Market Risk Monitoring Specialist – VP

Citi

. Develop, enhance, and validate methods for measuring and analyzing market, credit, and operational risk .

Posted 10/14/2026full-timeTaguig • PhilippinesLeadWebsite

Core Competencies

Role fit

Core Competencies

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Demonstrates expertise in model risk management, including validation, performance evaluation, and regulatory compliance. Proficient in Python and experienced in developing risk analytics and reporting for financial institutions.

Highest-signal resume keywords

Model Risk ManagementPython ProficiencyRisk Analytics DevelopmentModel Validation TechniquesQuantitative Risk Management Experience

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Model DevelopmentModel ValidationRisk Measurement SystemsData AnalysisStatistical AnalysisDashboard CreationAutomationAI-Enabled ReportingPerformance EvaluationRegulatory Compliance

Soft Skills

Clear CommunicationDetail OrientedSelf-MotivatedProject ManagementOrganizational Skills

Tools & Technologies

App Creation SoftwareGenerative AICloud ComputingAnalytics ToolsDashboarding Tools

Industry Keywords

Market RiskCredit RiskOperational RiskFRTB StandardsVaRES-Based Risk MeasurementModel Health FrameworksRisk IndicatorsRegulatory StakeholdersModel Lifecycle

Tech Stack

Tools & technologies

CloudPython

About the role

Key responsibilities & impact

Develop, enhance, and validate methods for measuring and analyzing market, credit, and operational risk
Manage model risk across the model lifecycle, including validation, ongoing performance evaluation, and annual reviews
Produce risk analytics and reporting for Citi’s operations
Translate business requests into programming and data criteria; conduct systems and operational research
Assist in developing analytic engines for business product lines
Communicate results to diverse audiences
Prepare detailed technical documentation for model validation and regulatory compliance
Participate in teams solving business problems and identify modeling opportunities with measurable results
Provide guidance to junior validators
Manage interactions with model developers and business owners throughout the model lifecycle
Represent Citi in regulatory-agency interactions as required
Present validation findings to senior management and supervisory authorities
Challenge model assumptions, mathematical formulations, and implementations
Assess and quantify model risk from model limitations and recommend compensating controls
Contribute to strategic cross-functional model risk initiatives
Lead governance, monitoring, and performance oversight of Citi’s global market risk model portfolio
Develop model health frameworks, risk indicators, and management reporting
Enhance model monitoring through automation, analytics, dashboarding, and AI-enabled reporting
Liaise with Model Risk Management, Market Risk, Risk Technology, Audit, regulatory stakeholders, and senior management
Translate quantitative findings into insights, remediation plans, and executive recommendations

Requirements

What you’ll need

6–10 years of experience
Proficient in Python
Clear and concise written and verbal communication skills
Self-motivated and detail oriented
Project management and organizational skills; ability to handle multiple projects simultaneously
Practical experience in metric, deep-dive, report, and dashboard creation using app creation software, generative AI, and cloud computing/analytics is a plus
Experience in a quantitative risk management role at a financial institution, with model development or validation experience, is a plus
Knowledge of model development and validation testing techniques for risk models
Bachelor’s/university degree or equivalent experience; potentially a master’s degree
Knowledge of VaR and ES-based risk measurement systems suitable for FRTB standards and US implementation

Benefits

Comp & perks

Equal opportunity employment
Reasonable accommodation for persons with disabilities