Market Risk Senior Officer I

Citibank, N.A. seeks a Market Risk Senior Officer I for its New York, New York location.

Duties: Identify and evaluate market risks associated with the Latin America (LATAM) Rates and FX market. Identify main risks and stress events.  Work on and perform ad-hoc scenarios. Review and approve limits risk framework for these desks. Monitor compliance with risk limits/triggers. Ensure limits are properly set with respect to risk taking and risk appetite. Contribute to the development of metrics used to satisfy regulatory requirements and stress testing processes. Communicate with trading desks at a senior level, challenging assumptions and risk taking as appropriate as well as working towards solutions for improved risk management. Review and understand new business proposals ensuring risks from these desks can be fully captured within the firm’s systems. Review and understand rates and FX trading products and their risks as well as contributing to build tools to analyze portfolio risks and individual trades. Work with other teams to ensure that the reported risks are correct; leading resolution of any technology issues. Work closely with other support areas for these desks including Financial Control, Price Verification and the Model Validation groups within the organization to ensure proper controls are in place. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master’s degree, or foreign equivalent, in Business Administration, Economics, Finance, Risk Management or related field and 5 years of experience as a Market Risk Analyst, Vice President, Risk Manager, Market Risk Manager, or related position involving market risk analysis for a global bank. Alternatively, employer will accept a Bachelor’s degree, or foreign equivalent, in the stated fields, and 7 years of the specified progressive, post-baccalaureate experience. 5 years of experience must include: Analyzing global financial markets, market risk, and financial models; Performing statistical analysis to monitor risk exposures; Utilizing VBA, Bloomberg, or Reuters Refinitiv to conduct quantitative analysis and market analysis. Must also have 2 years of experience with the following: Utilizing knowledge of economic theory, emerging market dynamics and LATAM country specific condition to monitor country-specific economic drivers and market risk; and Presenting to management on portfolio risks. Applicants submit resumes at https://jobs.citi.com/. Please reference Job ID #25852716. EO Employer.

Wage Range:                $198,003 to $238,200

Job Family Group:        Risk Management

Job Family:                  Market Risk

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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