Vacancy expired!
Located on the Trading Floor, Citi’s Secured Counterparty Exposure team structures umbrella trading-programs for clients, optimizing risk vs profitability. Accordingly, the group increases Citi’s fee-based revenue and market-making execution. Employing risk-based solutions across asset classes; the desk aims to increase Citi’s profitability while managing the firm’s risk in times of market volatility and stress. Key responsibilities of the group include risk analysis, risk identification, exposure monitoring and stress testing.Based in New York the individual will interact with clients and internal stakeholders to provide customized solution to optimize their portfolios from a revenue, risk and regulatory perspective. The role requires candidates to have strong background in risk, finance and knowledge of derivatives products, as well as the ability to articulate complex ideas to management and clients.Core Responsibilities:
Monitor and assist in the design of portfolio risk management solutions to meet clients’ objectives
Monitor client exposures and communicate to internal trading desks, Credit Risk and external clients
Estimate initial margin requirement using Standard Initial Margin Model (SIMM) on trade proposals
Liaise with quant and technology teams to investigate client inquiries and explain model outcomes
Utilize risk management tools for the measurement, monitoring and management of exposure
Develop processes to streamline data and risk analysis tasks
Compile presentations and documentation for internal or external distribution
Qualifications:
2+ years relevant work experience in financial industry.
Familiar with foreign exchange, interest rate and credit derivatives. Knowledge of structured products is a plus.
Familiar with risk concepts (VaR, Factor Sensitivities, and Stress Test).
Ability to work in a cross functional team and to work well under pressure.
Skills/Competencies:
Strong written and verbal communication skills
Strong analytical skills and familiarity with statistical tools and methods.
Experience in risk management and stress testing
Excellent attention to detail
Experience in Tableau is a plus
Sound risk and business judgement
Education :
Bachelor’s degree in business, finance, science or engineering
Job Family Group:Risk ManagementJob Family:Business Risk & ControlsTime Type:Full timePrimary Location:New York New York United StatesPrimary Location Salary Range:$105,510.00 - $158,270.00Citi 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 (https://www.citigroup.com/citi/accessibility/application-accessibility.htm) .View the "EEO is the Law (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/eeopost.pdf) " poster. View the EEO is the Law Supplement (https://www.dol.gov/sites/dolgov/files/ofccp/regs/compliance/posters/pdf/OFCCPEEOSupplementFinalJRFQA508c.pdf) .View the EEO Policy Statement (http://citi.com/citi/diversity/assets/pdf/eeoaapolicy.pdf) .View the Pay Transparency Posting (https://www.dol.gov/sites/dolgov/files/ofccp/pdf/pay-transp%20EnglishformattedESQA508c.pdf)Citi is an equal opportunity and affirmative action employer.Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
Vacancy expired!