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Enterprise Risk Analytics (ERA) is a part of Citi’s Risk Management organization that is responsible for Enterprise-level risk metrics including stress testing. Enterprise-wide stress testing program is sponsored by the Citigroup CRO, who reviews the stress testing results with the rest of the executive management team. Enterprise Risk Analytics & Stress Testing is responsible for Enterprise Stress Testing with Legal Entity Oversight (LEO), Material Legal Entity (MLE) Stress Testing and ICAAP execution and oversight, Firmwide Scenario Design and Expansion which cover Enterprise programs and all Legal Entities.

The Enterprise Scenario Design (ESD) team within ERA is responsible for designing macro-economic and market shock scenarios for all enterprise level stress testing, capital planning, and reserve adequacy usages.

The Vice President of Economic Scenario Design reports to the Head of Macro Scenario Design. S/He will be responsible for developing quantitative and qualitative forecast models in the firm-wide economic scenario generation and other stress testing processes, including CECL, Rapid Stress Testing (RST), CCAR and enterprise stress testing etc. S/He will support all scenario design, model development, model documentation and ongoing model maintenance, data quality controls, production oversight, reporting and reviews. This role also collaborates with the Economics and Strategy Research teams, other Risk functions, several line of businesses and Finance.

Responsibilities:

• Support scenario design process, including conducting research to come up with a range of possible scenario concepts, preparing the scenario narrative and forecasting macroeconomic series under the scenarios

• Updating internal documentation related to scenario design and projections

• Communicate results to diverse audiences

• Provide guidance to junior economists as and when necessary.

• Represent the bank in interactions with regulatory agencies, as required.

• Work with Risk ID team to map Top and Material Risks to the scenario narratives

Qualifications:

+ 6-10 years of economic research and model development experience in forecasting economic and financial variables

+ Experienced in building macroeconomic forecasting models

+ Familiar with CCAR/CECL scenarios

+ Experience of working with large data sets

+ Proficiency in a statistical software package (e.g. Python/R) or similar preferred

+ Exceptionally detail-oriented with the ability to synthesize large amounts of data and various viewpoints, summarize key concepts, and clearly articulate relevant conclusions

+ Ability to deliver in tight deadlines

+ Inquisitive nature, strong quantitative, analytical, and problem-solving skills

+ Demonstrated project management and organizational skills and capability to handle multiple projects at one time

Education:

+ Masters’ degree or equivalent experience, preferred PhD degree

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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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:

$125,760.00 - $188,640.00

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

Credible Challenge, Data Analysis, Laws and Regulations, Management Reporting, Policy and Procedure, Referral and Escalation, 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:

Jun 16, 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._

_If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) ._

_View Citi’s EEO Policy Statement (https://www.citigroup.com/global/eeo-aa-policy) and the Know Your Rights (https://www.eeoc.gov/sites/default/files/2023-06/22-088\_EEOC\_KnowYourRights6.12ScreenRdr.pdf) poster._

Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.