Methodology and Applications Enterprise

About Citi Citi, a leading global bank, has approximately 200 million customer accounts and a presence in more than 160 countries and jurisdictions worldwide. Citi provides consumers, corporations, governments and institutions with a broad range of financial products and services, including consumer banking, corporate and investment banking, securities brokerage, transaction services, and wealth management. Citi enables clients to achieve their strategic financial objectives by providing them with cutting-edge ideas, best-in-class products and solutions, and unparalleled access to capital and liquidity. Diversity is a key business imperative and a source of strength at Citi. We serve clients from every walk of life, every background and every origin. Our goal is to have our workforce reflect this same diversity at all levels. Citi has made it a priority to foster a culture where the best people want to work, where individuals are promoted based on merit, where we value and demand respect for others and where opportunities to develop are widely available to all. Team/Position Overview The successful candidate will join the Enterprise Risk Analytics (ERA) team within Enterprise Risk Management (ERM). ERM is responsible for enterprise-level risk identification, risk appetite and limits, risk analytics, and risk frameworks and policies. The ERA team provides analytical support to ERM through: Enterprise stress testing policy Set of enterprise stress tests executed monthly Risk Capital metric, enterprise risk measurement metric Risk Appetite Ratio/Surplus (RAR/RAS), enterprise risk-return metrics Key Responsibilities The chosen candidate will develop a deep understanding of Citi's Risk Capital methodology and the foundation of Citi's internal GSST (Global Systematic Stress Test) program Prepare presentation material under supervision with an emphasis on the fundamentals and applications of Risk Capital and Stress Testing across Citi's various risk pools Assist in promoting the understanding and application of Risk Capital and Stress Testing with internal clients Provide management with a clear view of existing and emerging risks across portfolios as measured by changes in Risk Capital usage and changes in GSST results Assess the need for potential actions by management aimed at reducing risk based on the analysis of these risk and financial metrics Assist in creating and maintaining a library of methodology documentation and other supporting material for the Enterprise Risk Analytics group Support the governance team within the Methodology and Applications group in complying with remediation actions required by Internal Audit and other Internal Review