Market Risk Reporting Manager

• Manage the production and analysis of Market Risk based reports including a full suite of metrics such as VaR, SVaR, Factor Sensitivities, and Stress Testing
• Preparation of regular and time-sensitive analytics, visualizations and reports to the Risk Managers, Senior Management, and Regulators
• Develop and maintain close working relationship with Risk Management, Business Units and other Control functions
• Work with the Market Risk Managers to define and document key reporting metrics
• Raise, investigate and follow-up on issues related to data quality, limit excesses, etc.
• Define and document business requirements for enhancement of Key Risk Indicators and reporting requirements
• Play a key role in the execution of the Price Risk Reporting Initiative driving transformation across the Market Risk Stripe
• Partner with Technology to design strategies for automated solutions to ensure accurate and timely reporting
• Collaborate on Data Governance, Data Services and Data Quality initiatives across the organization to improve the quality of information utilized for Market Risk
• Implementation and enhancement of key controls and maintenance of associated process documentation
• Provide ad-hoc support and analysis
• 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

• Bachelor’s/university degree and 6-8 years work experience in finance or a related control discipline (e.g. Management Reporting, Market Risk Management, Product Control, Risk Control, etc.)
• Attention to detail and accuracy are essential
• Solid Microsoft Excel skills and the ability to quickly develop advanced knowledge of MS Excel and Visual Basic a must, familiar with Tableau and Python is preferred
• Solid understanding of statistical concepts and data analysis or a track record that demonstrates high aptitude to learn these skills
• Quick learner with excellent communication skills, team orientation, and ability to work with counterparts in different areas of organization

Familiar with Tableau and Python

• Programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more
• Expanded Paid Parental Leave Policy
• Access to learning and development resources to help broaden and deepen your skills and knowledge
• Generous paid time off packages
• Resources and tools to volunteer in the communities in which you live and work