Citi Group VP Market Risk Officer - Linear Rates Hybrid 

United States, New York, New York 

60744507

Opening is for aMarket Risk

Responsibilities:

• Work with existing team members to be accountable for the identification and evaluation of market risks generated by the NA Rates business. Identification of ‘top risks’ and outlier stress events. Working on and performing ad-hoc scenarios.
• Communication with trading desks.
• Ensure limits are properly set and monitored accurately. Working with others to ensure that the reported exposures are correct and cover the main drivers of risk and potential p/l
• Identify and resolve data issues.
• Contribute toward production of metrics used to satisfy regulatory requirements and stress testing processes.
• Prepare presentation materials for senior management.
• Work closely with Financial/Valuation Controllers and Quant groups to ensure that the proper controls are in place.
• Contribute to reviews of new business proposals including risk limits setting and monitoring and ensuring risks can be fully captured within the firm’s systems.
• Help to resolve regulatory tasks and MRAs.
• 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.

Qualifications:

• 5+ years of relevant experiencewith good knowledge of the rates markets, products and risk. Experience with Agency MBS a strong plus.
• Comfortable analyzing and discussing products, portfolio risks, market data and individual trades.
• Good presentation and communication skills. Ability to speak as needed on market and risk events.
• Experience with portfolio risk measurement techniques including VAR and stress testing.
• Strong relationship management and experience liaising with business partners of all levels. Must be willing to provide challenge as needed.
• Prepared to go into as much detail as is required to resolve issues.
• Strong experience with Excel including VBA, experience with Python, and SQL is a plus.
• Dedicated to information integrity and to producing high quality and insightful output and meeting deadlines.
• Familiarity with financial or statistical modelling is beneficial.

Education:

• Bachelor level degree is required.
• Advanced studies in a quantitative or financial discipline can be useful.

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

Anticipated Posting Close Date:

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