Risk Reporting Officer - VP

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your strong communication and diplomatic skills; to liaise with representatives of Global Market Risk, Market Risk Analytics, Risk Control, Risk Reporting, Front Office Risk Technology teams and the Market Risk Technology team.

This role will focus on FRTB Standardized Approach (FRTB SA) and FRTB Standardized Approach-Credit Value Adjustment (FRTB SA-CVA) related feed integration projects. Applies in-depth knowledge of the end-to-end testing process lifecycle for all Markets businesses including GSP, Commodities, Equities, Rates, Foreign Exchange Local Markets (FXLM), and Standardized Approach-Credit Value Adjustment (SA-CVA). Oversees the evolution of the techniques, processes and tools used by the Data Demand & Testing team.

What you’ll do:

• Receives requests from feed providers and market risk managers for risk integration User Acceptance Testing (UAT) projects.
• Solicits standard requirements document, verifies validity, creates project JIRA and entry into the Data Demand & Testing Book of Work.
• Engages with front office risk providers and Risk IT in order to load test data.
• Performs analysis of Factor Sensitivities (FS), VaR and Fundamental Review of the Trading Book Standardized Approach (FRTB SA) outputs from CRMR and provides to stakeholders for approval.
• Obtains approval from Risk Management, Risk Analytics, Risk Control and Risk Reporting.
• Drafts and publishes Notice of Release upon receipt of requisite approvals.
• Works with technology to ensure system enhancements are aligned with the needs of management reporting.
• Supports management with preparation of materials tracking automation progress.
• Trains new team members in standard methodologies and tools.
• Has the ability to operate with a limited level of direct supervision.
• Can exercise independence of judgement and autonomy.
• Acts as SME to senior stakeholders and /or other team members.
• 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 behaviour, conduct and business practices, and escalating, managing and reporting control issues with transparency.

What we’ll need from you:

• Broad knowledge of financial products and understanding of the performance and data attributes of key asset classes, essential.
• IT / Excel / Access / Oracle / SQL / VBA - essential (Product modelling / quant skills optional).
• 3+ years in Risk / Technology/ Banking role.
• Understanding of Market Risk measures: factor sensitivities, VaR, Stress Testing.
• Solid grounding in bank regulations as they impact market risk management, including FRTB Standardized Approach (FRTB SA),FRTB Internal Models Approach, Basel 2.5, Dodd-Frank, Volcker, etc.
• Good decision-making skills, with the ability to interact with stakeholders across Risk Management, Risk Technology and Front Office teams, required.
• Strong Project Management skills, required.

• Bachelor’s/University degree, Master’s degree preferred.

By joining Citi Solutions Centre Poland, 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:

• Private Medical Care Program
• Life Insurance Program
• Pension Plan contribution (PPE Program)
• Employee Assistance Program
• Paid Parental Leave Program (maternity and paternity leave) 
• Sport Card
• Holidays Allowance
• Sport and team recreation activities
• Special offers and discounts for employees
• Access to an array of learning and development resources 
• A discretional annual performance related bonus
• A chance to make a difference with various affinity networks and charity initiatives.

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 energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

#LI-TM3

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Citi is an equal opportunity and affirmative action employer.

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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