{"id":1144698,"url":"https://alion.io/job/citi-stress-loss-and-capital-specialist","title":"Stress Loss and Capital Specialist","company":{"id":7841,"name":"Citi","domain":"citi.com","url":"https://alion.io/company/citi","size_band":"5000+","is_staffing_agency":false,"is_intermediary":false,"listed_via":null,"ats_vendor":"Workday","truth_index":{"grade":"A","score":100,"open_postings":249,"ghost_share":0,"stale_share":0,"repost_share":0.08,"time_to_fill_p50_days":11,"computed_at":"2026-09-24T05:45:00Z"}},"role":"Data Science","role_family":"Data Science","seniority":"senior","employment_type":"full_time","work_mode":"hybrid","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["London, United Kingdom"],"countries":["GB"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":84000,"max_usd":154000,"period":"year","method":"role_seniority_country_remote_cell","sample_n":21},"experience_years_min":6,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"GitHub","optional":false},{"name":"Python","optional":false},{"name":"SQL","optional":false}],"status":"live","first_seen_at":"2026-09-23T14:23:21Z","employer_posted_date":"2026-09-23","last_verified_at":"2026-09-24T11:47:00Z","board_verified":true,"closed_at":null,"days_open":1,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":1},"description":"Job Purpose: This role is a cross-asset data scientist role with specialization in stress loss / credit capital computations working as part of Markets Capital Advancement team, to help Markets more actively manage capital and TCE (Tangible Capital Equity). You will be responsible for analyzing, presenting and sharing stress loss / capital and related data.\nJob Background/context: Within Counterparty Trading & Risk, the Markets Capital Advancement team is the central team that drives and oversees execution and management of capital initiatives. The XVA trading desk (part of Counterparty Trading and Risk) is responsible for the pricing and subsequent risk management of derivatives trades including the use of credit, funding and capital. The In-Business Market Risk team is responsible for market risk across asset classes. As part of both teams’ mandate to facilitate business and manage return on capital, the desks need Front Office staff focused specifically on capital for Markets.\nKey Responsibilities:\nBuild tools and frameworks for data analytics allowing for better understanding of stress loss data across asset classes \nDevelop frameworks to identify key drivers of impact of stress loss on TCE and regulatory submissions \nIdentify and work on resolving issues such as data quality, methodology errors, implementation errors, enhancing data coverage, etc. \nBuild and host dashboards & performance visualizations on capital and connected datasets, with strong emphasis on turning insights into actions \nPartner with capital management, traders, finance, reporting, program execution and tech teams on various initiatives \nDevelop in-depth knowledge and proficiency of supported business areas and engage business partners in evaluating opportunities for process integration and refinement\nMaintain and enhance the github repository\nKnowledge/Experience:\nExperience with wholesale and counterparty risk capital calculation methodologies \nExperience working with data analytics on large datasets \nProven ability analyzing business needs, building visualizations, and tracking down complex data quality and integration issues \nUnderstanding of balance sheets and regulatory capital requirements would be an added advantage \n6-10 years experience in financial industry using tools for statistical modeling of large data sets\nSkills:\nVery strong SQL and Python skills required \nPrevious experience with streamlit will be an advantage \nStrong analytical and mathematical skills. \nAttention to detail. \nDemonstrable team skills both within and across teams. \nAbility to pick up new concepts and think outside the box. \nPreferably comfortable with derivatives modelling concepts. \n\nEducation:\nBachelor’s/University degree or equivalent experience, potentially Masters degree\nWhat Citi Can Offer You\nBy joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:\n27 days annual leave (plus bank holidays)\nA discretional annual performance related bonus\nPrivate Medical Care & Life Insurance\nEmployee Assistance Program\nPension Plan\nPaid Parental Leave\nSpecial discounts for employees, family, and friends\nAccess to an array of learning and development resources\nAlongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self, every day.\n------------------------------------------------------\nJob Family Group:\nTechnology------------------------------------------------------\nJob Family:\nData Science------------------------------------------------------\nTime Type:\nFull time------------------------------------------------------\nMost Relevant Skills\nPlease see the requirements listed above.------------------------------------------------------\nOther Relevant Skills\nFor complementary skills, please see above and/or contact the recruiter.------------------------------------------------------\nCiti is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.\nIf you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.\nView Citi’s EEO Policy Statement and the Know Your Rights poster.","description_format":"text","description_chars":4613,"description_truncated":false,"requirements":{"experience_years_min":6,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":{"level":"master","optional":false},"security_clearance":false,"languages":[]},"benefits":["Annual leave","Equity","Hybrid work","Life insurance","Parental leave"],"hiring_locations":[{"name":"United Kingdom","iso":"GB","kind":"country"}],"hiring_excludes":[],"relocation_offered":false,"industries":["Wealth Management","Lending","Payments","Capital Markets"],"lifecycle":[{"event":"open","at":"2026-09-23T14:23:21Z"}],"liveness":{"score":90,"band":"hot","label":"Hiring now","p_open":1,"p_active":0.903,"p_room":1,"age_days":0,"expected_fill_days":11,"reasons":["conf:3","velocity","win:early","comp:brand"],"computed_at":"2026-09-24T05:45:00Z"},"pay":null,"html_url":"https://alion.io/job/citi-stress-loss-and-capital-specialist","json_url":"https://alion.io/job/citi-stress-loss-and-capital-specialist.json","meta":{"generated_at":"2026-09-24T16:33:33Z","cache_seconds":300,"methodology":"https://alion.io/methodology","terms":"https://alion.io/terms","contact":"https://alion.io/contact","api":"https://alion.io/developers"}}