Market Risk Reporting Senior Analyst (Warsaw) - AVP

Job Description

The Global Market Risk Reporting group are responsible for the production of management and regulatory reporting for various stakeholders, mainly global asset class and Legal Entities Market risk senior management, auditors, and regulators. The Warsaw market risk reporting team provides these services ensuring the accurate and timely reporting of risk metrics for Rates & FX business.

As a member of the Warsaw market risk reporting team, you will be involved in analyzing the market risk exposure of Rates & FX portfolios, providing insightful risk analysis, and managing risk against the firm’s risk appetite via the asset class limits framework. You will bring a strong risk and controls mindset to your daily work and be able to think innovatively when solving problems.  In doing so, you will have the opportunity to further develop your knowledge of financial markets, traded market risk and the Citi’s strategic technology platforms.  

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.  

Job Responsibilities

• Deliver high quality management reporting to market risk senior management using tools to visualize risk within the portfolios and provide meaningful insights on the firm’s risk exposure.
• Generate and validate daily risk reports for the Rates & FX business, covering key metrics such as Value-at-Risk (VaR), sensitivities, stress testing and limit utilization.
• Perform analysis to explain changes in risk exposure, providing insights into drivers behind risk figures, portfolio movements and market trends.
• Monitor risk limits across various market risk metrics, ensuring compliance with internal risk frameworks and regulatory guidelines.
• Work closely with risk managers to understand the risk profiles of different positions and ensure accurate reflection in reports.
• Assist in preparing and submitting reports to comply with regulatory requirements and internal risk management policies.
• 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 firm’s data quality inventory and ensure they are resolved by collaborating with the central data quality remediation teams.

Required Qualifications / Skills:

• 4+ 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 (VaR, sensitivities, Stress Testing), regulatory frameworks like CCAR and financial products, with specific knowledge in Rates (Interest Rates, Bonds, Derivatives) & FX (Markets and products)
• Knowledge of a suitable data science tools, big data platforms and Python would be an advantage.
• Experience with visualization tools such as Power BI, Tableau etc. will be highly desirable.
• Advanced proficiency in Microsoft Office 365 (Excel/ VBA, PowerPoint, Access & SharePoint)
• Strong quantitative and analytical skills to interpret/ troubleshoot complex data, identify trends and offer solutions.
• Excellent communication skills, with the ability to present complex information in a clear and concise manner to senior stakeholders.
• Highly organized, with keep attention to details and the ability to manage multiple priorities effectively.

What We Offer:

• Competitive salary and performance bonuses.
• Opportunities for professional development and career growth.
• A dynamic global work environment in a leading financial institution
• Exposure to cutting edge market risk technology and reporting tool.

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

Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

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Citi is an equal opportunity and affirmative action employer.

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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