Market Risk Senior Officer I, Citi

Citi

Location:
United States, New York

Category:
Finance

Contract Type:
Employment contract

Salary:

198003.00 - 238200.00 USD / Year

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Job Description:

Citibank, N.A. seeks a Market Risk Senior Officer I for its New York, New York location. The role involves identifying and evaluating market risks associated with the Latin America (LATAM) Rates and FX market, among other responsibilities.

Job Responsibility:

Identify and evaluate market risks associated with the Latin America (LATAM) Rates and FX market
Identify main risks and stress events
Work on and perform ad-hoc scenarios
Review and approve limits risk framework for these desks
Monitor compliance with risk limits/triggers
Ensure limits are properly set with respect to risk taking and risk appetite
Contribute to the development of metrics used to satisfy regulatory requirements and stress testing processes
Communicate with trading desks at a senior level, challenging assumptions and risk taking as appropriate as well as working towards solutions for improved risk management
Review and understand new business proposals ensuring risks from these desks can be fully captured within the firm’s systems
Review and understand rates and FX trading products and their risks as well as contributing to build tools to analyze portfolio risks and individual trades
Work with other teams to ensure that the reported risks are correct
leading resolution of any technology issues
Work closely with other support areas for these desks including Financial Control, Price Verification and the Model Validation groups within the organization to ensure proper controls are in place

Requirements:

Master’s degree, or foreign equivalent, in Business Administration, Economics, Finance, Risk Management or related field and 5 years of experience as a Market Risk Analyst, Vice President, Risk Manager, Market Risk Manager, or related position involving market risk analysis for a global bank
Alternatively, employer will accept a Bachelor’s degree, or foreign equivalent, in the stated fields, and 7 years of the specified progressive, post-baccalaureate experience
5 years of experience must include: Analyzing global financial markets, market risk, and financial models
Performing statistical analysis to monitor risk exposures
Utilizing VBA, Bloomberg, or Reuters Refinitiv to conduct quantitative analysis and market analysis
Must also have 2 years of experience with the following: Utilizing knowledge of economic theory, emerging market dynamics and LATAM country specific condition to monitor country-specific economic drivers and market risk
Presenting to management on portfolio risks

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

Additional Information:

Job Posted:
April 24, 2025

Expiration:
June 06, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Market Risk Senior Officer I

Citi

Location:United States, New York

Category:Finance

Contract Type:Employment contract