Assistant Vice President – Market Risk Senior Analyst

Role Overview

• 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
• Excellent project management and organizational skills and capability to handle multiple projects at one time
• Proficient in SQL and Python
• Experience in performing data

Tech Stack

• Python
• SQL

Benefits

• 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