Technical Lead Stress Testing Platform, Risk Technology - Senior Vice President

Responsibilities

• Platform Leadership:
  Lead the design, development, and ongoing support of critical risk scenarios within Citi's Stress Testing Platform, ensuring high availability and performance.
• Scenario Module Ownership:
  Take full technical ownership of scenario translator modules, including development, optimization, and maintenance, primarily utilizing Python.
• Stakeholder Engagement:
  Collaborate directly with Risk Managers and Quantitative teams to translate complex business requirements and risk methodologies into technical specifications and effective solutions.
• Methodology Implementation:
  Bridge the gap between quantitative models and technical implementation, ensuring precise and efficient representation of risk scenarios and their underlying market risk factors.
• Technical Mentorship:
  Provide technical guidance, conduct code reviews, and contribute to architectural decisions for a team of junior developers and Business Analysts, fostering a high‑performing environment.
• Strategic Problem Solving:
  Identify and resolve complex technical and methodological issues, ensuring platform stability, data integrity, and reliability.
• Innovation & Efficiency:
  Drive continuous improvement in stress testing infrastructure, evaluating new technologies and methodologies to enhance analytical accuracy and process efficiency.
• Technical Documentation:
  Develop and maintain comprehensive technical documentation for all platform modules and processes, aligning with internal standards and regulatory expectations.

• Experience:
  
  10-15 years of progressive software development experience, with a significant focus on financial services, specifically within Risk Management, Quantitative Analysis, or Stress Testing.
• Technical Proficiency:
  • Expert‑level Python programming (primary) and Java development (secondary).
  • Demonstrated experience with scenario translator modules or complex risk factor mapping and data transformation systems.
  • Proficiency in database technologies (SQL, No
    
    SQL) and data processing frameworks.
  • Familiarity with distributed systems and cloud platforms (e.g., AWS, GCP, Azure) is advantageous.
• Domain Knowledge:
  • Deep understanding of stress testing methodologies, financial risk management (e.g., credit, market, operational risk), and quantitative finance concepts.
  • Highly desirable:
    Familiarity with regulatory requirements such as CCAR (Comprehensive Capital Analysis and Review) and CECL (Current Expected Credit Loss).
  • Comprehensive understanding of market risk factors (e.g., interest rates, FX, equity prices, volatilities) and their attributes, including the ability to link scenario narratives to specific risk factor modeling requirements.
  • Expertise in product‑specific stress testing best practices, with strong knowledge of OTC derivatives, ETDs, financing transactions (e.g., repo/reverse, security lending), and their sensitivities.
• Leadership & Communication:
  • Proven ability to technically lead and mentor development teams.
  • Exceptional communication skills, capable of articulating complex technical and quantitative concepts to diverse audiences (e.g., Senior Risk Managers, Quants, Technology Leadership).
  • Strong analytical acumen, problem‑solving capabilities, and decision‑making skills in a dynamic financial environment.
• Education:
  
  Bachelor's or Master's degree in Computer Science, Engineering, Quantitative Finance, or a closely related quantitative field.

Primary

Location:

Rutherford, New Jersey, United States

Salary Range: $ - $

Additionally, Citi offers a range of benefits, including medical, dental, vision coverage, 401(k), life, accident, and disability insurance, wellness programs, and paid time off.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

Accessibility w Citi's EEO Policy Statement and the Know Your Rights poster.