Senior Market Risk Manager

4 weeks ago


New York, New York, United States Citigroup Inc Full time
Job Summary

We are seeking a highly skilled Senior Market Risk Manager to join our team at Citigroup Inc. This is a critical role that requires a deep understanding of market risk management and a strong analytical mindset.

Key Responsibilities
  • Support the Global Spread Product Senior Group Market Risk manager in managing price/market risk across multiple trading desks.
  • Develop and maintain an independent market risk limits framework with applicable limits and triggers.
  • Actively participate in the development of business-level stress testing and review results to determine follow-up actions.
  • Perform data-driven market and PAA analysis, flagging 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.
Requirements
  • 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 simultaneously.
  • Ability to communicate effectively with internal stakeholders from different functions and at all levels of management.
  • High attention to detail and accuracy, with a self-starter mentality and a reasonable level of ambition and drive.
  • Knowledge of financial instruments and risk metrics, with proficiency in MS Office applications (Excel/VBA, Word, PowerPoint).
Education

Bachelor's/University degree, with a Master's degree preferred. Field of study in Finance or Engineering preferred.



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