Market Risk Senior Analyst

Citigroup Global Markets Inc. seeks a Market Risk Senior Analyst for its New York, NY location.

Duties: Develop data tools across capital and in-business risk (IBR) to drive front office initiatives. Act as a subject matter expert within the trading eco-system which includes Front office, Middle Office, Market Risk, Counterparty Risk, P&L and Capital. Analyze data and explain Value-at-Risk, Stress testing and Risk-Weighted Assets/TCE for Markets. Work with Markets transformation teams to ensure delivery of critical deliverables that impact IBR framework. Responsible for key market risk identification process within Global Markets' trading inventory with consideration of key market themes and environments through data analysis. Track performances of products within Global Markets and analyze notable trends to form relative value and forward-looking view of risks and capital/Risk-Weighted Assets. Responsible for risk appetite, limit, and capital framework to allow effective-optimization and allocation of risk and capital usage. Build front to back holistic understanding of risk and its implications on all attributions of capital. Support head of In-Business-Risk and business heads to analyze their return on capital and risk appetite ratio. Manage risk limit usage and capital/ Risk-Weighted Assets usage towards limits/ targets established. Assess risk and capital monitoring, control, and governance process within the business, assist with occasional regulatory questions and requirements. Work with Technology / Markets Quantitative Analytics teams to develop risk and capital monitoring framework.

Requirements: Bachelor's degree, or foreign equivalent, in Mathematics, Statistics, Computer Science, or a related field, and three (3) years of experience in the job offered or in a related occupation. Must possess three (3) years of experience with all of the following: Analyzing the price moves of different asset classes within the financial market; Identifying the risk drivers of different market trading products; Experience in hands-on data analysis on large sets of PnL, risk, Time Series data; Utilizing Python programming to build automation tools; Using SQL programming to query the data from various databases and clouds; Identifying daily changes in data such as risk sensitivities, Value at Risk, Stress, and Risk Weighted Assets across Markets business; Developing data analytics tools by working with Technology, Quants and business to optimize risk management process. 40 hrs./wk. Applicants submit resumes at ~~~/ . Please reference Job ID # 24795469. EO Employer.

Wage Range: $160,000.00 to $160,000.00

Job Family Group: Risk Management

Job Family: Market Risk

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Job Family Group:

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Job Family:

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Time Type:

Full time

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Primary Location:

New York New York United States

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Primary Location Full Time Salary Range:

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 ~~~. Available offerings may vary by jurisdiction, job level, and date of hire.

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Anticipated Posting Close Date:

Jan 07, 2025

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Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

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 review Accessibility at Citi (~~~) .

View the "EEO is the Law (~~~) " poster. View the EEO is the Law Supplement (~~~) .

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Citi is an equal opportunity and affirmative action employer.

Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.