Assistant Vice President - Market Risk Reporting

• Prepare and distribute risk content on various cadences, monitoring for significant moves / trends and working with the 1st and 2nd line to ensure accurate representation of the firm’s interest rate & FX market risk
• Perform analysis on the Rates & FX portfolios by reviewing standard risk measurement techniques such as VaR/ESF, Factor sensitivities, issuer risk monitoring and stress testing
• Work closely with risk managers to identify trends and emerging risks for the portfolio
• Active participant in Risks transformation book of work to improve controls, clean up the limits & trigger portfolio and enhance self-service dashboards
• Support all additional regulatory and internal reporting requirements
• Ensure a strong control environment is in place for all production deliverables through the execution of controls on the underlying dataset, leveraging automation wherever not already available
• Identification and management of data quality issues ensuring the appropriate representation in the data quality inventory and oversight of the issue, in collaboration with 1st and 2nd line teams and technology
• Assist in the development and automation of risk reporting processes using the banks reporting toolset Tableau and Python

• 5-8 years of experience
• Experience in Market Risk Data with a sound understanding of interest rate & FX market risk metrics and financial products will be preferred
• Previous experience in risk management and/or regulatory reporting, data management
• Clear and concise communication (verbal, written, and visual) and effective relational skills
• Advanced quantitative/analytical skills, Data Architecture, Data warehouse
• Experience with tools such as Tableau, PowerBI, R, Python, SQL, SAS, Cognos Analytics, or other programs, indicating a progression in technical skills
• Ability to influence and drive users to adopt strategic solutions
• Bachelor's/University degree or equivalent experience
• Certifications such as CPA, FRM or CFA are a plus

Certifications such as CPA, FRM or CFA are a plus

• We believe all parents deserve time to adjust to parenthood and bond with the newest members of their families. That’s why in early 2020 we began rolling out our expanded Paid Parental Leave Policy to include Citi employees around the world
• We empower our employees to manage their financial well-being and help them plan for the future
• We have a variety of programs that help employees balance their work and life, including generous paid time off packages