Market Risk Manager Afore - Ciudad de México - Citi

Citi

Empresa verificada

Ciudad de México

hace 2 semanas

Publicado por:

Rodrigo Fernández

Reclutador de talento para beBee

Descripción

Responsibilities:

Working with each trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
Working with senior risk managers in Volcker compliance program
Developing and maintaining an appropriate automous market risk limits framework with applicable limits and triggers
Automously monitor business compliance with the firm's market riskrelated policies
Assist in credit product and muni product risk reporting and limit monitoring
Oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting
Participate in the development of businesslevel stress testing that properly considers risk concentrations by single issuer, risk rating, sector/industry and geography; review results and assess appropriate followup actions
Participate in the ongoing development, implementation and upgrade of risk systems including CRMR/VaR, CRMR/Issuer risk, LimitCentral/Volcker, LimitCentral/issuer risk
Small tasks/projects which constitute direct integration with trading businesses and market in general, a fantastic learning opportunity for credit market and products
Working with senior mentors on welldefined mid to long term projects that require technical skills and strategic planning, enabling development in analytical capacity and critical
Supervising a team of junior risk staff. Contributes to decisions regarding hiring, compensation, performance appraisals, staff development, training, etc.

Qualifications:

610 years relevant experience
Degree in a quantitative or financial discipline.
Programming and/or database management experience

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.

Manejo de Herramientas Python, R, Avanzado

Ingles Avanzado

Experiência en automatización, mantenimiento y mejoras de modelos

Modelos de entrada y salida

Experiência en modelos de crédito

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Job Family Group:

Risk Management

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Job Family:

Market Risk

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Time Type:

Full time

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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.

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