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