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Market Risk Senior Analyst - Commodities, AVP

Job Req ID 21324465 Primary Location London, United Kingdom Job Category Risk Management
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The successful candidate will join the EMEA Commodities Market Risk team, which oversees market risk exposure across the Commodities London trading desks, notably Metals, EMEA Power & Gas, Softs, Exotics and Oil.

This role will support the Market Risk Managers in the daily oversight of market risk, including monitoring and analyzing the exposure on a day-to-day basis, including legal entity, as well as reviewing large and complex trading structures. The candidate will also help progress global regulatory projects for the Global Commodities team, as well as any other key cross-asset initiatives across the Market Risk function at Citi.

Ideally, the candidate will have similar working experience from a prior Market Risk role in Commodities, but we are also open to candidates with experience in market risk in other asset classes, or in other Commodities functions. Strong communication as well as data handling skills are required. The team operates in a technically complex, fast changing and dynamic environment with an excellent culture of growth, learning and development.


Responsibilities:

  • Supports Market Risk managers in the daily oversight of risk exposure and limits to ensure adequate risk taking across products, businesses and legal entities.

  • Facilitates analysis of structured transaction both financial as well as physical, develops associated analytical tools as required.

  • Work with trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems.

  • Supports the roll out of new upgraded risk reports into Tableau, to facilitate better risk oversight for both Market Risk as well as Front Office.

  • Participates in the testing and advancement of new VaR calculation framework (FRTB), enhanced stress testing as well as concentration risk monitoring.

  • Daily liaises with Market Risk Managers, trading desk, quantitative team as well as other support functions to ensure risk taking adherence to prescribed regulators standards.

  • Monitors business compliance with the firm’s market risk-related policies.


Experience / Competencies:

  • Degree in a quantitative or financial discipline.

  • Relevant experience, ideally in a Risk role.

  • Knowledge of financial instruments and risk metrics. Commodities markets knowledge is desired.

  • Experience in performing data analysis, ideally including handling large set of data/database access (e.g. SQL queries, dashboard designs such as Power BI or Tableau, Python data wrangling).

  • Proficient in Microsoft Office applications.

  • Excellent written and verbal communication skills.

  • Ability to work collaboratively and with people at all levels of the organization, most notably the Trading desk.

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Job Family Group:

Risk Management

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Job Family:

Market Risk

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Time Type:

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Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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