Market Risk Officer – Stress Testing, VP

Citi

. Sufficient understanding of Market Risk and related quantitative topics, in particular, stress testing to drive Projects to improve accuracy of Market Risk stress loss metric and analytics .

Posted 5/23/2026full-timeMumbai • 🇮🇳 IndiaLeadWebsite

Tech Stack

Tools & technologies

PythonSQLVBA

About the role

Key responsibilities & impact

Sufficient understanding of Market Risk and related quantitative topics, in particular, stress testing to drive Projects to improve accuracy of Market Risk stress loss metric and analytics
Analyze large data sets to oversee and ensure the integrity of the risk monitoring process associated with stress testing
Summarize outcomes and findings for concrete deliveries and executions at the level of senior governance forums
Autonomously monitor business compliance with the firm’s market risk-related policies
Interact with In-Business Risk functions to understand sources of market risk variation
Interact with Markets Quantitative Analysis, Model Validation, Risk Analytics and Financial Control to ensure thorough concise alignment of methodologies and models
Oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting
Participate in the development of business-level stress testing that properly considers risk concentrations by single issuer, risk rating, sector/industry and geography; review results and assess appropriate follow-up actions
Participate in the ongoing development, implementation and upgrade of risk systems including Citi Risk Market Risk technology applications for the relevant market risk metrics and workflows
Working with senior mentors on well-defined mid to long term projects that require technical skills and strategic planning, enabling development in analytical capacity and critical
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 behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency

Requirements

What you’ll need

Demonstrated years of relevant experience
Degree in a quantitative or financial discipline
Knowledge of financial instruments and risk metrics
Advanced analytical, technical and quantitative skills
Expert knowledge of market risk
Excellent written and verbal communication skills
Must be a self-starter, flexible, innovative and adaptive
Highly motivated, attention to detail, team oriented, organized
Developed presentation skills with the ability to articulate complex problems and solutions through concise and clear messaging
Ability to work collaboratively and with people at all levels of the organization
Excellent project management and organizational skills and capability to handle multiple projects at one time
Proficient in MS Office applications (Excel/VBA, Word, PowerPoint), SQL and Python Programming/modeling experience with Python
Bachelor’s/University degree, Master’s degree preferred

Benefits

Comp & perks

Access to telehealth options
Health advocates
Confidential counseling
Paid Parental Leave Policy
Resources and tools for volunteerism
Generous paid time off packages

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills & Tools

market riskstress testingdata analysisrisk exposure measurementrisk metricsquantitative analysisfinancial instrumentsanalytical skillsproject managementPython programming

Soft Skills

communication skillsself-starterflexibilityinnovationmotivationattention to detailteam orientationorganizational skillspresentation skillscollaboration