Citi Group Market Risk Senior Supervisor 

Mexico, Mexico City 

905671975

• Produce daily and weekly market risk reports which monitor factor sensitivity, VAR and issuer exposures against independent market risk limits.
• Provide information to both Market Risk Management and the business for audit, stress testing and ad-hoc related queries.
• Develop and maintain close working relationships with Risk Management, Business Units and other Control groups.
• Raise, investigate and follow-up on issues related to data quality, limit excesses, etc.
• Maintain data metrics measuring the market risk infrastructure and performance of risk systems and processes for the front office.
• Devise and improve processes to aggregate factor sensitivity (market risk) and issuer risk across various trading platforms.
• Evaluate redundancies and inefficiencies in daily tasks to continually improve productivity.
• Develop an understanding of financial markets and market factors that affect risk exposure of the business.
• Learn market risk terms, units of measurement and risk management techniques utilized byautonomous risk managers.
• Additional duties as assigned
• Supervise a team of junior risk staff. Contributes to decisions regarding hiring, compensation, performance appraisals, staff development, training, etc.
• 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, as well as effectively supervise the activity of others and create accountability with those who fail to maintain these standards.

• 2-5 years experience
• Degree in a Quantitative or Financial discipline.
• Knowledge of financial instruments, risk metrics and Market Risk Management • Quantitative skills including mathematics involved in risk estimation and modelling • Some knowledge of statistical concepts and experience in performing data analysis • 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 • Work collaboratively with regional and global partners in other functional units; ability to navigate a complex organization • Developed project management and organizational skills and capability to handle multiple projects at one time • Proficient in MS Office applications (Excel/VBA, Word, PowerPoint) and SQL • Previous experience supervising staff

• Bachelor’s/University degree or equivalent experience

• Licenciatura terminada, titulo deseable.
• 3 a 5 años de experiencia en el sector financiero, (preferentemente inversiones)
• Ingles avanzado
• Manejo solido de Aladdin by blackrock, deseable.

Principales tareas:

• Evaluación de métricas regulatorias.
• Revisiones y validaciones de métricas dentro de Aladdin.
• Participación de pruebas y proyectos ( revisión de derivados, interfases)

Time Type:

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