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 qualified 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.

📌 Market Risk Model Governance Vice President (Mississauga)
🏢 Citigroup
📍 Mississauga