AVP, Market Risk Manager

The AVP, Market Risk Manager is responsible for measuring, monitoring and analyzing the market risk exposure on a day-to-day and long-term basis for various financial products and business areas. Supports legal entity oversight. Engages with risk teams regionally and globally to coordinates risk management activities across Citi’s organization. Strong communication and diplomacy skills are required.

Market risk pertains to potential loss due to market movements such as changes in interest rates, equity prices, credit spreads and foreign exchange rates. Individuals monitor trading limits and are responsible for approving transactions over certain established limits. Work with traders or trading management and recommend actions to mitigate risk. Responsible for monitoring and analyzing the organization’s risk exposure by understanding the risks and rewards of the Citi products. Structures solutions to mitigate risks of those products.

Responsibilities:

• Oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting across products, businesses and legal entities. Maintain and develop market risk limits framework with applicable limits and triggers

• Work closely with risk managers responsible for individual product areas, desks and regions

• Support coverage of NA Legal Entities. All MLEs

• Work with senior risk managers in specific areas and governance programs

• Facilitate analysis, develop associated analytical tools and reporting as required

• Participate in the development and advancement of stress testing, concentration risk monitoring, implementation and upgrade of risk systems

• Well defined mid to long term projects in working with senior mentors that require technical skills and strategic planning, enabling development in analytical capacity and critical thinking

• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm's reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency, as well as effectively supervise the activity of others and create accountability with those who fail to maintain these standards.

Qualifications:

• 2+ years relevant experience

• Degree in a quantitative or financial discipline.

• Knowledge of financial instruments and risk metrics. Quantitative skills including mathematics involved in risk estimation and modelling

• Excellent written and verbal communication skills. Must be a self-starter, flexible, innovative, and adaptive. Ability to work collaboratively and with people at all levels of the organization

• Excellent project management and organizational skills and capability to handle multiple projects at one time

• Proficient in MS Office applications (Excel/VBA, Word, PowerPoint) and SQL. Experience in performing data analysis

Education:

• Bachelor’s/University degree or equivalent experience

This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.

Aid coverage of NA Legal Entities. All MLEs.

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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.

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