Market Risk Officer, Securitized Products, Senior Vice President

Citi Handlowy

New York, New York, United States
Base: $176,720.00 - $265,080.00; bonus/equity: dis...
10+ years relevant experience
Advanced knowledge of financial instruments
Expertise in securitization and derivatives
The role involves overseeing market risk for Agency and Non-agency securitized products with a specific focus on Agency Mortgage Trading

Job Summary

  • The role involves overseeing market risk for Agency and Non-agency securitized products with a specific focus on Agency Mortgage Trading.
  • Candidates must possess advanced analytical skills to monitor daily risk metrics including VAR, stress testing, and FRTB metrics.
  • Citi offers competitive benefits including medical, dental, vision coverage, 401(k), and paid time off packages.

Matching Summary

The role involves overseeing market risk for Agency and Non-agency securitized products with a specific focus on Agency Mortgage Trading.

Salary

Base: $176,720.00 - $265,080.00; Bonus/Equity: Discretionary and formulaic incentive awards available; Benefits: Medical, dental, vision, 401(k), life insurance, wellness programs

Skills & Requirements

Must-have

  • 10+ years relevant experience
  • Advanced knowledge of financial instruments
  • Expertise in securitization and derivatives
  • Proficiency in SQL programming and modeling
  • Experience with VAR and stress testing metrics

Nice-to-have

  • Strong diplomatic communication skills
  • Ability to work collaboratively at all levels
  • Self-starter with innovative mindset
  • Excellent project management capabilities

Key Requirements

  • Bachelor's degree required, Master's preferred
  • Quantitative or Financial discipline background
  • 10+ years of relevant experience
  • Expert knowledge of treasury and liquidity management

Work Rights

Not specified

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