Citi Group Senior Market Risk Commodities Manager Vice President 

United Kingdom, England, London 

595534171

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.

What you’ll do

• In charge of the Market Risk Management oversight for the Metals trading desk, covering Base and Precious activities (both physical and financial trading), incl. definition of market risk limits framework,

• Produces detailed analysis and reviews of structured and/or illiquid transactions, including recommendations on hedging practices vs risk appetite, and influences effectively senior management across the risk function, the business and other support functions.

• Delivers projects to improve accuracy of Market Risk Analytics, across Var, Stress, etc.

• Works with trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems.

• Oversees and ensure the integrity of the risk monitoring process

• Reviews and approve risk framework for Market Risk for risk-taking units

• Lead the roll out of new upgraded risk reports into Tableau, to facilitate better risk oversight for both Market Risk as well as Front Office.

• Takes charge of projects such as the testing and advancement of new VaR calculation framework (FRTB), enhanced stress testing as well as concentration risk monitoring.

• Monitors business compliance with the firm’s market risk-related policies.

• Lead the roll out of new upgraded risk reports into Tableau, to facilitate better risk oversight for both Market Risk as well as Front Office.

• Takes charge of projects such as the testing and advancement of new VaR calculation framework (FRTB), enhanced stress testing as well as concentration risk monitoring.

• Monitors business compliance with the firm’s market risk-related policies.

What we’ll need from you

• Relevant experience required, ideally in a Market Risk role supporting a Commodities portfolio.

• Commodities knowledge, especially Metals, preferred.

• Knowledge of financial instruments and risk metrics, including options.

• Degree in a quantitative or financial discipline would be beneficial.

• Experience in performing data analysis, ideally including handling large set of data/database access via Python/SQL.

• Proficient in Microsoft Office applications.

• Excellent written and verbal communication skills.

• Excellent skills in working collaboratively and with people at all levels of the organization, most notably the Trading desk, whilst at the same time being assertive enough in order to influence and challenge where required.

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 AssistanceProgramme

• Pension Plan

• Paid Parental Leave

• Special discounts for employees, family, and friends

• Access to an array of learning and development resources

Time Type:

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