The Model Analysis Sr. Group Mgr manages multiple teams through other managers. In-depth understanding of how own sub-function contributes to achieving the objectives of the function. A good understanding of the industry, direct competitors' products and services, is also necessary in order to contribute to the commercial objectives of the business. Requires thorough understanding of strategic direction of the function within the relevant part of the business, combined with a solid conceptual/practical grounding in both the function and/or area of expertise and related subject areas. Excellent communication skills required in order to negotiate internally, often at a senior level. Some external communication/negotiation may be necessary. Responsible for executing functional strategy in area managed. Determines approach to implementing functional strategy. Accountable for end results, budgeting, planning, policy formulation and contribution to future strategy of the area(s). Impact reflects size of team managed, strategic influence on the business and interaction with other functions or businesses. Full management responsibility for multiple teams, including management of people, budget and planning, to include duties such as performance evaluation, compensation, hiring, disciplinary actions and terminations and budget approval. May be doing involved or responsible for diverse (cross-discipline) activities. Typically, a direct report to a C16 role and function as an intergral member of the functional leadership team within a country/site location, job family, or line of business.

Risk Capital and Stress Testing are firm-wide risk measurement tools to measure economic capital usage or stress loss under various confidence level of scenarios at both consolidated Citigroup and CBNA legal entity levels as well at the relevant detailed levels such as country, other legal entity and business unit. Risk capital metric is reported to regulators and the Board as key capital adequacy metric, while stress loss metric and its associated Risk Appetite Ratio metric are also reported to regulators and the Board as key indicators for identifying Citi’s portfolio vulnerability and means to manage earning power. Both risk capital and stress loss related metrics are reported for Citigroup and its major legal entities (MLE). Risk Capital and stress loss metrics are also used extensively in the ICG, CCB and GCRM to set risk limits and to assess the risk-adjusted profitability of large transactions.

Risk Capital is increasingly visible to Citi’s business leaders because it is being used to allocate Tangible Common Equity (TCE) on a firm-wide basis globally. Allocated TCE is a critical input in one of the core measures of business profitability (RoTCE). The go-live of this new measure will increase the visibility of Risk Capital as well as the priority for Risk Capital enhancements. Stress loss and its associated Risk Appetite Ratio are core component of Citi’s Risk Appetite Framework and are broadly used in business decision making and risk management practices.

Key Responsibilities:
•    Establish sound governance around risk capital and stress testing framework to ensure proper linkage between methodologies and Citi’s material risks
•    Continue advocate and improve the usage of risk capital and stress testing metrics in Citi’s Risk Appetite Framework and Limit Setting exercise
•    Engage with key risk capital and stress testing stakeholders to understand client needs
•    Work closely with risk capital and stress testing model development team to propose and deliver solutions that meets client needs
•    Develop necessary analytics and tools to support ad-hoc or ongoing client usage of risk capital and stress testing
•    Work closely with IT, Risk Reporting and other relevant parties to continue improving system and infrastructure around risk capital and stress testing

Qualifications:

• 15+ years experience
• Highly motivated with attention to detail, team oriented, organized
• Consistently demonstrates clear and concise written and verbal communication skills with the ability to articulate complex problems and solutions through concise and clear messaging
• Ability to interact and communicate effectively with senior leaders Demonstrated ability to assess complex issues through root cause analysis and other analytical techniques; structure potential solutions; drive to resolution with senior stakeholders
• Ability to influence and lead people across cultures at a senior level using sound judgment and successful execution, understanding how to operate effectively across diverse businesses
• Experience with and previous exposure to internal or external control functions and regulators (incl. the US) Ability to challenge business management and escalate issues when appropriate

Education:

• Minimum of Master’s degree in a quantitative field (statistic, engineering, mathematics, computer science, etc.) with relevant experience
• Fewer years of relevant experience will be considered for candidates with higher academic qualifications and/or certifications such as a PhD, a second Master’s degree, CPA or CFA 

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