Assistant Vice President - Market Risk Reporting

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here.  At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks.  We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning.  You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

The Rates & FX Market Risk Reporting team are responsible for the production of management reporting and dashboards, providing insightful analytics into the both the Rates & FX portfolios and performing the setup and monitoring of Market Risk Limits, on behalf of Global Rates & FX Market Risk Management. The successful candidate will join the team at an exciting time as the team are in the process of delivering on two transformation streams to improve data sourcing from front office platforms and to design and build self-service dashboards thereby transforming the production book of work.

Responsibilities:

• Prepare and distribute risk content on various cadences, monitoring for significant moves / trends and working with the 1st and 2nd line to ensure accurate representation of the firm’s interest rate & FX market risk

• Perform analysis on the Rates & FX portfolios by reviewing standard risk measurement techniques such as VaR/ESF, Factor sensitivities, issuer risk monitoring and stress testing

• Work closely with risk managers to identify trends and emerging risks for the portfolio

• Active participant in Risks transformation book of work to improve controls, clean up the limits & trigger portfolio and enhance self-service dashboards

• Support all additional regulatory and internal reporting requirements

• Ensure a strong control environment is in place for all production deliverables through the execution of controls on the underlying dataset, leveraging automation wherever not already available

• Identification and management of data quality issues ensuring the appropriate representation in the data quality inventory and oversight of the issue, in collaboration with 1st and 2nd line teams and technology.

• Assist in the development and automation of risk reporting processes using the banks reporting toolset Tableau and Python

Qualifications:

• 5-8 years of experience

• Experience in Market Risk Data with a sound understanding of interest rate & FX market risk metrics and financial products will be preferred

• Previous experience in risk management and/or regulatory reporting, data management.

• Clear and concise communication (verbal, written, and visual) and effective relational skills.

• Advanced quantitative/analytical skills, Data Architecture, Data warehouse

• Experience with tools such as Tableau, PowerBI, R, Python, SQL, SAS, Cognos Analytics, or other programs, indicating a progression in technical skills.Experienceworking with senior business stakeholders

• Ability to influence and drive users to adopt strategic solutions​ 

Education: 

• Bachelor's/University degree or equivalent experience

• Certifications such as CPA, FRM or CFA are a plus.

Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Take the next step in your career, apply for this role at Citi today

https://jobs.citi.com/dei

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