Market Risk Officer Job at Citi (São Paulo)

Market Risk Senior Officer

The Market Risk Senior Officer monitors and analyzes the organization’s risk exp...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

10+ years relevant experience
Degree in a Quantitative or Financial discipline
Advanced knowledge of financial instruments, risk metrics and Market Risk Management
Advanced analytical, technical and quantitative skills
Expert knowledge of treasury, market risk 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 work collaboratively and with people at all levels of the organization

Job Responsibility

Risk Management oversight of Market Risk function
Establish and approve country/legal entity level limits and triggers in alignment with Risk Appetite, Policies and local regulatory requirements
Review, monitor and escalate breaches for country/legal entity limits/triggers in respective local governance committees/forums
Review volatility and correlation of historical market factor series for respective EM countries and recommend adjustments if needed
Review Legal Vehicle back-testing reports and present in respective governance forums, including potential exceptions
Establish and maintain local market risk documents, such as policies, standards or desktop procedures, in accordance with local governance regulations and Global Policy requirements
Assess and escalate known large, complex and illiquid trades that may need to undergo pre-trade approval process
Provide input in ICAAP, SREP and ad-hoc regulatory requests on related Market Risk topics
Oversee creation and maintenance of market risk reports in alignment with local Regulatory requirements and risk reporting strategy
Review new transactions/programs as per New Activity Risk Management process

What we offer

Job contract and social benefits (private medical care, fitness card, life insurance, pension programme, co-financing of cultural and entertainment events)
Access to e-learning platform (Degreed) and English learning platform
Possibility to gain globally appreciated work experience
Flexible and partly-remote working conditions

Fulltime

Officer Business Risk Analyst – Markets 1LOD Control Testing

Citi Global Markets provides world-class solutions and an unmatched global prese...

Location

Philippines , City of Taguig

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

2+ years’ experience in Front Office controls testing, internal audit, external audit, independent control reviews, or similar disciplines
Knowledge of Markets Sales and Trading activities, risks and related controls
Good understanding of control design assessment and effectiveness testing techniques and practices
Experience of developing and maintaining effective senior stakeholder relationships
Bachelor / university education preferred, but appropriate industry experience & exceptional delivery track record is as important

Job Responsibility

Executing controls design and operating effectiveness testing to agreed timelines, escalating and resolving obstacles to delivery
Maintaining high standards and best practice for execution of testing activities and associated documentation
Supporting stakeholders in determining necessary control remediation identified through the testing programme
Maintaining strong stakeholder relationships across Front Office, Markets Conduct Risk, Compliance and Operational Risk
Drafting impactful summary outputs from the testing programme

Fulltime

Officer Business Risk Analyst – Markets 1LOD Control Testing

Citi Global Markets provides world-class solutions and an unmatched global prese...

Location

Philippines , City of Taguig

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

2+ years’ experience in Front Office controls testing, internal audit, external audit, independent control reviews, or similar disciplines
Knowledge of Markets Sales and Trading activities, risks and related controls
Good understanding of control design assessment and effectiveness testing techniques and practices
Experience of developing and maintaining effective senior stakeholder relationships

Job Responsibility

Executing controls design and operating effectiveness testing to agreed timelines, escalating and resolving obstacles to delivery
Maintaining high standards and best practice for execution of testing activities and associated documentation
Supporting stakeholders in determining necessary control remediation identified through the testing programme
Maintaining strong stakeholder relationships across Front Office, Markets Conduct Risk, Compliance and Operational Risk
Drafting impactful summary outputs from the testing programme

Fulltime

Director, Market Risk Group Manager

The Market Risk Sr Group Manager is responsible for managing market risk across ...

Location

Hong Kong SAR, China , Hong Kong

Salary:

Not provided

Citi

Expiration Date

Until further notice

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

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

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

Fulltime

Financial Solutions Senior Analyst - FRTB Market Risk

Financial Solutions Senior Analyst is a seasoned professional with an in-depth u...

Location

Poland , Warsaw

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Min. 4 years of relevant experience, within the financial services industry preferred
Previous experience with trading book capital (Market Risk, CVA, CCR) or product control or risk management/modeling
Familiarity with traded products from a P&L and risk perspective
Excellent communication/diplomacy skills
Advanced Microsoft Office skills
Very good knowledge of English language (C1 level preferred)
Bachelors degree
Education in a quantitative field would be a great advantage

Job Responsibility

Calculate, analyze, and explain FRTB Market Risk capital for UK and EMEA material legal entities
Ensure compliance of FRTB Market Risk capital implementation with regulatory rules and supervisory guidance
Support EMEA controllers with reporting and disclosure of FRTB Market Risk capital results
Work with model developers, market risk, and technology partners to drive continuous improvement in both capital estimates, and operational processes
Work within the Market Risk RWA Integrity team to increase synergy with the global FRTB infrastructure and implementation
Participates in formulating and setting strategic direction for the process, organization and architecture covering Finance across Citi businesses, products, functions and locations
Participates in assessing and incorporating changing business, regulatory and market information needs into finance processes and applications
Resolves complex problems or transactions, where expertise is required to interpret policies, guidelines or processes

What we offer

Paid Parental Leave Program (maternity and paternity leave)
A supportive workplace for professionals returning to the office from childcare leave
Award-winning pension plan, multisport, holiday allowance
Private Medical Care Program, Group Life Insurance
Consideration for annual discretionary bonus
Employee Assistance Program
Access to a wide variety of learning and development programs, online course libraries and upskilling platforms, such as Udemy and Degreed
Flexible work arrangements to support you in managing work - life balance
Career progression opportunities across geographies and business lines
Mentoring Programs

Fulltime

Market Risk Manager

The Market Risk Officer is a strategic professional who stays abreast of develop...

Location

South Africa , Johannesburg

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-10 years relevant experience
Degree in a quantitative or financial discipline
Knowledge of financial instruments and risk metrics
Quantitative skills including mathematics involved in risk estimation and modelling
Excellent written and verbal communication skills
Must be a self-starter, flexible, innovative and adaptive
Ability to work collaboratively and with people at all levels of the organization
Excellent written and verbal communication and interpersonal skills
Ability to both work collaboratively and autonomously
ability to navigate a complex organization

Job Responsibility

Working with each trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
Working with senior risk managers in Volcker compliance program
Developing and maintaining an appropriate autonomous market risk limits framework with applicable limits and triggers
Autonomously monitor business compliance with the firm’s market risk-related policies
Assist in credit product and muni product risk reporting and limit monitoring
Oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting
Participate in the development of business-level stress testing that properly considers risk concentrations by single issuer, risk rating, sector/industry and geography
review results and assess appropriate follow-up actions
Participate in the ongoing development, implementation and upgrade of risk systems including CRMR/VaR, CRMR/Issuer risk, LimitCentral/Volcker, LimitCentral/issuer risk
Small tasks/projects which constitute direct integration with trading businesses and market in general, a fantastic learning opportunity for credit market and products

What we offer

Global Benefits
We bring the best to our people. We put our employees first and provide the best-in-class benefits they need to be well, live well and save well

Fulltime

Business Risk Officer

The Credit & Price Risk Execution team is seeking a skilled professional with a ...

Location

Hungary , Budapest

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

A Bachelor's degree in Finance, Economics, Business, Risk Management, or a related quantitative field is required
Experience (ideally 5+ years) in a relevant financial services role
Proven track record in strategic design and project management, delivering complex solutions within a dynamic financial environment
Exceptional analytical and problem-solving skills, with the ability to dissect complex data, identify underlying issues, and develop practical, data-driven solutions
Deep understanding of Global Markets products, processes, and the financial services regulatory landscape
Excellent interpersonal and communication skills to interact, influence, and build strong relationships with senior business stakeholders
Strong organizational skills, with the ability to prioritize tasks and manage multiple responsibilities efficiently
Proficiency in Microsoft Suite, including advanced Excel and PowerPoint
Experience working with large datasets and strong SQL skills are highly desirable.

Job Responsibility

Collaborate with business partners on managing the Risk and Control for Price Risk, ensuring adherence to the framework
Implement reporting for senior management on the quality of price risk management, providing visibility into the control environment
Independently review and challenge control owners to ensure the control framework is consistent, transparent, and effectively mitigating risks
Drive improvements in the process and control design, aligning them with the firm's strategic view and regulatory expectations
Align risks and controls into appropriate business processes, ensuring accurate mapping and coverage, and conduct thorough risk and control inventory reviews
Facilitate and conduct annual risk assessments to identify, evaluate, and prioritize risks, and perform quarterly attestations of processes and controls.

What we offer

Cafeteria Program & Home Office Allowance
Paid Parental Leave Program
Private Medical Care Program
Pension Plan Contribution & Group Life Insurance
Employee Assistance Program
Access to a wide variety of learning and development programs (e.g., Udemy and Degreed)
Flexible work arrangements to support work-life balance
Career progression opportunities and diverse networking communities.

Fulltime

Business Risk and Control Officer

The Risk Governance team sitting within the Markets Operations COO organisation ...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-10 years of experience
Extensive experience working within Markets Operations or Risk/Governance role with an understanding of the Markets business
Knowledge of Markets traded products
Can exercise independence of judgement and autonomy with a willingness to question/challenge existing processes and ensure a satisfactory outcome
Strong communication skills with the ability to present a compelling case to influence others where appropriate, including Senior Management
Global mindset, with regional/product understanding
Ability to work under pressure managing tight deadlines and/or unexpected changes
Analytical with great attention to detail and strong problem-solving skills
Ability to operate with a limited level of direct supervision
Demonstrated expertise of Microsoft Office product suite and proficiency in Microsoft Excel and PowerPoint

Job Responsibility

Review and assess operational processes to ensure teams are compliant with the procedural requirements
Assist in overseeing quality, completeness, and accuracy of delegation details
Analyse findings and challenge where required to determine if operational processes are in scope of the procedure
Coordinate the Markets Operations review and approval process, ensuring delegations are renewed within the required timeframe
Assess and strive for reducing the risk and remediating each delegation
Appraise Markets Operations management with a summary of delegation details for their remit
Collate reporting and share with the Markets Operations management team
Assist with initiatives to the improve the process
Review and management of PPL change requests
Coordinate and engage with Markets Operations stakeholders to ensure each request has been reviewed and can be supported by the teams

Fulltime

Market Risk Officer

Citi

Location:
Brazil , São Paulo

Category:
Finance

Contract Type:
Employment contract

Salary:

Job Description:

Job Responsibility:

Requirements:

Additional Information:

Job Posted:
April 26, 2025

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Job Description:

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