Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills and experience in Quantitative Analytics to Citi’s Global Market Risk Team.
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.
Role Overview
This role is specific to the Market Risk Stress Testing function within Global Market Risk as the stress testing analytics senior individual contributor.
The Market Risk Senior Officer is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Excellent communication skills required in order to negotiate internally, often at a senior level. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers.
Accountable for significant direct business results or authoritative advice regarding the operations of the business. Necessitates a degree of responsibility over technical strategy. Responsible for measuring, monitoring and analyzing the organization’s market risk exposure on a day-to-day and long-term basis for various financial products. Market risk stress testing pertains to potential loss due to market movements such as changes in interest rates, equity prices, credit spreads and foreign exchange rates. Work with traders or trading management and recommend actions to mitigate risk. Responsible for monitoring and analyzing the organization’s risk exposure by understanding the risks and rewards of the Citi products.
What you'll do
Risk Management oversight of Market Risk function
Sufficient understanding of Market Risk and related quantitative topics, in particular, stress testing to drive Projects to improve accuracy of Market Risk stress loss metric and analytics
Analyze large data sets to oversee and ensure the integrity of the risk monitoring process associated with stress testing
Summarize detailed analysis for senior governance forums
Monitor compliance with risk limits/triggers
Frequent interaction with In-Business Risk functions to understand sources of market risk variation
Interaction with Markets Quantitative Analysis, Model Validation, Risk Analytics and Financial Control to ensure thorough concise alignment of methodologies and models
Interaction with Market and Credit Risk Managers to improve accuracy of regulatory and management reporting
Interaction with regulators and auditors
Partnering, collaborating and working with other areas within Citi, as necessary
Keeping abreast of regulatory changes, new regulations and internal policy changes
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
What we'll need from you
Demonstrated years of relevant experience
Degree in a Quantitative or Financial discipline
Advanced knowledge of financial instruments, risk metrics and Market Risk Management
Advanced analytical, technical and quantitative skills
Expert knowledge of treasury, market risk and liquidity management and knowledge of secured financing, securitization, and derivative products
Excellent written and verbal communication skills
Must be a self-starter, flexible, innovative and adaptive
Highly motivated, attention to detail, team oriented, organized
Developed presentation skills with the ability to articulate complex problems and solutions through concise and clear messaging
Ability to work collaboratively and with people at all levels of the organization
Excellent project management and organizational skills and capability to handle multiple projects at one time
Proficient in MS Office applications (Excel/VBA, Word, PowerPoint), SQL and Python
Programming/modeling experience with Python
What we can offer you?
We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.
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
Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energised to join us, motivated to stay, and empowered to thrive.
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Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Market Risk------------------------------------------------------
Time Type:
Full time------------------------------------------------------
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