Market Risk Reporting Lead Analyst

Citi’s Risk Management organization oversees Citi’s risk governance framework and risk appetite, ensures all risks generated by the firm’s businesses are measured, reviewed, and monitored on an ongoing basis.

We’re currently looking for a high calibre professional to join our team as Market Risk Reporting Lead Analyst.  Being part of our team means that we’ll provide you with the resources to meet your unique needs, empower you to make healthy decision and manage your financial well-being to help plan for your future.

The Role

• 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 team provides these services for Citi’s European legal entities as well as execution of IMA governance activities.
• 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.  

The position will give the individual exposure to

• Contribution to Risk transformation (Automation and enhancement of Risk & Control framework)
• 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
• 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, analysed, 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.

What you will be doing

• 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 firm’s risk exposure
• Participate in the preparation of market risk inputs to EU & UK regulatory reporting e.g. COREP, Pillar disclosures and daily back testing 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 firm’s data quality inventory and ensure they are resolved by collaborating with the central data quality remediation teams.

What we need from you

• Proven track record of success working in Risk / Finance environments
• Experience with visualization tools - Tableau expert would be advantageous
• Good knowledge of market risk metrics and financial products
• Superior project management & communication skills
• A good understanding of data manipulation techniques using industry standard data pipeline tools will be advantageous
• Bachelor’s University degree, preferred in a related science discipline with a master or relevant financial qualification (FRM/CFA) being an advantage.

What we offer

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

We value our talented employees, and whenever possible strive to help one of our associates grow professionally before recruiting new talent to our open positions. If you think the open position, you see is right for you, we encourage you to apply!

Our people make all the difference in our success.

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Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks.  We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning.  You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

#LI-RG6

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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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