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Citi · 1 week ago

In Business Risk Desk Strat, Director

New York, NY

Full-time

Onsite

Senior Level, Lead/Staff

$200K/yr - $300K/yr

10+ years exp

Citi is a leading global bank, and they are seeking a Director for their Global Markets In-Business Risk team. This role focuses on managing market risk across various asset classes and optimizing the business's return on capital through data analysis and strategic risk management.

BankingFinanceFinancial Services

H1B Sponsor Likely

Responsibilities

Understand key market risk within Markets’ trading inventory with consideration of key market themes and environments through data analysis. Communicate results daily with head of IBR and trading heads. Help design appropriate hedging strategy as needed

Closely track performance of products within Global Markets on a regular basis, understand the drivers of market movements across different asset classes, analyze notable trends to form relative value and forward-looking view of material, concentration, and emerging risks

Understand the firm’s risk appetite, limits and our capital framework to allow effective optimization and allocation of risk

Build front to back holistic understanding of risk and its implications on all attributions of capital, such as Stress losses, Value-at-Risk, etc

Support the Head of IBR and Business Heads to analyze their return on capital and risk appetite ratio

Work closely with independent risk teams (2nd Line of Defense) in sizing appropriate risk limits for the overall business and monitor risk limit utilizations across businesses

Developing data analytics tool by working technology, quants and asset class IBR team to help efficiency for 1st risk management

Hands-on data analysis and explain VAR, Stress testing and RWA for Markets

Conduct in-depth statistical analysis of financial data to identify market inefficiencies and develop predictive signals

Research and apply cutting-edge quantitative techniques, including machine learning and artificial intelligence, to enhance existing strategies or develop new ones

Work with Technology / MQA to develop comprehensive risk monitoring framework to manage overall portfolio risk and capital utilization in a timely manner, propose optimization strategy

Qualification

Market Risk ManagementData AnalysisQuantitative TechniquesPython ProgrammingSQL ProgrammingBig Data (Apache Hadoop)Tableau/PowerBIStatistical AnalysisFront Office Risk KnowledgeInterpersonal SkillsCommunication SkillsAttention to DetailProblem-Solving Skills

Required

10+ years of experience in a related role, such as Trading/Desk Strat or Quantitative/Data Analysis, for which one of the focuses was centered on managing Market Risk

Background and knowledge of Fixed Income and equity markets, or Fixed Income products are important

Must have experience with Big data Apache Hadoop, building tools using AI, Database, Tableau/PowerBI or other dashboard tools

Effective interpersonal skills to develop and maintain relationships

Consistently clear and concise written and verbal communication

Exceptional analytical and numerical competency

Strong analytical / quantitative background

Strong in Python and SQL programming skills

Knowledge in Front office Risk, Valuation, Margin, Settlement for OTC Derivatives

Excellent technical, diagnostic, and troubleshooting skills by working with Technology

Excellent in building professional relationships with staff and clients

Excellent communication, motivational, and interpersonal skills

Must have strong attention to detail, be self-motivated and inquisitive with an interest in financial markets and trading

Strong MS Excel, Bloomberg, Tableau, and problem-solving skills. Programing skills such as SQL and Python are preferred

Ability and strong interest to learn and understand various asset classes and associated risks

Preferred

Bachelor's degree or master's degree. Preferably Engineering, Statistics, or Finance

Benefits

Medical, dental & vision coverage

401(k)

Life, accident, and disability insurance

Wellness programs

Paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Company

Citi

Glassdoor3.8

Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Founded in 1812

San Antonio, Texas, USA

10001+ employees

https://www.citi.com

H1B Sponsorship

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