Director, Market Risk Group Manager, Citi

Citi

Location:
Hong Kong SAR, China, Hong Kong

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

Save Job

Apply Position

Job Description:

The Market Risk Sr Group Manager is responsible for managing market risk across various portfolios, analyzing risks, monitoring financial markets, and developing tools for portfolio reviews. The role involves strategic planning, monitoring market risk metrics, collaborating with senior stakeholders and regulatory bodies, and managing a team of risk professionals.

Job Responsibility:

Responsible for management of market risk across various portfolios
Identify, monitor and analyze risks in the market specific portfolios
Identify, examine and preserve major drivers of risk and returns, analyze trends and explain changes
Analyze standard loss measures, risk return metrics, and the risk appetite framework
Review scenario analysis to assess potential financial impact to Citi
Economic and regulatory risk capital concepts and analyze major drivers
Participate in the methodology setting for VaR and review inputs/outputs of VaR as well as P&L back testing
Consider limit exception requests, model validation requests, and permitted product requests
Consider market risk approval for new model validations and well as existing model revalidations
Monitor financial markets and understand its implications to market risk exposure
Develop tools for on-going portfolio reviews and produce 'deep dive' analysis for senior management
Produce presentations (regular and ad-hoc) for senior management and regulators
Monitor financial markets and understand its implications for the firm
Review scenario analysis to assess potential financial impact to Citi
Economic and regulatory risk capital concepts and analyze major drivers
Work collaboratively with Citi business/functional line management, risk and finance groups
Represent Citi on critical regulatory matters as required, serves as liaison with regulatory examiners, Internal Audit, and external auditors on critical Risk issues and oversees the implementation of related remediation
Manage a team or multiple teams of Risk professionals, responsible for hiring, compensation, performance appraisals, staff development, training, etc.
Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct, and business practices, and escalating, managing and reporting control issues with transparency, as well as effectively supervise the activity of others and create accountability with those who fail to maintain these standards.

Requirements:

An extensive years of relevant experience
Subject Matter Expert in financial instruments, risk metrics and Market Risk Management
Expert analytical, technical and quantitative skills
Expert knowledge of treasury, market risk and liquidity management and knowledge of secured financing, securitization, and derivative products
Excellent written and verbal communication skills
Must be a self-starter, flexible, innovative and adaptive
Highly motivated, attention to detail, team oriented, organized
Developed presentation skills with the ability to articulate complex problems and solutions through concise and clear messaging
Ability to interact and communicate effectively with senior leaders
Demonstrated ability to assess complex issues through root cause analysis and other analytical techniques
structure potential solutions
drive to resolution with senior stakeholders
Ability to influence and lead people across cultures at a senior level using sound judgment and successful execution, understanding how to operate effectively across diverse businesses
Comfort navigating complex, highly-matrixed organizations
Excellent project management and organizational skills and capability to handle multiple projects at one time
Proficient in MS Office applications (Excel/VBA, Word, PowerPoint) and SQL
Programming/modeling experience
CFA or Financial Risk Management (FRM)
Bachelor’s/University degree, Master’s degree preferred and managerial experience

What we offer:

Access to an array of learning and development resources to help broaden and deepen your skills and knowledge
Variety of programs that help employees balance their work and life, including generous paid time off packages

Additional Information:

Job Posted:
March 22, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

View All Jobs In This Company

Job Link Share:

Director, Market Risk Group Manager