Senior Market Risk Manager

6 days ago


New York, New York, United States Citigroup Inc Full time
Job Title: Senior Market Risk Manager

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.
  • Work closely with trading desks to ensure that all relevant market risk factors are properly identified and captured in official risk systems.
  • Oversee risk exposure measurement and limit monitoring processes to ensure integrity and independence of reporting.
  • Participate in the development of business-level stress testing that 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.
Requirements:
  • 6+ years' 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 once.
  • 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.
Education:

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

Benefits:

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.



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