XVA Market Risk Reporting Analyst

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in Market Risk, leading a BAU team in delivering regulatory reporting, and insightful MI & analytics while driving key initiatives across the bank in a challenging environment.

By Joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team Overview

The XVA Market Risk Reporting team is responsible for the production of management reporting and dashboards, providing insightful analytics into the XVA portfolio and performing the setup and monitoring of Market Risk Limits, on behalf of Global XVA Market Risk Management.   The Issuer Risk team provides similar services reviewing market risk at Single Name / Issuer level

The role requires a sound understanding of market risk concepts, specifically XVA Risks in the trading book.  The successful candidate will join the team at an exciting time as the works continue the firmwide strategy in simplifying processes and artefacts through the design and deployment of efficient self-service management tools pivoting the operating model to provision of insightful MI and analytics to support Global Market Risk and the Markets business.

What you’ll do

• Prepare and distribute XVA 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 XVA Market Risk.
• Perform analysis on the XVA portfolio by reviewing standard risk measurement techniques such as VaR, Factor sensitivities, issuer risk monitoring and stress testing.
• Work closely with risk managers to identify trends and emerging risks for the portfolio through a combination of Tableau dashboards and building out analysis capabilities from central big data platforms.
• Active participant in Risks transformation book of work providing support on a range of activities including, but not limited to, the analysis of XVA data flows from 1st to 2nd line systems and Global XVA dashboard design & implementation.
• 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 tagging 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.
• Also be responsible for transformation of Issuer Risk reporting framework as we look to evolve the issuer risk monitoring methodology. This will require close interaction with Market Risk Managers.

What we’ll need from you:

• 6+ years experience working in Risk or Finance within a large bank.
• The ideal candidate will have a BS or BA in a related science discipline with a masters or relevant financial qualification (FRM/CFA) being an advantage.
• Good knowledge of relevant Market Risk metrics and financial products in the equities space.
• Ability to work autonomously or as part of a team on project deliverables.
• Excellent analytical, problem solving, and troubleshooting skills are a must.
• A good understanding of data manipulation techniques using industry standard data pipeline tools will be advantageous.
• Experience using Tableau is a must have with Python coding skills highly desirable.

What we can offer you:

By joining Citi Solutions Center 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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