The Market Risk Manager provides full leadership and supervisory responsibility. Provides operational/service leadership and direction to team(s). Applies in-depth disciplinary knowledge through provision of value-added perspectives or advisory services. May contribute to the development of new techniques, models and plans within area of expertise. Strong communication and diplomacy skills are required. Generally has responsibility for volume, quality, timeliness of end results and shared responsibility for planning and budgets. Work affects an entire area, which eventually affects the overall performance and effectiveness of the sub-function/job family. Full supervisory responsibility, ensuring motivation and development of team through professional leadership to include duties such as performance evaluation, compensation, hiring, disciplinary and terminations as well as direction of daily tasks and responsibilities. Responsible for measuring, monitoring and analyzing the organization's market risk exposure on a day-to-day and long-term basis for various financial products. Market risk pertains to potential loss due to market movements such as changes in interest rates, equity prices, credit spreads and foreign exchange rates. Individuals monitor trading limits and are responsible for approving transactions over certain established limits. Work with traders or trading management and recommend actions to mitigate risk. Responsible for monitoring and analyzing the organization's risk exposure by understanding the risks and rewards of the Citi products. Structures solutions to mitigate risks of those products.
**Responsibilities**:
- Position will be responsible of the Legal Entity governance and regulatory topics.
- Work with trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
- Collect and aggregate data from multiple industry specific sources
- Facilitate analysis and meaningful reporting of the data
- Work with senior risk managers in market specific compliance programs
- Develop and maintain an appropriate autonomous market risk limits framework with applicable limits and triggers
- autonomously 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 appropriate independence of reporting
- Participate in the development of business-level stress testing that properly considers risk concentrations by single issuer, risk rating, sector/industry and geography; review results and assess appropriate follow-up actions
- Participate in the ongoing development, implementation and upgrade of risk systems
- Well defined mid to long term projects in working with senior mentors that require technical skills and strategic planning, enabling development in analytical capacity and critical thinking
**Qualifications**:
- 5-8 years relevant experience
- Degree in a quantitative or financial discipline.
**Education**:
- Bachelor's/University degree or equivalent experience
This job description provides a high-level review of the types of work performed. Other job-related duties may be assigned as required.
Position will be responsible of the Legal Entity governance and regulatory topics.
Market Risk Management.
- **Job Family Group**:
Risk Management
- **Job Family**:
Market Risk
- **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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View the **EEO Policy Statement**.
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