Senior Market Risk Manager
4 weeks ago
Citigroup Inc. is seeking a highly skilled Senior Market Risk Manager to join our team. As a key member of our Market Risk organization, you will be responsible for managing price/market risk across a wide range of traded credit products.
Key Responsibilities:- Develop and maintain an independent market risk limits framework with applicable limits and triggers.
- Oversee risk exposure measurement and limit monitoring processes to ensure integrity and independence of reporting.
- Actively participate in the development of business-level stress testing that properly considers risk concentrations by single issuer, risk rating, sector/industry, and geography.
- Perform data-driven market and PAA analysis, and proactively flag key risks and developments to senior management.
- Lead Basel Ex-post Quarterly reviews and drive the transition from Basel 2.5 to FRTB-compliant processes.
- 6 years of experience in a major bank or broker dealer, or experience working in a consulting or technology firm supporting such businesses.
- Excellent project management and organizational skills, with the ability to handle multiple projects at one time.
- Ability to communicate effectively with internal stakeholders from different functions and at all levels of management.
- High attention to detail and accuracy.
- A self-starter with a reasonable level of ambition and drive.
- Bachelor's/University degree, Master's degree preferred.
- Field of study in Finance or Engineering preferred.
Citi offers competitive employee benefits, including medical, dental & vision coverage, 401(k), life, accident, and disability insurance, and wellness programs. Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays are also available.
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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Senior Market Risk Manager
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