Market Risk Senior Supervisor
hace 6 meses
**Responsibilities**:
- Produce daily and weekly market risk reports which monitor factor sensitivity, VAR and issuer exposures against independent market risk limits.
- Provide information to both Market Risk Management and the business for audit, stress testing and ad-hoc related queries.
- Develop and maintain close working relationships with Risk Management, Business Units and other Control groups.
- Raise, investigate and follow-up on issues related to data quality, limit excesses, etc.
- Maintain data metrics measuring the market risk infrastructure and performance of risk systems and processes for the front office.
- Devise and improve processes to aggregate factor sensitivity (market risk) and issuer risk across various trading platforms.
- Evaluate redundancies and inefficiencies in daily tasks to continually improve productivity.
- Develop an understanding of financial markets and market factors that affect risk exposure of the business.
- Learn market risk terms, units of measurement and risk management techniques utilized byautonomous risk managers.
- Additional duties as assigned
- Supervise a team of junior risk staff. Contributes to decisions regarding hiring, compensation, performance appraisals, staff development, training, etc.
**Qualifications**:
- 2-5 years experience
- Degree in a Quantitative or Financial discipline.
**Education**:
- Bachelor’s/University degree or equivalent experience
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
**Qualifications**:
- 1-3 years experience
- **Job Family Group**:
Risk Management
- **Job Family**:
Market Risk
- **Time Type**:
Full time
- 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.
View the "**EEO is the Law**" poster. View the **EEO is the Law Supplement**.
View the **EEO Policy Statement**.
View the **Pay Transparency Posting
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