The Stress Testing 2nd LOD Lead Analyst at Citibank will focus on developing and delivering quantitative approaches for stress scenarios to estimate potential losses. This role involves evaluating forecasted losses against the firm's risk appetite and recommending risk mitigation strategies. The analyst will oversee cross-discipline teams to ensure project deadlines are met and will interpret key findings for impactful presentations. Collaboration with various departments will be essential to streamline procedures and improve loss forecasting models.

• Bachelor's degree in Mathematics, Statistics, Quantitative Finance, or a related field.
• Six years of experience in developing and delivering stress testing models.
• Understanding of various quantitative techniques and statistical concepts.
• Experience utilizing the full model development lifecycle.
• Proficiency in using libraries and tools for data analysis and visualization.
• Ability to translate business requirements into technical specifications.
• Experience with clean code principles and version control.
• Master's degree and four years of experience may be accepted as an alternative.

• Develop and deliver quantitative approaches for stress scenarios.
• Evaluate forecasted losses within the context of the firm's risk appetite.
• Recommend and oversee the implementation of risk mitigation strategies.
• Challenge discrepancies or delays in project deadlines.
• Interpret key findings for presentations and review reporting quality.
• Contribute to enterprise-wide stress testing programs.
• Assist in monitoring and implementing risk management policies.
• Coordinate with the Citigroup CRO and executive management team.
• Work closely with Risk Reporting, Data Analytics, and Technology departments.

• Citi offers a comprehensive benefits package including competitive pay, stock programs, healthcare coverage, retirement plans, paid time off, parental leave, and programs supporting employee wellbeing and professional development.