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Market Risk Manager

Job ID 20228626 Primary Location Sydney, Australia; Job Category Risk Management
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The Market Risk Manager is responsible for measuring, monitoring and analysing the organisation’s market risk exposure on a day-to-day and long-term basis for various financial products. Market risk pertains to potential loss due to market movements such as changes in interest rates, equity prices, credit spreads and foreign exchange rates. Individuals monitor trading limits and are responsible for approving transactions over certain established limits. Work with traders or trading management and recommend actions to mitigate risk. Responsible for monitoring and analysing the organization’s risk exposure by understanding the risks and rewards of the Citi products. Structures solutions to mitigate risks of those products.


  • Work with trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
  • Collect and aggregate data from multiple industry specific sources
  • Facilitate analysis and meaningful reporting of the data
  • Work with senior risk managers in market specific compliance programs
  • Develop and maintain an appropriate autonomous market risk limits framework with applicable limits and triggers
  • Autonomously monitor business compliance with the firm’s market risk-related policies
  • Assist in product specific risk reporting and limit monitoring
  • Oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting
  • Participate in the development of business-level stress testing that properly considers risk concentrations by single issuer, risk rating, sector/industry and geography; review results and assess appropriate follow-up actions
  • Support market risk management projects in multiple areas, including FRTB (Fundamental Review of the Trading Book)
  • Assist the Australia market risk managers in day-to-day market risk processes
  • Located on the trading floor with frequent interaction with traders and finance in relation to risk exposure, regulatory reporting, price verification and market value adjustments


  • A minimum of five to ten years’ experience in the financial services sector, prior experience in market risk management or trading environment will be essential
  • An undergraduate degree in a quantitative or financial discipline. Postgraduate degree is preferred.
  • Ability to work with people in front office, finance and system support
  • Knowledge of financial instruments and risk metrics • Quantitative skills including mathematics involved in risk estimation and modelling • Excellent written and verbal communication skills • Must be a self-starter, flexible, innovative and adaptive • Ability to work collaboratively and with people at all levels of the organization • Work collaboratively with regional and global partners in other functional units; ability to navigate a complex organization • Excellent project management and organizational skills and capability to handle multiple projects at one time • Experience in performing data analysis
  • Ability to identify issues, take initiative and operate with limited supervision
  • Ability to work well as part of a team, and deliver a common objective with cross function team sets


Job Family Group:

Risk Management


Job Family:

Market Risk


Time Type:


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