Market Risk Senior Analyst, Assistant Vice President

About the Role

This is a seasoned professional role that applies in-depth disciplinary knowledge, contributing to the development of new techniques and the improvement of processes and workflows. The role integrates subject matter and industry expertise within market risk management, requiring an understanding of how areas collectively integrate within the sub-function and contribute to broader business objectives.

You will evaluate moderately complex and variable issues with substantial potential impact, weighing alternatives and balancing conflicting situations using multiple sources of information. Strong analytical, communication, and diplomacy skills are essential, along with the ability to assume informal or formal leadership roles within teams. The role involves coaching and training new recruits and has a significant impact on project size, geography, and decision-making through advice and counsel.

Responsibilities

• Work with the trading desk to ensure all relevant market risk factors are properly identified and captured in official risk systems.
• Collect and aggregate data from multiple industry-specific sources.
• Facilitate analysis and meaningful reporting of data.
• Collaborate with senior risk managers in market-specific compliance programs.
• Develop and maintain an appropriate autonomous market risk limits framework with applicable limits and triggers.
• Monitor business compliance with the firm’s market risk-related policies.
• Assist in product-specific risk reporting and limit monitoring.
• Oversee risk exposure measurement and limit monitoring processes to ensure integrity and independence of reporting.
• Participate in the development of business-level stress testing, considering risk concentrations by issuer, risk rating, sector/industry, and geography; review results and assess follow-up actions.
• Participate in the ongoing development, implementation, and upgrade of risk systems.
• Engage in well-defined mid to long-term projects requiring technical skills and strategic planning to enhance analytical capacity and critical thinking.
• Appropriately assess risk in business decisions, demonstrating consideration for the firm’s reputation and safeguarding Citigroup, its clients, and assets by driving compliance with applicable laws, rules, and regulations.
• Escalate, manage, and report control issues with transparency.

Requirements

• 5-8 years of relevant experience.
• Degree in a quantitative or financial discipline.
• Knowledge of financial instruments and risk metrics.
• Proficient quantitative skills, including mathematics involved in risk estimation and modeling.
• Excellent written and verbal communication skills.
• Must be a self-starter, flexible, innovative, and adaptive.
• Ability to work collaboratively with people at all levels of the organization.
• Ability to work with regional and global partners in other functional units and navigate a complex organization.
• Excellent project management, organizational skills, and capability to handle multiple projects simultaneously.
• Proficient in MS Office applications (Excel/VBA, Word, PowerPoint) and SQL.
• Experience in performing data analysis.

Skills

• Analytical Thinking
• Credible Challenge
• Governance, Policy, Procedure, and Regulation
• Portfolio Analysis
• Risk Management Lifecycle
• Data Analysis
• Industry Knowledge
• Product Knowledge
• Risk Controls and Monitors
• Risk Identification and Assessment

Benefits

• Competitive medical, dental, and vision coverage.
• 401(k) retirement plan.
• Life, accident, and disability insurance.
• Wellness programs.
• Paid time off packages, including vacation, sick leave, and holidays.
• For eligible employees, discretionary and formulaic incentive and retention awards.

Available offerings may vary by jurisdiction, job level, and date of hire.

Pay

Full-time salary range: $109,120.00 - $163,680.00.

Schedule

Full time.

Location

New York, New York, United States.