Stress Testing and Model Risk Expert

The Stress Testing and Model Risk Expert coordinates the execution preparation and reporting of stress risk models across Citi, providing senior stakeholders and regulators with confidence in the data driving major business decisions. This role focuses on Wholesale Credit Risk stress loss and capital modelling, supporting ICAAP and regulatory stress testing from methodology through to final results. The position requires collaboration with Model Development Quant teams and Model Risk colleagues to manage the firm's risk profile.