Market Risk Officer, Securitized Products, Senior Vice President

Publix Serving (Civica)

New York, New York, United States
Base: $176,720.00 - $265,080.00; bonus/equity: dis...
Market risk exposure analysis
Securitized products trading oversight
Agency mortgage trading focus
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

Job Summary

  • 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.
  • Review and approve transactions, analyze exposures, sign off on daily risk metrics including VAR, daily stress testing and FRTB metrics.
  • Partnering, collaborating and working with other areas within Citi, as necessary, keeping abreast of regulatory changes, new regulations and internal policy changes.

Matching Summary

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.

Salary

Base: $176,720.00 - $265,080.00; 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

  • Market risk exposure analysis
  • Securitized Products trading oversight
  • Agency Mortgage Trading focus
  • Risk metrics (VAR, stress testing, FRTB)
  • Approve transactions over limits
  • Mitigate market risk exposure

Nice-to-have

  • Strategic professional
  • Diplomacy and influence skills
  • Innovative and adaptive mindset
  • Collaborative work style

Key Requirements

  • 10+ years relevant experience
  • Degree in Quantitative or Financial discipline
  • Advanced knowledge of financial instruments
  • Advanced analytical, technical and quantitative skills
  • Expert knowledge of treasury, market risk and liquidity management
  • Knowledge of secured financing, securitization, and derivative products
  • Proficient in MS Office applications (Excel/VBA, Word, PowerPoint) and SQL Programming/modeling experience
  • Bachelor’s/University degree, Master’s degree preferred

Work Rights

Not specified

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