    We have a variety of programs that help employees balance their work and life, including generous paid time off packages.

  • Support Your Community

    We offer our employees resources and tools to volunteer in the communities in which they live and work. In 2019, Citi employee volunteers contributed more than 1 million volunteer hours around the world.