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Market Risk Business Analyst, VP (Hybrid)

Employer
Citi
Location
London, United Kingdom
Salary
Competitive
Closing date
Mar 25, 2023

View more

Job Function
Banking
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Market Risk, Business Analyst
The Market Risk Business Analyst will work as part of a team who co-ordinate, plan and perform hands on analysis for HVAR/FRTB with Global Market Risk function. The Market Risk Business Analyst makes contribution to market risk initiatives and projects through risk and project skills. Communication skills are required to collaborate with colleagues in risk as well as other areas making impact on key initiatives. Conduct analysis on risk model, data, and process. Provides support and advice to senior managers and other teams within or outside of risk.

Responsibilities:
  • Analyse and monitor VAR quality, highlight issues in risks, models, data quality and infrastructure
  • Work with quant team, IT, and risk managers to ensure issues are timely understood, reviewed, and addressed
  • Understand the bank's risk infrastructure, contribute to the design and implementation of HVAR platform
  • Keep track of key deadlines/milestones and their changes. Work with project team to promote timely and precise communication across teams.
  • Keep track of ongoing development and issues as well as their solutions and action points
  • Produce regular status reports with focus on key issues, project risks, and counter measures
Qualifications:
  • Degree in a quantitative or financial discipline.
  • Knowledge of financial instruments and risk metrics
  • Excellent written and verbal communication skills
  • Ability to work collaboratively and with people at all levels of the organization
  • Proficient in MS Office applications (Excel/VBA, Word, Power Point) and SQL is beneficial
  • Programming and/or database management experience is beneficial
  • Exposure to historical simulation VAR and related processes in a market risk environment is beneficial
  • Exposure for nonlinear product/model is beneficial
  • A quantitative degree is beneficial
Education:
  • Bachelor's/University degree, Master's degree preferred
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
-------------------------------------------------
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.

Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi .

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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