Market Risk Reporting Rates & FX Analyst - Assistant Vice President

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your market risk, financial markets and data science skill sets to the Global Market Risk Reporting team, supporting the Rates & FX asset classes.

By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview:

The Rates & FX Market Risk Reporting team are responsible for the production of management reporting and dashboards, providing insightful analytics into the both the Rates & FX portfolios and performing the setup and monitoring of Market Risk Limits, on behalf of Global Rates & FX Market Risk Management.

The successful candidate will join the team at an exciting time as the team are in the process of delivering on two transformation streams to improve data sourcing from front office platforms and to design and build self-service dashboards thereby transforming the production book of work.

What you’ll do:

• Prepare and distribute risk content on various cadences, monitoring for significant moves / trends and working with the 1st and 2nd line to ensure accurate representation of the firm’s interest rate & FX market risk
• Perform analysis on the Rates & FX portfolios by reviewing standard risk measurement techniques such as VaR/ESF, Factor sensitivities, issuer risk monitoring and stress testing
• Work closely with risk managers to identify trends and emerging risks for the portfolio
• Active participant in Risks transformation book of work to improve controls, clean up the limits & trigger portfolio and enhance self-service dashboards
• Support all additional regulatory and internal reporting requirements
• Ensure a strong control environment is in place for all production deliverables through the execution of controls on the underlying dataset, leveraging automation wherever not already available
• Identification and management of data quality issues ensuring the appropriate representation in the data quality inventory and oversight of the issue, in collaboration with 1st and 2nd line teams and technology
• Assist in the development and automation of risk reporting processes using the banks reporting toolset Tableau and Python.

What we’ll need from you:

• 3+ years experience working in Risk or Finance within a large financial institution
• A keen interest in financial markets and risk management practices with a sound understanding of interest rate & FX market risk metrics and financial products
• Ability to work autonomously or as part of a team on project deliverables
• Excellent analytical, problem solving, and troubleshooting skills are a must
• Experience using Tableau or Power BI together with python coding skills would be highly beneficial
• A data mindset with an understanding of data manipulation techniques, use of SQL and data workflow tools (e.g. Alteryx) are all desirable
• The ideal candidate will have a BS or BA in a related science discipline with a masters
• A relevant financial qualification (completed or inflight) such as FRM or CFA would be an advantage.

What we can offer you:

You will have the opportunity to work closely with both global market risk management and the markets business, in developing your financial markets and market risk management.

By joining Citi Solutions Center Poland, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits such as:

• Private Medical Care Program
• Life Insurance Program
• Pension Plan contribution (PPE Program)
• Employee Assistance Program
• Paid Parental Leave Program (maternity and paternity leave) 
• Sport Card
• Holidays Allowance
• Sport and team recreation activities
• Special offers and discounts for employees
• Access to an array of learning and development resources 
• A discretional annual performance related bonus
• A chance to make a difference with various affinity networks and charity initiatives

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day.  We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive. 

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities. 

#LI-TM3

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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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Most Relevant Skills

Analytical Thinking, Computer Programming, Constructive Debate, Data Analysis, Escalation Management, Management Reporting, Policy and Procedure, Policy and Regulation, Risk Controls and Monitors, Risk Identification and Assessment.

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Other Relevant Skills

Credible Challenge, Laws and Regulations, Referral and Escalation, Risk Remediation.

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

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