Global Markets Finance - Counterparty Exposure - VP
- Individual will be responsible for working as part of a team responsible for measuring, monitoring and controlling risk for business across ICG MSS.
- Analyzing portfolios and businesses, (with a focus on Counterparty and collateral risk) to ensure the risks are being properly measured and controlled in accordance with the firm's risk policies. Job Background/context :
- In-Business Risk (IBR) is a global team supporting the Head of Markets Financing who reports to the co-heads of ICG MSS.
- This In-Business Risk (IBR) role (DSFT Risk Manager) will support the Head of DSFT risk management in BAU activities
- To fulfill this role, a risk professional is required who has a market or credit risk background Key Responsibilities:
- Day to day oversight of BAU activities including analytics and risk reporting
- Provide SME support to businesses on risk related activities
- Actively liaise and coordinate with businesses on new product identification, limits, stress testing, etc.
- Monitor client portfolios to ensure that risks are controlled
- Develop and utilize risk management tools for the measurement, monitoring and management of exposure.
- Perform standard daily and weekly analysis as well as customized risk analysis. Communicate key findings to senior management.
- Put together presentations and documents for internal and external use on various topics including describing the functions of the Risk Group, stress methodologies, and summarizing risk issues
- Analyzing control environment including periodic review of the control environment, vetting of new systems, processes, policies and procedures associated and related to market and/or credit risk and ensuring they are in sync with market practices. Development Value:
- The team is new giving opportunity to expand the role as the function grows.
- Learn about DSFT risk management and Financing products more broadly
- Build solid market/credit Risk experience as we use cutting-edge risk models and techniques Knowledge/Experience:
- Experience with managing market or credit risk
- Relevant market risk experience across multiples asset classes including rates, equities, credit and commodities Skills:
- Development and implementation of class leading risk methodologies, margin models and technology.
- Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product
- Ability to work well with cross-functional teams from Business, Credit, Operations and Compliance
- Strong written and verbal communication skills
- Sound risk and business judgment
- Stress testing skills essential, instrument modelling skills desirable.
- Strong Excel skills ideally incorporating VBA (Visual Basic for Applications)
- Programming skills in Python, R or other statistical languages is a plus Qualifications:
- Bachelor's degree required
- Major in Mathematics, Science or Finance/Economics is highly preferred Competencies:
- Good communicator.
- Strong analytical skills.
- Strong problem solving abilities
- Excellent written and oral communication skills
- Ability to work independently as well as in a team environment.
Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - US
Time Type :
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity CLICK HERE .
To view the "EEO is the Law" poster CLICK HERE . To view the EEO is the Law Supplement CLICK HERE .
To view the EEO Policy Statement CLICK HERE .
To view the Pay Transparency Posting CLICK HERE .