Market Risk Model Governance Vice President
4 days ago
Mississauga ON, Peel Regional District, ON; Ontario, Canada
Citigroup Inc.
Full-time
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Lead market risk model governance at Citi in Manila, applying Python, quantitative analysis, and model validation expertise across global risk models.
This Vice President-level specialist oversees market risk modeling and analytics within Citi’s Manila Modeling team. The work covers Historical VaR, Risk-Based VaR, Full-Revaluation VaR, and Market Factor Scenario Generation models. You will connect Model Risk Management, Market Risk, Risk Technology, Audit, regulatory stakeholders, and senior management while supporting FRTB-aligned risk measurement.
Key Responsibilities
Govern, monitor, and evaluate performance across global market risk models Develop model health frameworks, indicators, and management reporting Enhance monitoring through automation, analytics, dashboards, and AI-enabled reporting Translate quantitative findings into remediation plans and executive recommendations Present validation findings to senior management and supervisory authorities
Requirements:
Six to ten years of professional experience Proficiency in Python and quantitative risk analysis Knowledge of model development and validation testing techniques Bachelor’s degree or equivalent experience; potentially a master’s degree Clear communication, organization, and ability to manage multiple projects Apply market risk modeling, governance, monitoring, and validation expertise to Citi’s global model portfolio in Manila. #J-18808-Ljbffr
Key Responsibilities
Govern, monitor, and evaluate performance across global market risk models Develop model health frameworks, indicators, and management reporting Enhance monitoring through automation, analytics, dashboards, and AI-enabled reporting Translate quantitative findings into remediation plans and executive recommendations Present validation findings to senior management and supervisory authorities
Requirements:
Six to ten years of professional experience Proficiency in Python and quantitative risk analysis Knowledge of model development and validation testing techniques Bachelor’s degree or equivalent experience; potentially a master’s degree Clear communication, organization, and ability to manage multiple projects Apply market risk modeling, governance, monitoring, and validation expertise to Citi’s global model portfolio in Manila. #J-18808-Ljbffr