The Wholesale Credit Risk Stress Testing Lead oversees portfolio risk management activities to minimize credit losses and potential damage to the Citigroup franchise or reputation. The role includes developing business strategies, calculating CECL reserves, conducting stress tests, loss forecasts, and managing risk appetite for the First Line of Defense (1LOD). For the Second Line of Defense (2LOD), the role involves providing effective oversight and periodic review and challenge of 1LOD portfolio management processes and outcomes. Individuals in this role ensure credit risk is managed effectively across all portfolios, protecting the company's financial stability and reputation while supporting the overall business strategy.

Responsibilities: 

• Execute periodic stress testing exercises to monitor risk appetite of wholesale credit product and identify vulnerable areas
• Develop, document and execute overlays to compensate model limitations
• Interact with model developers, model risk governance, business risk, internal audit
• Leverage business / product expertise to evaluate and challenge the stress loss assumptions in hypothetical and historical stress scenarios
• Gather and analyze portfolio and macro-economic data to assess potential impact on business performance and integrate the trends to the portfolio loss forecast
• Develop deep expertise in stress testing methodologies and validate fit for purpose usage in BAU risk management
• Contribute and refine current model performance monitoring process to interpret model output and identify opportunities for future improvements
• Build tools & analytical capabilities to support outcome analysis, loss forecasting reports and what if analysis
• Program with large datasets to assist production, overlay and sensitivity analysis
• Proactively identify and process/operation efficiencies (where possible) that will enable the business to make rapid decisions against market condition changes
• Interacts with senior levels of management to facilitate understanding of usage of risk models and inform critical decisions.
• Research on 3rd party data, loss history and alternative models to build inventory of benchmarks
• 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, as well as effectively supervise the activity of teams and create accountability with those who fail to maintain these standards

Qualifications:

• 7+ years of experience
• Sound knowledge of statistical modeling concepts and industry best practices; experience with using stress testing models to support BAU risk management.
• Excellent quantitative and analytic skills; ability to derive patterns, trends and insights, and perform risk/reward trade-off analysis.
• Experience with analytical or data manipulation tools (Python & Tableau) 
• Ability to deliver compelling presentations and influence executive audiences.
• Excellent communicator: ability to engage and inspire team forward.
• Ability to drive innovation via thought leadership while maintaining end-to-end view.
• Experience working in big data environments; Intellectual curiosity to stay abreast of technological advances.
• Solid knowledge on loss forecasting methodology used in wholesale credit risk in HFI, HFS and FVO.
• Past experience working on model analytics, implementation, benchmarking and challenger function.
• Good interpretations skills to convey complex quantitative methodology in simple terms.
   

Education: 

• Bachelor's/University degree, Master's degree preferred

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Job Family Group:

Risk Management

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Job Family:

Portfolio Credit Risk Management

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Time Type:

Full time

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Primary Location:

Irving Texas United States

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Primary Location Full Time Salary Range:

$144,480.00 - $216,720.00

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Most Relevant Skills

Analytical Thinking, Credible Challenge, Governance, Monitoring and Evaluation, Policy and Procedure, Policy and Regulation, Product Knowledge, Risk Controls and Monitors, Risk Identification and Assessment, Risk Remediation.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Anticipated Posting Close Date:

Sep 21, 2025

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

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