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

Explicit 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