The LATAM and Material Legal Entity Market Risk Reporting Lead is part of Citi’s Risk Management community. Within Risk Management the role sits within the Data, Analytics, Reporting and Technology (DART) function and will lead the team responsible for LATAM and Material Legal Entity Market Risk Reporting Market Risk Reporting and Analysis. The candidate will support the transformation of the reporting processes and organizational remediation programs for data, BCBS 239 compliance, and migration to modern reporting platforms.

The successful candidate will demonstrate a history of managing Market Risk Reporting functions / processes, supporting initiatives, and will need to display a comprehensive understanding of Market Risk Fundamentals and the necessary regulatory and good governance requirements. Excellent communication skills are required in order to navigate teams effectively, often at a senior level and with various Regulatory bodies.

Responsibilities:

• Manage the production and analysis of Market Risk based reports including a full suite of metrics such as VaR, SVaR, Factor Sensitivities, and Stress Testing
• Preparation of regular and time-sensitive analytics, visualizations and reports to the Risk Managers, Senior Management, and Regulators
• Work with the Market Risk Managers to define and document key reporting metrics and execute migration of reports to modern reporting platforms.
• Support the drive towards BCBS 239 compliance for Key Risk Reports
• Participate in support of Data Governance, Data Services and Data Quality initiatives inclusive of the creation and execution of data uses case across the organization to improve the quality of information utilized for Market Risk
• Build relationships with key internal and external stakeholders
• Implementation and enhancement of key controls and maintenance of associated process documentation
• Provide ad-hoc support and analysis

Qualifications:

The core strengths required for this position include but are not limited to:

• Bachelor’s or Master’s degree in Finance, Economics, Science, or related analytical fields
• 12+ years of relevant work experience with a strong emphasis on Market Risk Reporting and Data Analytics or Finance related function
• Strong Leadership Skills with demonstrated experience managing / leading a team, influencing, and negotiation skills
• Substantial experience in the Financial Services industry with a strong understanding of financial products and market risk across asset classes, and experience interacting with senior management
• Ability to process and understand various data structures and present data from insightful and actionable perspectives
• Demonstrated ability for problem solving, attention to detail, and the capability to manage effectively against deadlines
• Strong communication, organization & interpersonal skills required to effectively communicate, collaborate, and lead cross functional initiatives across multiple areas of the organization
• Advanced skills in data, analytics, databases, data quality.
• Experience in Tableau, PowerBI or equivalent preferred.
• Coding in Python, R, SAS (or related statistics programs)
• Advanced English Skills required

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Job Family Group:

Risk Management

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Job Family:

Risk Analytics, Modeling, and Validation

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Time Type:

Full time

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