Citi Group Concentration Risk Management - Analytics New Initiatives SVP Hybrid 

United States, District of Columbia, Washington 

505114169

About the Group:

Enterprise Risk Management (ERM) within Independent Risk Management is responsible for overseeing the implementation of the principles articulated in Citi’s Enterprise Risk Management Framework and for specific enterprise-level risk management programs and processes that span the organization, the lines of defense and various risk categories. The group is led by the Head of ERM who reports directly to the Citigroup Chief Risk Officer (CRO).

Responsibilities:

• Work with Business and Risk to enhance existing concentration risk framework of Citi's Market Risk Trading Risk Pool to ensure effective concentration management
• Perform robust limit review and challenge as the ECRM Subject Matter Expertise
• Design and develop approach to identify market risk concentrations across different Citi businesses ( e.g., Trading, Banking, Wealth, etc.) and cross risk correlations
• Work with methodology owners and relevant stakeholders on the interpretations of outcomes from enterprise stress testing and perform concentration risk analytics to understand fundamental risk drivers and capture correlations between portfolios.
• Collaborate with team members to further enhance the connectivity of ECRM processes with day-to-day business, risk management and risk governance practices. This will include strengthening existing linkages or establishing new linkages to other practices at the firm, e.g., risk appetite, stress testing.
• Provide oversight to VPs in the team when required.

Qualifications:

• Strong background in Market Risk Management with 10+ years of hands-on experience in trading or related areas.
• In-depth understanding of Market Risk , e.g., rate , spread, commodity, FX, equity risk, etc.
• Knowledge of other risk categories of Enterprise Risk Management (e.g., credit, market, operational, liquidity, counterparty, etc.) is a plus.
• Proven portfolio management experience including limit setting and management, risk appetite, and good understanding of regulatory requirements for concentration risk.
• Adept at building relationships with key stakeholders and influencing and negotiating to drive changes. Demonstrated interpersonal, organizational, analytical and presentation skills to obtain support and buy-in across a wide range of audiences.
• Project management experience with proven ability to develop project plans to achieve milestones and deadlines.
• Strong written and verbal communication skills.
• Demonstrated work ethic and influencing skills.

Education:

• Bachelor’s degree in a financial discipline required.
• Master’s degree or equivalent experience preferred.

Anticipated Posting Close Date:

View the " " poster. View the .

View the .

View the