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
Transparent 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.

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