Citi Group Global Markets In-Business Market Risk / Analyst – VP 

United States, New York, New York 

492114090

This role requires a broad and comprehensive understanding of the trading eco-system include Front office, Middle Office, Market Risk, Counterparty Risk, P&L and Capital.

Desk’s Key responsibility include:

• Understand firm’s overall risk appetite, limit, and capital framework to allow effective optimization and allocation of risk appetite.
• Identify and monitor systemic and idiosyncratic risks across businesses and identify any rising material risk events
• Identify key market risk within Global Markets’ trading inventory with consideration of key market themes and environments through data analysis. Communicate results daily with head of IBR and trading heads. Help design appropriate hedging strategy as needed.
• Closely track performances of products within Global Markets on a regular basis, understand the drivers of market movements across different asset classes, analyze notable trends to form relative value and forward-looking view of material, concentration, and emerging risks.
• Build front to back holistic understanding of risk and its implications on all attributions of capital, such as Stress losses, Value-at-Risk, etc. Support head of IBR and business heads to analyze their return on capital and risk appetite ratio.
• Work closely with independent risk teams (2ndLine of Defense) in sizing appropriate risk limits for the overall business and monitor risk limit utilizations across businesses
• Strengthen risk monitoring, control, and governance process within the business, assist with occasional regulatory questions and requirements.
• Work with Technology / MQA to develop comprehensive risk monitoring framework to manage overall portfolio risk and capital utilization in a timely manner, propose optimization strategy.

Qualifications:

• 5-7 years of experience in a related role, such as market risk/trading/structuring/research or quantitative/data analysis.
• Cross asset class product and market knowledge, or specialty in one related asset class is crucial
• Strong analytical and problem-solving skills are essential, data analytical skills such as python, SQL and Tableau are highly preferred
• Ability to collaborate and clearly communicate in written and verbal with senior members of an organization.
• Strong interpersonal skills to develop and maintain partnership with first and second line of defense.
• Exceptional analytical and numerical competency. Strong analytical / quantitative background.
• Must have strong attention to detail, be self-motivated and inquisitive with an interest in financial markets and trading
• Ability and strong interest to learn and understand various asset classes and associated risks
• Proactively seeks and develops new opportunities; intellectually curious, analytical and conceptual thinker.

Education:

Bachelor’s/University degree, Master’s degree preferred. Preferably in Engineering, Statistics, or Finance.

Anticipated Posting Close Date:

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