Market Risk Senior Group Manager, Citi

Citi

Location:
Australia, Sydney

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

Citi is seeking a Market Risk Senior Group Manager who will be responsible for overseeing risk management across various financial portfolios. The role involves risk analysis, quantitative modeling, and regulatory liaison activities. It also includes managing a team, presenting insights to senior leadership, and driving compliance with internal and external regulations.

Job Responsibility:

Be 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 Value at Risk (VaR) and review inputs/outputs of VaR as well as Profit and Loss (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:

15+ years 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
Highly 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 Microsoft Office applications (Excel/ Visual Basic for Applications (VBA), Word, PowerPoint) and Structured Query Language (SQL)
Programming/modeling experience
Chartered Financial Analyst (CFA) or Financial Risk Management (FRM).

What we offer:

Paid Parental Leave Policy to include Citi employees around the world
Programs that help employees balance their work and life, including generous paid time off packages
Resources to meet your unique needs, empower you to make healthy decisions, and manage your financial well-being to help plan for your future.

Additional Information:

Job Posted:
May 31, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Market Risk Senior Group Manager