Home Jobs Stress Testing Quantitative Risk Analyst, Vice President
Back to Jobs

Stress Testing Quantitative Risk Analyst, Vice President - Job Opportunity at Citi

Dublin, Ireland
Full-time
Senior
Posted: May 13, 2025
Hybrid
EUR 120,000 - 160,000 per year based on Dublin financial sector compensation trends for VP-level risk positions

Benefits

Hybrid work model (2 days remote per week)
Competitive base salary with annual reviews
Professional development in global environment
Inclusive workplace culture
Support for returning parents
Comprehensive wellness benefits package

Key Responsibilities

Lead ICAAP and Regulatory Stress Testing initiatives with focus on credit and climate risk losses
Develop climate risk stress testing modeling capabilities
Coordinate cross-functional project workstreams including scenario design and stress loss calculations
Provide analytical support for risk specialists in stress testing integration
Evaluate Legal Entity Stress Testing risk controls
Interface with regulatory bodies including Central Bank of Ireland and ECB
Drive continuous improvement of stress testing capabilities

Requirements

Education

Graduate degree in Economics, Finance, or quantitative field (Mathematics, Physics, Computer Science, Econometrics, Statistics)

Experience

Extensive years of experience in financial services sector

Required Skills

Python or similar statistical coding Large dataset handling Model development and validation Project management Communication skills Problem-solving capabilities Regulatory knowledge Mathematical modeling Risk analysis

Certifications

FRM, CFA, or CQF (advantageous)
Advertisement
Ad Space

Sauge AI Market Intelligence

Industry Trends

The financial sector is experiencing increased regulatory focus on climate risk stress testing, creating high demand for specialists who can bridge traditional credit risk and environmental risk modeling. Integration of machine learning and AI in stress testing methodologies is becoming crucial as banks seek to improve prediction accuracy and handle larger datasets. European banking regulations are becoming more stringent, particularly around capital adequacy and stress testing methodologies, driving demand for expertise in this area.

Role Significance

Typically part of a 10-15 person specialized stress testing team within a larger Enterprise Risk Analytics organization of 50-100 professionals
Vice President level position with significant influence on enterprise risk management strategies and regulatory compliance

Key Projects

Development and implementation of climate risk stress testing frameworks ICAAP regulatory reporting and methodology enhancement Integration of stress testing results into strategic decision-making processes Enhancement of risk appetite frameworks

Success Factors

Deep understanding of regulatory requirements and ability to anticipate regulatory changes Strong balance of technical modeling skills and business acumen Ability to communicate complex concepts to various stakeholders Experience with climate risk modeling and integration into traditional risk frameworks

Market Demand

Very high demand driven by increasing regulatory requirements and the expansion of stress testing frameworks to include emerging risks like climate change

Important Skills

Critical Skills

Advanced quantitative modeling skills are essential for developing and validating stress testing methodologies Regulatory knowledge and interpretation abilities are crucial for ensuring compliance and anticipating requirements Communication skills are vital for explaining complex models to stakeholders and regulators

Beneficial Skills

Knowledge of climate risk modeling and ESG frameworks Experience with machine learning applications in risk modeling Understanding of emerging risk types and their incorporation into stress testing frameworks

Unique Aspects

Integration of climate risk into traditional stress testing frameworks positions this role at the forefront of risk management evolution
Access to global resources and expertise while working in a regional regulatory context
Opportunity to influence development of new risk methodologies

Career Growth

2-4 years in role before progression to Director level, with potential for accelerated advancement based on regulatory expertise development

Potential Next Roles

Head of Stress Testing Director of Enterprise Risk Analytics Chief Risk Officer Head of Regulatory Relations

Company Overview

Citi

Citi is a leading global financial institution with substantial resources and a strong commitment to risk management innovation

Among the top 3 global banks by assets and market presence, with significant influence on industry standards and practices
Dublin office serves as a key European risk management hub, particularly important post-Brexit
Professional environment with strong emphasis on work-life balance and career development, reflecting modern banking workplace trends
Advertisement
Ad Space
Apply Now

Data Sources & Analysis Information

Job Listings Data

The job listings displayed on this platform are sourced through BrightData's comprehensive API, ensuring up-to-date and accurate job market information.

Sauge AI Market Intelligence

Our advanced AI system analyzes each job listing to provide valuable insights including:

  • Industry trends and market dynamics
  • Salary estimates and market demand analysis
  • Role significance and career growth potential
  • Critical success factors and key skills
  • Unique aspects of each position

This integration of reliable job data with AI-powered analysis helps provide you with comprehensive insights for making informed career decisions.