Market Risk Senior Manager

hace 1 semana


Xico, México Citi A tiempo completo

**Job Summary**:

Citi is seeking a highly skilled Market Risk Senior Supervisor to join our team. As a key member of our Market Risk Management group, you will be responsible for producing daily and weekly market risk reports that monitor factor sensitivity, Value-at-Risk (VAR), and issuer exposures against independent market risk limits.

**Key Responsibilities**:

• Provide critical information to 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.

• Identify and investigate issues related to data quality, limit excesses, and other market risk-related matters.

• Maintain data metrics measuring the market risk infrastructure and performance of risk systems and processes for the front office.

• Design 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 a deep 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 by autonomous risk managers.

• Additional duties as assigned.

• Supervise a team of junior risk staff, contributing to decisions regarding hiring, compensation, performance appraisals, staff development, training, and other personnel-related matters.

**Requirements**:

• 2-5 years of experience in a quantitative or financial discipline.

• Bachelor's/University degree or equivalent experience.

• Strong analytical and problem-solving skills.

• Excellent communication and interpersonal skills.

• Ability to work in a fast-paced environment and prioritize multiple tasks.

• Strong understanding of financial markets and risk management principles.

• Proficiency in risk management software and tools.

**About Citi**:

Citi is an equal opportunity and affirmative action employer. We are committed to diversity and inclusion in the workplace.



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