דרושים Stress Testing Model Risk Senior Analyst Assistant Vice President ב-Citi Group ב-United Kingdom, London

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

The role requires basic commercial awareness, need to have good understanding on CVA or counterparty credit risk, and it requires developed communication and diplomacy skills are required in order to guide, influence and convince others

What you’ll do:

• Implementing GMR target XVA dashboard in Tableau, in partner with XVA Risk reporting team
• Ensure the accuracy and timeliness of XVA management reporting
• Working with each trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
• Investigate XVA Data Quality issues impacting daily risk management, in partner with Asset class XVA risk managers, Risk reporting, Risk Control and IT partners
• Conduct detailed GMR FRTR SA CVA sensitivity UAT, actively follow up with investigation and issue remediation
• Actively participate the FRTB end-to-end process build up, ensure regulatory compliance.
• Support team lead to oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting
• Challenge status quo and drive changes to be more efficient in review and challenge 1st line through Data analysis.
• Participate in the ongoing development, implementation and upgrade of risk systems including CRMR/VaR, CRMR/Issuer risk, LimitCentral/Volcker, LimitCentral/issuer risk

What we’ll need from you:

• Solid relevant experience
• Knowledge of financial instruments and risk metrics
• Good understanding in CVA modelling or Counterparty Credit Risk modelling
• Solid understanding on FRTB CVA requirement
• Detail oriented, comfortable working with large amount of data for detailed data analysis.
• Must be a self-starter, proactive, innovative and adaptive with can-do attitude
• Team player, Ability to work collaboratively and autonomously
• Excellent written and verbal communication and interpersonal skills
• Excellent project management skills and capability to handle multiple projects at one time
• Proficient in MS Office applications (Excel/VBA, Word, Power Point), SQL, Tableau, Python etc
• Bachelor’s/University degree in a quantitative or financial discipline, Master’s degree preferred

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well. By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
• A discretional annual performance related bonus
• Private medical insurance packages to suit your personal circumstances
• Employee Assistance Program
• Pension Plan
• Paid Parental Leave
• Special discounts for employees, family, and friends
• Access to an array of learning and development resources.

Other Relevant Skills

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

:

• Accountability for effective Issue Resolution & Risk Mitigation by providing design and testing support to resolve MRAs/CAPs (Corrective Action Plans) and SIIs (Self-Identified Issues) across Institutional Credit Management (ICM)

• Support Portfolio Manager in Identification of opportunities to reduce anomalies and establish guidelines / best practices to drive operational consistency across Business Units. Improve Client experience by simplifying the implied support burdens currently borne by clients and coverage staff

• Identification of governance mechanisms / controls to prevent recurrence of issues

• Ensure on-time adoption and continued improvement of the Credit Risk Process Digitalization platforms in partnership with ICM Product Development, Technology, and end users across all LoBs

• Ensure timely completion of projects within the CPSO book of work.

• Support Portfolio Manager in Partnership and Continuous engagement with applicable regional and industry stakeholders in ICM, CB, CCB, Wealth and Risk for effective Issue resolution and Risk Mitigation

• Identify scope to leverage new age tools (AI/ML) to optimize processes across the ICM organization

• Ensure ongoing and timely feedback and coaching of and AVP, Associates and Senior Analysts to sustain a strong credit culture and an unwavering commitment to excellence in analysis and execution

• Actively participate in Learning, Development and Training opportunities including instructor led courses

• Support CPSE VoE Engagement, Belonging (DEI), and Leadership scores

• Travel (less than 10%)

:

• Demonstratable financial services experience, including 10-12 years in Banking or FI Industry

• Deep knowledge of Wholesale Credit Processes and Policies spanning the Credit Risk Value Chain

• Credit Officer (CO) or demonstrating the skills aligned with that designation

• Excellent and thorough knowledge of Credit risk systems

• Ability to synthetize complex information into clear, compelling presentations and well-structured analytical workbooks.

• High awareness and adherence to the control environment

• Strategic orientation to ensure the team continues to be positioned as a thoughtful and proactive partner in providing effective resolutions and best practices for Risk Mitigation across Business units

• Proven culture carrier. Highly effective interpersonal skills, with the ability to build relationships and exert influence with and without direct authority

• Strong organizational skills with ability and willingness to work under pressure and manages time and priorities effectively with little to no supervision

• Strong written and verbal communication skills, with the ability to communicate clearly and concisely to audiences of varying levels of seniority

• Advanced Microsoft Office (Word, Excel, and PowerPoint) skills

:

• BA/BSc in Finance or Accounting or higher degree in Business (MBA), or CFA, or any other related subject

Take the next step in your career, apply for this role at Citi today

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Time Type:

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

The Valuation Control Group (VCG) is a cornerstone of Citi Controllers. VCG is responsible for the independent valuation control of Citi’s traded inventory, as well as other areas where fair value principles need to be applied, such as PRA/ECB Prudent Valuation requirements. The group is organised into global product aligned teams and specialised functions such as Reporting, Valuation Methodology & International, and Design & Execution.

The key responsibilities of the group are to perform the independent price verification for traded inventory, calculate valuation adjustments, ensure appropriate valuation governance, and conduct new trade reviews.

The responsibilities of the team are to:

• Ensure Citi has the most appropriate and complete valuation control framework across all areas of price verification, valuation adjustments and wider valuation governance. This includes all aspects of overarching Policy, Standards, Procedures and Methodologies, covering both accounting and regulatory requirements.
• Lead the department in its US and International regulatory engagements and exams, as well as managing external and internal audits, and any remediation efforts.
• Ensure there is strong oversight of valuation controls across all International legal entities, along with the associated regulatory responsibilities, working in close partnership with local controllers and our wider legal entity stakeholders.

The individual will be responsible for delivering valuation projects to address regulatory findings from Citi’s regulators, responding to new and emerging valuation practices and contributing to VCG’s delivery of strategic group-wide transformation initiatives.

What you’ll do

Cross-Asset Methodology:

Developing cross-asset valuation methodologies/models and responding to new and emerging valuation practices.

Ensuring VCG’s compliance with critical firmwide policies, including model risk management policy and associated controls.

This individual must be able to understand how to implement strong and effective governance.

Flexibility & Adaptability:

The priorities of this individual will be set by Global Head of Valuation Policy, which may include regulatory obligations, so there will be crucial deadlines that will need to be achieved.

Adaptability to changing circumstances is critical, as the prioritisation of responsibilities will need to evolve with changing circumstances.

What we’ll need from you

• Experience in a valuation, risk or product control related discipline.
• Strong understanding of current global accounting and regulatory standards and developments pertaining to valuation of financial instruments.
• Bachelor’s degree/University degree or equivalent experience.
• Master’s Degree preferred.
• Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Drives Value for Clients

• Trusted partner, drive innovation
• Anticipates, demonstrates understanding of expectations and needs

Work as a Partner

• Works collaboratively across the organization
• Treats people with respect

Champions Progress

• Pushes for culture of high standards
• Assists in executing the vision set forth by Senior Management and is responsive to changes in environment

Lives Citi Values

• Sets the standards for the highest integrity in every decision
• Has the courage to always do what is right and the humility to learn from mistakes

Delivers Results

• Exercises independence of judgement and significant autonomy
• Sets high standards and achieves performance objectives
• Prioritizes and provides clear line of sight to most critical work

Product Technical Knowledge

• Strong understanding of industry valuation control practices for different products

Control Mind-set

• Demonstrates a strong leadership and focus on control. Ensuring integrity of reporting and independence of controls associated with a valuation control function

Strong Influencing and Presenting Skills

• Ability to communicate and deliver key messages to senior audience
• Consistently demonstrates clear and concise written communication

By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
• A discretional annual performance related bonus
• Private medical insurance packages to suit your personal circumstances
• Employee Assistance Programme
• Pension Plan
• Paid Parental Leave
• Special discounts for employees, family, and friends
• Access to an array of learning and development resources

Time Type:

The Roadshow manager manages the execution of complex roadshows, managing all aspects of planning logistics, and reconciliation analysis. The role supports major businesses and the Senior Roadshow Manager is responsible for owning relationships with stakeholders and business partners. This is an individual contributor role and the Senior Roadshow Manager will take the lead in managing all the logistics, planning, coaching individuals and influencing stakeholders. The role requires strong collaboration, logistical and influencing skills, highly developed communication skills, with strong ownership and focus. The role also requires experience working with cross cultural teams and stakeholders across geographies and time-zones to the support the delivery of high-quality roadshows.

What you’ll do

• Provides roadshow services to all the Citi businesses or divisions the Roadshow Group supports.
• Own, lead and manage complex logistics which includes flights, trains, ground transportation, hotels and charters supporting fixed income and equity roadshows for our clients and business partners.
• Partner with colleagues and vendors on details regarding partnership, management, and execution. Review and negotiate contracts to receive the best possible rates and terms.
• Support all Citi Operating Expense Governance Policy initiatives, event risk evaluation’s; reconcile program invoices and event final cost reporting.
• Appropriately assess risk when business decisions are made, demonstrating consideration for the firm's reputation and safeguarding Citi, its clients and assets, by driving compliance, rules and regulations and adhering to Policy. 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.
  

Development Value:

• At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks.
• Being part of this team means that you will join a dedicated team of highly experienced roadshow professionals with immense exposure to delivering client experience.
• You will have the responsibility to own a broad range of roadshows from inception to completion dealing with a wide variety of business partners and clients.
• Opportunities available to take on additional responsibilities and training in line with career development.
  

What knowledge, skills and experience we’ll need from you

• A seasoned Roadshow Manager with expansive event marketing experience from a financial or professional services background. Must possess strong project management, stakeholder management and influencing skills.
• Proven track record in managing and executing complex, high profile roadshows with a range of attendees and functionality.
• Demonstrated leadership skills and influencing without authority to serve as a strategic roadshow partner.
• Collaborative team play orientation committed to the team’s success and willing to work with colleagues and external partners in a fast-paced, high-energy environment.
• Ability to handle multiple high visibility roadshows simultaneously, the ability to prioritise and work under pressure.
• Knowledge of latest roadshow trends, industry innovations and technologies.
• Excellent communication and presentation skills - verbal and written. Must have proficiency in spoken and written English. Knowledge of an additional language would be an advantage.
• Flexibility in work hours - must be able to work non-traditional hours.

By joining Citi, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure

• A discretional annual performance related bonus

• Private medical insurance packages to suit your personal circumstances

• Employee Assistance Program

• Pension Plan

• Paid Parental Leave

• Special discounts for employees, family, and friends

• Access to an array of learning and development resources

Time Type:

The evolution of electronic trading and automation has changed the way that Fixed Income products trade forever, driving a need for real-time, low latency pricing, market making and risk technology. In this increasingly electronic and competitive landscape, Citi is a major key player.

Job Responsibilities / Role:

• Designing and developing Algo trading applications for the business
• Working directly with Traders and Quants to contribute towards the future direction of the platform.
• Improve the technical capabilities of the platform to ensure it remains stable, flexible, and maintainable.
• Driving engineering standards and continuing to strive for best
• Enhancing our automated testing efforts and optimizing our UAT process
• Serving as advisor or coach to new or lower-level analysts
• Troubleshooting challenging performance and scalability issues
• Engaging with business users in London and across Europe (Paris, Milan)
• Assisting in third line support during core trading hours
• Acting as Subject Matter Expert to senior stakeholders and /or other team members.
• Liaising with the global business, support, and development teams on various exciting projects

Job Opportunities:

• Build a strong profile in a high-performance global team (London, Paris, NY)
• Develop efficient and robust solutions to challenging business problems.
• Work on a globally distributed team to deliver the next generation Algo platform for traders at Citi.
• Gain knowledge and exposure to Front Office Trading Systems, Fixed Income, and Derivatives flows.

Required

• 10+ years of programming experience with an Object-oriented language (preferably Java), Multi-Threading and any relational database
• Solid architectural understanding of enterprise applications
• Understanding of computing science fundamentals – concurrency, algorithms, data structures, design patterns, etc.

Preferred

• Experience with Java Core, Spring framework and Linux
• Experience developing large financial software trading systems with substantial hands-on development experience in building systems with an attention to optimizing and tuning performance, while also demonstrating critical thinking skills related to re-use, scalability, and troubleshooting.
• Prior experience in building algo trading systems is highly desirable
• Solid understanding of service architecture and high performance, low latency, and multithreading techniques
• Strong focus on system performance tuning and experience with low latency Java programming
• Experience with ION Trading solutions
• Knowledge of major Fixed Income Products (e.g.,EuroGovies/Swaps/GILTS/SASetc.) and Broker/Customer Markets electronic trading flows.
• Experience of KDB
• Experience with modern software development practices such as Agile development, test-driven development, and continuous integration and continuous delivery.
• Worked in an Agile globally distributed team using tools such as Jira, Bitbucket, Sonar & Jenkins
• Worked with tools such as IntelliJ, Gradle, etc.,
• Experience on JSON/XML and REST service

Education:

• Bachelor’s degree/University degree or equivalent experience

Competencies:

• Excellent communication skills, oral and written; ability to face off to business users.
• Good team-work skills, and the ability to work in a distributed global team environment
• Strong analytical and problem-solving skills
• Self-motivated with the determination to learn and achieve his/her goals
• Experience in full lifecycle development
• Ability to inspire and raise the level of his/her colleagues from a technical perspective.

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Time Type:

The UK Financial Insurances Group (FIG) FinTech Investment Banking Senior Associate (the “Associate”) is an intermediate level position responsible for providing strategic advisory services to clients.

The Investment Banking Associate is required to contribute to industry specialist support for FIG/Fintech’s across EMEA and work with Senior Bankers across EMEA in business origination and execution across Citi’s product set, with particular focus on episodic M&A transactions, strategic financing initiatives and access to the capital markets.

Responsibilities:

• Leverage past investment banking or related experience to enhance M&A execution and capital raising capabilities
• Member of deal team for the origination and execution of episodic and Corporate Finance transactions involving clients across EMEA
• Responsible for staying abreast of market and industry trends, “best practices” and competitive landscape
• Day-to-day responsibilities include developing client pitch materials tailored to meet client needs, lead execution of episodic transactions / financings and foster and leverage on-going relationships across the EMEA region
• Responsible for evaluating public filings, research reports, operations, business plans, and financial forecasts to produce strategic and financial analyses
• The Associate will develop (i) in-depth understanding of the dynamics of the business, (ii) an understanding of clients’ priorities with the aim of identifying appropriate marketing opportunities and (iii) strong relationships internally with key product, risk and regional partners.
• Manage and mentor analysts by providing detailed guidance and feedback, managing information flow, and providing credit and exposure information to analyst, as appropriate

Qualifications:

• Strong FIG/Fintech Investment Banking experience
• Consistently demonstrates clear and concise written and verbal communication skills
• Experience assisting with client development
• Ability to work under pressure in a rapidly changing environment in order to meet deadlines

Education:

• Bachelor’s degree/University degree or equivalent experience

Under the guidance provided by the FCA and PRA, firms should have regard to the following when assessing fitness and propriety:

Honesty, integrity and reputation

Financial soundness

Competence and capability

In order to comply with the requirements of the Certification Regime, certain Citi entities must take reasonable care to ensure that an employee does not perform a Certified Role without first being certified as Fit and Proper. For this reason, you will be assessed for this role against the Fit and Proper requirements, as described above. This assessment will be carried out through extensive interviews, self-disclosures, permitted criminal record checks, reference checks, credit checks and other background checks. If hired for this role, you will also be required to complete an annual declaration regarding your Fitness and Propriety.

By submitting your application, you acknowledge that you have read the information above and that you are applying for a Certified Role. You also agree to Citi carrying out any additional screening required, including permitted criminal record checks, reference checks, credit checks and any other background checks.

Time Type:

What you’ll do

• Liaise across the Spread Products business and its supporting functional areas to ensure a robust governance, oversight, and control framework exists and is in line with applicable policies and regulation.

• Drive implementation of business-driven and regulatory projects, e.g., assisting in the establishment of new or modified product offerings including processes, booking models, and system infrastructure.

• Act as a ‘go-to’ for traders, salespeople, structurers and management.

• Assist leadership and stakeholders with achieving business goals and deliveries, perform large data-set analyses, provide metrics and regular progress updates.

• Prepare materials, record minutes, and follow-up as needed on items for business committees and/or regular business meetings.

• Interface with Internal Audit and Compliance, providing materials, addressing queries, and ensuring corrective actions are implemented.

• Proactively provide input into and recommend Technology change, process improvements and control framework enhancements.

• Partner with global and regional Business Execution teams to ensure alignment of business goals and preparation for regulatory, or other changes.

• Escalate, manage and report control issues with transparency.

What we’ll need from you

• Working knowledge of Spread Products or other Fixed Income products preferred.

• Significant experience in financial markets business or a supporting functional area.

• Excellent written and verbal communication skills.

• Professional and motivated team player with a “can do” attitude. Proven ability to understand larger processes, with the drive to drill into the details.

• Experience working and building relationships in global and complex settings with multiple stakeholders.

• Risk oriented: able to identify emerging and crystallized issues, look across, and flag matters requiring escalation.

• Demonstrated Self-Starter Qualities:

  • Proactive Problem-Solving: Identifies and addresses potential issues.

  • Resourcefulness: Finds creative solutions to challenges and leverages available resources effectively.

  • Independent Work Ethic: Takes initiative and works autonomously.

  • Time Management: Prioritizes tasks effectively and meets deadlines consistently.

  • Results-Oriented: Focuses on achieving measurable outcomes and demonstrating impact.

• High proficiency with Microsoft Office, including Excel and PowerPoint.

By joining Citi Belfast, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure

• A discretional annual performance related bonus

• Private medical insurance packages to suit your personal circumstances

• Employee Assistance Program

• Pension Plan

• Paid Parental Leave

• Special discounts for employees, family, and friends

• Access to an array of learning and development resources

Time Type: