Citi’s Global Markets In-Business Risk (IBR) team is responsible for managing market risk across asset classes and optimizing the business’s return on capital. The role focuses on understanding and mitigating cross-asset portfolio risks arising from trading activities within Citi’s Global Markets division.
Requirements
- Strong in Python and SQL programming skills
- Experience with Big data Apache Hadoop
- Experience with Tableau/PowerBI or other dashboard tools
- Deep data knowledge in Front office Risk, Valuation, Margin, Settlement for OTC Derivatives
- Exceptional analytical and numerical competency. Strong analytical / quantitative background
- Strong MS Excel, Bloomberg, Tableau, and problem-solving skills. Programming skills such as SQL and Python are preferred
- Ability and strong interest to learn and understand various asset classes and associated risks
Responsibilities
- Understand key market risk within Markets’ trading inventory with consideration of key market themes and environments through data analysis. Communicate results daily with head of IBR and trading heads. Help design appropriate hedging strategy as needed.
- Closely track performance of products within Global Markets on a regular basis, understand the drivers of market movements across different asset classes, analyze notable trends to form relative value and forward-looking view of material, concentration, and emerging risks.
- Build front to back holistic understanding of risk and its implications on all attributions of capital, such as Stress losses, Value-at-Risk, etc.
- Hands-on data analysis and explain VAR, Stress testing and RWA for Markets.
- Conduct in-depth statistical analysis of financial data to identify market inefficiencies and develop predictive signals.
- Research and apply cutting-edge quantitative techniques, including machine learning and artificial intelligence, to enhance existing strategies or develop new ones.
- Work with Technology / MQA to develop comprehensive risk monitoring framework to manage overall portfolio risk and capital utilization in a timely manner, propose optimization strategy.
Other
- 10+ years of experience in a related role, such as Trading/Structuring/Research or Quantitative/Data Analysis, for which one of the focuses was centered on managing Market Risk
- Background and knowledge of Fixed Income and equity markets, and Fixed Income product structuring and trading are beneficial
- Cross asset class product and market knowledge is important
- Effective interpersonal skills to develop and maintain relationships
- Consistently clear and concise written and verbal communication
