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Citi · 1 day ago

Risk Reporting Senior Analyst

Getzville, NY

Full-time

Hybrid

Mid, Senior Level

$87K/yr - $100K/yr

3+ years exp

Citi is a global financial services company, and they are seeking a Risk Reporting Senior Analyst. The role involves reviewing and submitting daily regulatory reports, conducting data analysis of risk drivers, and coordinating with Risk Management to ensure compliance with portfolio limits.

BankingFinanceFinancial Services

H1B Sponsor Likely

Responsibilities

Review and submit daily regulatory reports, including Value-at-Risk (VaR) and Stressed Value-at-Risk (Stressed VaR) for portfolio limits, factor sensitivity by risk asset class, and global stress testing limits

Provide ad hoc in-depth data analysis of key drivers of risk to support Market Risk Management when there are unexpected VaR moves using Excel, VBA, and Access

Monitor daily exposure changes and coordinate with Risk Management to make sure Top of the House Limits are correctly reflected in Limit Central

Perform regulatory VaR back-testing required for evaluation of the VaR model used in calculation of risk-based capital and can impact the capital multiplier

Perform the daily back-testing by benchmarking Basel 3 Monte Carlo simulation VaR against historical profit and loss

Use knowledge of VaR and buy and hold profit and loss for timely follow ups

Perform analysis on VaR and Market factors, and confirm variances in preparation of various regulatory filings, including 10-Q, 10-K, Earnings, Pillars, and FFIEC submissions

Use data analysis and data visualization skills to reduce end user computing by building new Tableau processes of enhanced efficiency and streamlined workflows

Provide market risk metric analysis using Access and Tableau

Transfer report or process from VBA and Access to Tableau

Qualification

VaR monitoringData analysisExcelVBAAccessMarket risk metricsBack-testingVariance analysisPortfolio analysisMarket factor analysisReport process automationTableau

Required

Requires a Master's degree, or foreign equivalent, in Mathematics, Economics, Financial Risk Management, or related quantitative field

1 year of work or internship as a Financial Data Analyst, Quantitative Analyst, or related position involving market risk metrics and VaR monitoring, reporting and analysis within the financial services industry

Alternatively, employer will accept a Bachelor's degree in the stated fields and 3 years of the specified progressive, post-baccalaureate experience

1 year of experience must include: Clean buy and hold profit and loss

Data analysis using Excel, VBA, and Access

Market risk metrics monitoring, reporting and analysis

Market factor analysis

Back-testing

Variance analysis

Portfolio analysis

Report process automation using Excel, and VBA

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

Citi has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)

Distribution of Different Job Fields Receiving Sponsorship

Represents job field similar to this job

Trends of Total Sponsorships

2025 (1386)

2024 (849)

2023 (1375)

2022 (1117)

2021 (876)

2020 (901)