Global Markets Finance - Counterparty Exposure - VP Global Markets Finance - Counterparty Exposure -  …

in New York, NY
Permanent, Full time
Be the first to apply
in New York, NY
Permanent, Full time
Be the first to apply
Global Markets Finance - Counterparty Exposure - VP
VP - Counterparty Exposure
Job Purpose:
  • 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.
  • Entrepreneurial.
  • 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 :
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