The Global Market Risk Reporting group are responsible for the production of management and regulatory reporting for various stakeholders, including Global Market Risk and Legal Entities with IMA permission for Market Risk. The Warsaw Legal Entity reporting team provides these services for Citi’s European legal entities as well as execution of IMA governance activities.
As a Lead Analyst in market risk reporting team, you will be taking part in regional and global initiatives focused on risk transformation and dealing directly with senior stakeholders from various groups.
The position requires exceptional people with project management skills, a strong work ethic, solid market risk analytic skills, exceptional verbal and written communication skills, and the ability to troubleshoot and follow up on problems while working under a very tight daily production cycle.
This position will give the individual exposure to:
- Understanding of market risk factors that affect VaR, SVAR, IRC, CRM, Securitization, and Standard Specific Model Risk.
- Deal with regulators and auditors to ensure compliance with policies and procedures
- Participate in risk committees about internal controls supporting Citi EMEA entities
- Contribution to Risk transformation (Automation and enhancement of Risk & Control framework)
- Understanding the relationship between VaR and the risk factors, volatilities, and correlations that go into the statistical calculation to the point where the VaR can be broken down, analyzed, and potentially corrected.
- Develop, leverage, and maintain relationships across varying levels of management and function to ensure a high degree of accuracy in Citi VaR & global market risk
- Manage and escalate the follow-ups to reconciliation discrepancies with feed support in a timely manner.
Job Responsibilities
- Utilize the appropriate tools and modern techniques to appropriately visualize the firms market risk exposure
- Deliver high quality management reporting to market risk senior management using tools to visualize risk within the entities and provide meaningful insights on the firms risk exposure
- Participate in the preparation of market risk inputs to EU & UK regulatory reporting e.g. COREP, Pillar disclosures and daily backtesting processes
- Develop an understanding of legal entity/portfolio risk management, financial products and their market risk exposure profiles
- Document evolving market risk reporting requirements and work with Risk IT to deliver data and content changes
- Identify data quality issues, record them in the firms data quality inventory and ensure they are resolved by collaborating with the central data quality remediation teams.
Required Qualifications:
- 5+ years experience working in Risk or Finance.
- The ideal candidate will have a BS or BA in a related science discipline with a master or relevant financial qualification (FRM/CFA) being an advantage.
- Good knowledge of market risk metrics and financial products.
- Superior project management & communication skills
- An appreciation of market risk regulatory risk based capital rules for the ECB, FED or PRA.
- Knowledge of a suitable data science tools, big data platforms and/or Python is required.
- A good understanding of data manipulation techniques using industry standard data pipeline tools will be advantageous.
- Experience with visualization tools such as Power BI, Tableau etc. will be highly desirable.
We offer:
- Work in a challenging area of the financial industry with one of the world's leading companies with exposure to variety of products, processes and controls.
- Cooperation with a high quality, international, multicultural and global team.
- Work in a friendly and diversified environment, appreciating differences in style and perspective and using them to add value to decisions leading to organizational success.
- Management supporting balanced and agile work (flexible working hours, home office).
- Attractive benefits package (Benefit System, medical care, pension plan etc.).
- A chance to make a difference with various affinity networks and charity initiatives.
#LI-MM1
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Job Family Group:
Risk Management
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Job Family:
Risk Reporting
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Time Type:
Full time
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