Overview
In this role you drive market risk model governance within Citi’s Global Market Risk function, focusing on regulatory-aligned frameworks and ALW reviews. You’ll lead cross-functional collaboration to design, implement, and operate governance processes for model performance, changes, and regulatory notifications. You will tackle complex risk-model challenges in support of FRTB SA and IMA implementations and remediation efforts. The role offers impact across global teams, stakeholders, and regulators, with a clear path to shape risk governance at a top-tier financial institution. You’ll work in a dynamic, regulated environment where precise analysis, communication, and change management are关键.
Pay / Benefits
- award winning pension
- on-site health services
- private medical insurance packages
- paid parental leave
- generous holiday allowance
- diversity and inclusion networks
Responsibilities
- Support multi-functional collaboration to design and implement a target state market risk model governance aligned with regulatory requirements
- Govern model performance reviews, coverage assessments, and change management for new or altered models
- Coordinate with Control and Internal Audit to ensure credible challenge and validation in remediation efforts
- Prepare updates and notifications for Management, Senior Citi Risk forums, and Regulators
- Engage with stakeholders across Model Risk Management, Market Risk Managers, and Market Risk Analytics to maintain governance framework
Key requirements
- Extensive internal risk model governance and regulatory management expertise, including FRTB SA/IMA
- Strong knowledge of Basel IMA, FRTB SA and FRTB IMA rulebooks
- Excellent written and spoken communication; ability to influence across a global organization
- Self-starter with multitasking ability and strong change/project management skills
- Technical academic background; experience interacting with First/Second Line technical experts
- 10+ years of relevant experience
- Bachelor’s degree in a quantitative or financial discipline; advanced degrees preferred
- strong communication
- cross-functional collaboration
- initiative and adaptability
- FRTB SA
- FRTB IMA
- regulatory market risk capital reporting
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