Base: $200,000 to $250,000; bonus/equity: discreti...
Hybrid
Fx and rates p&l drivers
Market and regulatory risk management
Cross-markets macro events monitoring
Use quantitative and qualitative analyses to identify P&L drivers, especially for FX and Rates business, and provide commentary on short-term/structural changes to risk involving market and regulatory risk management for foreign exchange and equities financial products
Job Summary
Use quantitative and qualitative analyses to identify P&L drivers, especially for FX and Rates business, and provide commentary on short-term/structural changes to risk involving market and regulatory risk management for foreign exchange and equities financial products.
Consolidate and prepare daily and weekly risk reports using Tableau, which include summary of cross asset exposure, stress loss and VaR analyses, to preemptively raise key market risk and P&L drivers, using statistical and mathematical techniques.
In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.
Matching Summary
Use quantitative and qualitative analyses to identify P&L drivers, especially for FX and Rates business, and provide commentary on short-term/structural changes to risk involving market and regulatory risk management for foreign exchange and equities financial products.
Salary
Base: $200,000 to $250,000; Bonus/Equity: discretionary and formulaic incentive and retention awards; Benefits: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
Skills & Requirements
Must-have
FX and Rates P&L drivers
market and regulatory risk management
cross-markets macro events monitoring
stress scenario design process
Material Risk Inventories identification
regression analyses on P&L data
Nice-to-have
quantitative and qualitative analyses
statistical and mathematical techniques
collaboration with teams
risk mitigating hedge ideas
Key Requirements
3 years of experience as Trader or related
Bachelor's degree in Business Administration, Finance, Economics, or related field
2 years of FX market analysis and FX market products experience