Credit Risk Model/Data Analyst, Assistant Vice President

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi’s Risk management team.

Shape your career with Citi in Dublin. By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Citi has had a presence in Ireland since 1965, it was one of the first foreign banks to open an office in the country and is the Citibank Europe Plc Headquarters.  

Team/Role Overview

Enterprise Risk Management (ERM) is a part of Citi’s Risk Management organisation that is responsible for Enterprise-level risk identification, management, and analytics, including stress testing across multiple asset classes and risk stripes. The enterprise-level stress testing programme is sponsored by the firm’s Chief Risk Officer, who reviews the stress testing results with the rest of the executive management team 

This role sits within the Wholesale Credit Risk in Enterprise Risk Analytics (ERA) group. This role requires experience and knowledge of Wholesale Credit Risk .  This position will be tasked with running Business-As-Usual (BAU) activities in producing risk metrics and performing risk data analysis, as well as engaging/leading projects within the ERA. This position requires working with business stakeholders in other risk functions, developed communication and diplomacy skills are required to explain, influence stakeholders for the group.

What you’ll do

• Develops, enhances, and validates the methods of measuring and analysing risk, for all risk types, with a particular focus on wholesale credit risk, but also including market, Non-Traded Market Risk(NTMR) market non-trading and operational. Also, may develop, validate and strategise uses of scoring models and scoring model related policies.
• Produces analytics used to manage risk using internal stress testing and risk appetite metrics (from Models to Outputs ).
• Conducts statistical analysis for risk related projects and data modelling/validation. Works with Technology to address issues.
• Analyses and interprets data reports, make recommendations addressing business needs.
• Generates statistical models to improve methods of obtaining and evaluating quantitative and qualitative data and identify relationships and trends in data and factors affecting research results.
• Validates assumptions; escalates identified risks and sensitive areas in methodology and process.
• Handles preliminary investigations, assists with reconciliation procedures and prepares routine correspondence.
• Automates data extraction and data preprocessing tasks, perform ad hoc data analyses, design and maintain complex data manipulation processes, and provide documentation and presentations.
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.
• Interacts and works with other areas within Risk Management, as necessary. Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

What we’ll need from you

• Relevant financial industry experience preferably with major financial institutions • Institutional clients or consumer banking products knowledge with risk management experience in credit or market risk preferred.
• Good understanding of bank’s capital (regulatory capital, economic capital, stress testing) preferred Strategic and structured thinker with demonstrated ability to assess complex issues through root cause analysis and other analytical techniques; structure potential solutions; drive to resolution with senior stakeholders.
• Excellent proficiency in Microsoft Office and programming experience in Python.
• Knowledge of reporting tools for example Tableau.
• Consistently demonstrates clear and concise written and verbal communication skills.
• Superior problem-solving skills with the ability to deliver under tight timelines and with 'can do' attitude.
• Self-motivated and detail oriented.
• Demonstrated project management and organisational skills and capability to handle multiple projects at one time.
• Bachelor’s/University degree in Finance, Economics, Statistics, Quantitative Finance, or another field with quantitative focus (Mathematics, Physics, etc.).
• A Master's degree is a plus.

What we can offer you

By joining Citi Dublin, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well. Discover more here.

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energised to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.