Mgmt Rptg Sr Analyst - Corporate Stress Testing Mgmt Rptg Sr Analyst - Corporate Stress Testing …

in Long Island City, NY, United States
Permanent, Full time
Be the first to apply
in Long Island City, NY, United States
Permanent, Full time
Be the first to apply
Mgmt Rptg Sr Analyst - Corporate Stress Testing
The Corporate Stress Testing Reporting and Analysis is part of the Risk Management Reporting and Analysis organization and focuses on providing quantitative risk metrics and consolidated reporting to our clients who use the information to make business management decisions.
The Corporate Stress Testing Reporting team is responsible for production and analysis of loan loss reserves (CECL, IFRS), stress testing, loss forecast production and data submission for CCAR. The team is involved in the FR Y-14A stress testing process which focuses on the Wholesale modelling methodologies for C&I, Private Bank Margin Lending/Margin Security Backed Financing ("MSBF"), and CRE covering ICG, CPB, and CCB. The objective of the CCAR/DFAST stress test process, with respect to the Wholesale workstream, is to evaluate the impact on Wholesale loan losses associated with HFI, HFS and FVO when subjected to the Bank Holding Company ("BHC") and Supervisory scenarios outlined by Citi and the Federal Reserve.
The Mgmt Rptg Sr Analyst will be focused on reporting and improving the Stress Testing performed as part of the CCAR/DFAST capital planning and review process. The role involves supporting both the Regulatory submission process and the development of automated solutions to streamline future submissions and meet rapidly growing internal and regulatory needs.

  • Executing CCAR/DFAST stress test assessments for Wholesale credit across Citigroup and significant legal vehicles.
  • Reviewing incoming data flows, ensuring reasonability and articulating explanations of material changes in the underlying portfolios. Performing variance analysis and executing controls to ensure process robustness and reliability.
  • Providing ad-hoc support for businesses and regions in assessing risk levels and trends.
  • Interact with members of the Credit and Operational Risk Analytics (CORA) team, Modeling teams, Risk Systems Technology, Basel 3 project teams, Senior Management, Business Managers, Finance, and other groups within the firm.
  • Interacting with teams to track and follow up on data quality and model calibration issues. Maintaining and documenting all overrides and exceptions.
  • Supporting regulatory, External Audit and Internal Audit reviews at various levels.
  • Ability to manage multiple projects and meet tight deadlines.
  • Minimum 5-8 years of relevant experience in financial services industry.
  • Familiarity with risk metrics including stress testing, risk capital, loan loss reserves, CECL, RWA is a plus.
  • Experience in credit risk and familiarity with Citi's institutional and consumer businesses is an advantage.
  • Organized, clear thinker, with entrepreneurial spirit and ability to execute complex and dynamic processes in a financial institution.
  • Solid analytical and problem-solving skills and strong attention to detail.
  • Proficiency in MS Excel and ability to work with large amounts of data. Proficiency with SAS, SQL, VBA or MS Access is a plus.
  • Excellent written and verbal communication skills including the ability to interact with senior management and summarize and present data from insightful and actionable perspectives.
  • Demonstrated facility to interact and work effectively with diverse teams, as well as lead projects with multiple counterparts across organizations.
  • Strong project management skills with the ability to work under pressure will be critical.
  • Bachelors degree, Masters degree preferred.

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