The role focuses on assessing risk for complex structured transactions including hedging strategy backtesting and stress-testing within the NA Power, Gas and Emissions team
Job Summary
The role focuses on assessing risk for complex structured transactions including hedging strategy backtesting and stress-testing within the NA Power, Gas and Emissions team.
Candidates will produce deep-dive analysis on key risks and create best-in-class reports that fully map P&L to risk for senior management awareness.
Citi offers competitive benefits including medical, dental, vision coverage, 401(k), life insurance, and paid time off packages alongside a salary range of $200,000.00 - $300,000.00.
Matching Summary
The role focuses on assessing risk for complex structured transactions including hedging strategy backtesting and stress-testing within the NA Power, Gas and Emissions team.
Salary
Base: $200,000.00 - $300,000.00; 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
NA Power Gas and Emissions market knowledge
Quantitative or financial discipline degree
Experience in quantitative or risk function
Knowledge of financial instruments and risk metrics
Mathematics involved in risk estimation
Nice-to-have
Proficiency in Python programming
Self-starter and lateral thinker
Ability to challenge status quo
Excellent project management skills
Collaborative work style at all levels
Key Requirements
Degree in quantitative or financial discipline
Previous experience in quantitative or risk function
Must have knowledge of NA Power, Gas and Emissions market