Citi Group Market Risk Manager FX Options & Prime Brokerage Senior Vice President 

United Kingdom, England, London 

242086895

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

• Work with existing team members to be accountable for the identification and evaluation of market risks generated by the Global FX business (with a focus on the Options business) and FX Prime Brokerage. Identification of ‘top risks’ and outlier stress events. Working on and performing ad-hoc scenarios.

• Communication with trading desks.

• Candidate must be very comfortable discussing products and their risks and building spreadsheets / other analysis tools to analyse risk and market data, portfolio risks and individual trades.

• Working with others to ensure that the reported exposures are correct and cover the main drivers of risk and potential p/l; identification and resolution of any data issues.

• Ensuring limits are properly set and monitored accurately. Contribute to the development or production of metrics used to satisfy regulatory requirements and stress testing processes.

• Periodic preparation of presentation materials for senior management or for internal discussions. Ability to speak as needed on market events.

• Review and validate assumptions in risk models used by underlying business unit(s) and analyse the impact of model changes.

• Work closely with Financial Control, Price Verification and the Model Risk groups within the organization to ensure that the proper controls are in place.

• Help with reviews of new business proposals including risk limits setting and monitoring and ensuring risks can be fully captured within the firm’s systems.

• Contribute to the resolution of regulatory tasks and MRAs.

• Help to monitor and establish controls around legal entity level risks.

What we’ll need from you

• Relevant experience in the FX and/or Rates markets with good knowledge of the markets, products and risk.

• Good quantitative level of experience with derivative products pricing and risk.

• Experience with portfolio risk measurement techniques including VAR and stress testing.

• Strong relationship management and liaison with business people of all levels while being willing and able to challenge as needed, particularly the front office.

• Dedication to information integrity and to producing high quality and insightful output required.

• Good presentation and communication skills both in writing and verbal.

• Expert experience and facility with Excel including VBA and add-in functions, ideally with experience of using financial pricingfunctions.

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:

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