Market Risk Manager, Citi

Citi

Location:
United Kingdom, London

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The role will be part of the Global Legal Entities Market Risk team within Risk Management. The team oversees the design, implementation and management of Legal Entity limit frameworks. It also ensures common practice across all Legal Entities and countries. Market Risk pertains to potential loss due to market movements such as changes in interest rates, equity prices, credit spreads and foreign exchange rates. Individuals monitor trading limits and are responsible for approving transactions over certain established limits. Work with traders or trading management and recommend actions to mitigate risk. Responsible for monitoring and analysing the organization’s risk exposure by understanding the risks and rewards of the Citi products. Structures solutions to mitigate risks of those products.

Job Responsibility:

Working with each product Market Risk stripe and Front Office teams to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
Working with risk managers covering individual legal vehicles to ensure consistent approach to coverage, and application of governance requirements
Working with senior risk managers in product streams
Developing and maintaining an appropriate autonomous market risk limits framework with applicable limits and triggers that is consistent and with a focus on data quality
Autonomously monitor business and market risk compliance with the firm’s market risk-related policies
Oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting
Working with senior mentors on well-defined mid to long term projects that require technical skills and strategic planning, enabling development in analytical capacity and critical thinking as well presentation skills
Focus on remote booking protocols across legal vehicles
Produce and ensure quality of regulatory and governance submissions complied from multiple sources and inputs

Requirements:

Previous relevant experience is mandatory
Solid knowledge of FRTB regulations, metrics, and regulatory submissions
Knowledge of financial instruments and risk metrics (including programming and/or database management experience) required
Python proficiency to effectively translate business requirements
Proficient in MS Office applications (Excel/VBA, Word, Power Point), SQL and Tableau
Excellent project management and organizational skills with capability to handle multiple projects simultaneously whilst working to deadlines
Prior experiencing creating presentations and presenting to senior managers
Excellent written and verbal communication skills, attention to detail and high desire to produce best practice in any task
Must be a self-starter, flexible, innovative and adaptive with good interpersonal skills
Ability to work collaboratively and with people at all levels of the organization
Bachelor’s/University degree or Master’s degree quantitative or financial discipline, or law/similar degree with strong mathematical aptitude

What we offer:

Generous holiday allowance starting at 27 days plus bank holidays
increasing with tenure
A discretional annual performance related bonus
Private medical insurance packages to suit your personal circumstances
Employee Assistance Program
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to an array of learning and development resources

Additional Information:

Job Posted:
June 26, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Market Risk Manager