**Responsibilities**:
- Manage the production and analysis of Market Risk based reports including a full suite of metrics such as VaR, SVaR, Factor Sensitivities, and Stress Testing
- Preparation of regular and time-sensitive analytics, visualizations and reports to the Risk Managers, Senior Management, and Regulators
- Work with the Market Risk Managers to define and document key reporting metrics and execute migration of reports to modern reporting platforms.
- Support the drive towards BCBS 239 compliance for Key Risk Reports
- Participate in support of Data Governance, Data Services and Data Quality initiatives inclusive of the creation and execution of data uses case across the organization to improve the quality of information utilized for Market Risk
- Build relationships with key internal and external stakeholders
- Implementation and enhancement of key controls and maintenance of associated process documentation
- Provide ad-hoc support and analysis
**Qualifications**:
**The core strengths required for this position include but are not limited to**:
- Bachelor's or Master's degree in Finance, Economics, Science, or related analytical fields
- 12+ years of relevant work experience with a strong emphasis on Market Risk Reporting and Data Analytics or Finance related function
- Strong Leadership Skills with demonstrated experience managing / leading a team, influencing, and negotiation skills
- Substantial experience in the Financial Services industry with a strong understanding of financial products and market risk across asset classes, and experience interacting with senior management
- Ability to process and understand various data structures and present data from insightful and actionable perspectives
- Demonstrated ability for problem solving, attention to detail, and the capability to manage effectively against deadlines
- Strong communication, organization & interpersonal skills required to effectively communicate, collaborate, and lead cross functional initiatives across multiple areas of the organization
- Advanced skills in data, analytics, databases, data quality.
- Experience in Tableau, PowerBI or equivalent preferred.
- Coding in Python, R, SAS (or related statistics programs)
- Advanced English Skills required**Job Family Group**:
Risk Management
- **Job Family**:
Risk Analytics, Modeling, and Validation
- **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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