Market Risk Sr Manager - Ciudad de México - Citi

Citi

Empresa verificada

Ciudad de México

hace 3 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:

710 years relevant experience
Degree in a quantitative or financial discipline.
Knowledge of financial instruments and risk metrics
Quantitative skills including mathematics involved in risk estimation and modelling
Excellent written and verbal communication skills
Must be a selfstarter, flexible, innovative and adaptive
Ability to work collaboratively and with people at all levels of the organization
Excellent written and verbal communication and interpersonal skills
Ability to both work collaboratively and automously; ability to navigate a complex organization
Advanced analytical skills
Excellent project management and organizational skills and capability to handle multiple projects at one time
Proficient in Python or R
Programming and/or database management experience

Education:

Bachelor's/University degree in a Quantitative Field (Mathematics, Physics, Economics), Master's degree preferred
CFA, FRM, or other certification preferred

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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

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.

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