Citi · 8 hours ago
Non-Trading Market Risk Mgmt Ld Analyst
New York New York United States
Full-time
Hybrid
Mid, Senior Level
$188K/yr - $188K/yr
2+ years expCitibank, N.A. is seeking a Non-Trading Market Risk Management Lead Analyst for its New York, New York location. The role involves analyzing potential risks to assets and earnings, conducting risk reporting and analysis, and developing tools and recommendations to limit risk across portfolios and products.
BankingFinanceFinancial Services
Responsibilities
Analyze areas of potential risk to assets, earning capacity, or success of clients
Conduct risk reporting and analysis for Treasury
Establish reporting requirements, develop tools, and make recommendations to limit risk with respect to portfolios and products
Implement projects involving system migrations, regulatory deliverables, and consolidated accrual interest rate risk reporting
Perform analysis on forecasted and historical financial and strategic performance
Monitor and develop new regulatory reporting requirements including Basel III
Extract trade details including deal ID, maturity date, and notional value and export data into advanced financial models
Use Oracle SQL to monitor trading data activity
Use advanced excel functions, Python, and Tableau in risk and trading
Conduct automation of processes to enable future scaling
Work with trading desk to execute risk metrics reporting and analysis
Generate risk metrics for AFS (Available for Sale) and HTM (Held-till-Maturity) securities portfolios, including MBS (Mortgage-backed Securities) and credit products, long-term debt, and derivatives
Analyze DV01, basis risk, and credit and market risk limits of business product
Produce internal and external quarterly stress test reporting metrics
Perform modeling to forecast net interest income in various economic scenarios and predict how sensitive this income is to external shocks, including changes in interest rates
Compute Interest Rate Exposure (IRE) and Economic Value Sensitivities (EVS) and analyze results to forecast risk exposure
Evaluate and explain drivers for variances in interest rate risk exposures
Provide ad-hoc support to portfolio exposures, capital investment, and risk sensitivities
Identify potential improvements and capabilities to increase consistency, transparency, and reliability of accrual risk reporting
Qualification
Required
Requires a Master's degree, or foreign equivalent, in Finance, or related field
2 years of experience as a Fund Accounting Specialist, Risk Analyst, or related position involving analyzing and monitoring credit, market, and regulatory risk for the banking industry
Alternatively, employer will accept a Bachelor's degree in the specified fields and 5 years of progressive, post-baccalaureate experience in the above positions
2 years of experience must include: Modeling to perform income and economic sensitivity analysis
Utilizing advanced excel functions, macros, and software including Python and Tableau during risk and trading reporting modeling
Monitoring portfolio exposures, capital investment, and risk sensitivities
Strengthening Accrual Risk Reporting
Risk Management
Financial Reporting
Financial Regulatory Compliance
Monitoring financial statement disclosures
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
Citi's mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
10001+ employees
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
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Trends of Total Sponsorships
2025 (1386)
2024 (849)
2023 (1375)
2022 (1117)
2021 (876)
2020 (901)
Funding
Current Stage
Late StageLeadership Team
James Monahan
Managing Director / Global Head of Asset Servicing
Naveed Sultan
Managing Director, Chairman, Institutional Clients Group
Recent News
2026-02-04
Business Recorder
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2026-01-20
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