The role involves measuring, monitoring, and analyzing the organization's market risk exposure on a day-to-day and long-term basis for various financial products
Job Summary
The role involves measuring, monitoring, and analyzing the organization's market risk exposure on a day-to-day and long-term basis for various financial products.
Candidates will work with trading desks to ensure all relevant market risk factors are properly identified and formally captured in official risk systems.
Citi offers competitive employee benefits including medical, dental, vision coverage, 401(k), life insurance, and paid time off packages.
Matching Summary
The role involves measuring, monitoring, and analyzing the organization's market risk exposure on a day-to-day and long-term basis for various financial products.
Salary
Base: $109,120.00 - $163,680.00; Bonus/Equity: Discretionary and formulaic incentive and retention awards available; Benefits: Medical, dental, vision, 401(k), life, accident, disability insurance, wellness programs, and paid time off
Skills & Requirements
Must-have
5-8 years relevant experience
Proficient in SQL and Excel VBA
Knowledge of financial instruments
Nice-to-have
Strong communication and diplomacy skills
Experience with stress testing development
Ability to work collaboratively globally
Key Requirements
Bachelor's degree in quantitative or financial discipline
5-8 years of relevant professional experience
Proficient quantitative skills in risk estimation and modeling