Market Risk Reporting and Analytics Specialist

2 weeks ago


Long Island City NY USA, United States Citigroup Inc Full time
About DART (Citi Risk Data, Analytics, Reporting & Technology)

DART is a leading risk modeling and data analytics team within Citigroup Inc. We leverage mathematical modeling and cutting-edge technologies to calculate risk for our organization's largest portfolios. Our team uses visualizations and dashboards to effectively communicate risk to senior stakeholders, ensuring the bank maintains adequate capital during times of crisis.

About the Role

This position is part of our Market Risk Reporting team, focusing on VaR Analysis, VaR Backtesting, Factor Sensitivity analysis, and reporting. The successful candidate will also be responsible for automating existing reports and processes.

Key Responsibilities
  • Prepare timely and accurate analytics, visualizations, and reports for risk managers and senior management.
  • Communicate complex risk exposures and metrics effectively.
  • Analyze, implement, and automate data flows and data controls to enhance processes and efficiency.
  • Collaborate with risk managers, businesses, modelers, and tech teams to design and build analytical applications.
Requirements
  • Undergraduate or master's degree in finance, business, economics, engineering, sciences, or related technical disciplines.
  • Knowledge of or interest in finance, markets, and risk management.
  • Skills in data, analytics, databases, and data quality.
  • Experience with Tableau, PowerBI, or equivalent preferred.
  • Coding skills in Python, R, SAS, or related statistics programs preferred but not required.
  • Market Risk and VaR experience preferred.
Job Details

This is a full-time position located in Long Island City, New York, United States. The salary range is $142,000 to $213,480.00 per year, and Citi offers competitive employee benefits, including medical, dental, and vision coverage, 401(k), life, accident, and disability insurance, and wellness programs.



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