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The Equity Market Risk team is responsible for measuring, monitoring, and analyzing the organization’s market risk exposure on a day-to-day and long-term basis for various financial products traded in Global Equities. The Market Risk Senior Analyst is a seasoned professional role who closely follows the Equities Markets and oversees market risk coverage of the Global Equities desks. The candidate will have experience in Equities Markets, knowledge of Market Risk Framework and Policy, and Market Risk management metrics and tools. She will have excellent communication skills to influence risk discussions, often with senior Traders and other control partners. The candidate will function as a part of global team and be accountable for the 2nd line risk management coverage of several businesses and operations within Global Equities.
Job Responsibility:
Work with trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
Collect and aggregate data from multiple industry specific sources
Facilitate analysis and meaningful reporting of the data
Work with senior risk managers in market specific compliance programs
Develop and maintain an appropriate autonomous market risk limits framework with applicable limits and triggers
Overseeing and ensuring the integrity of the risk monitoring process
Monitor business compliance with the firm’s market risk-related policies
Assist in product specific 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
Well defined mid to long term projects in working with senior mentors that require technical skills and strategic planning, enabling development in analytical capacity and critical thinking
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.
Requirements:
5+ years relevant experience
Degree in a quantitative or financial discipline
Knowledge of financial instruments and risk metrics
Proficient 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
Work collaboratively with regional and global partners in other functional units
ability to navigate a complex organization
Excellent project management and organizational skills and capability to handle multiple projects at one time
Proficient in SQL and Python
Experience in performing data
What we offer:
medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays
discretionary and formulaic incentive and retention awards