Business Analyst, Global Market Risk

Job Description

Job title: Business Analyst, Global Market Risk

Company: Citigroup

Job description: The Global Market Risk (GMR) organization consists of approximately 200 headcount who are responsible for the day-to-day operation of the Market Risk framework including risk identification, setting of risk appetite and limits, review and challenge of market risk exposures including output from stress tests to ensure the businesses are operating within limits and risk appetite. The team have a central role in the production, review and challenge of outputs relating to CCAR and DFAST regulatory capital stress tests.

Given increased expectation from regulators and a goal to build strong and consistent control environment, Global Market Risk (GMR) is looking to strengthen the capability for key initiatives and regulatory deliverables that are critical for the bank. The GMR Business Analysts will work on these aspects closely with risk managers, quants, IT, business, and other stakeholders to these aspects. Detailed responsibilities and requirements are the following:

Responsibilities:

As a business analyst for GMR, the responsibilities will include working closely with risk managers, risk analytics and quant teams, IT, and business for cross-GMR key initiatives, data and analytical solutions, and regulatory deliverables including, but not limited to XVA, GSST, and CCAR

Understand priorities, building the book of work and defining business requirements.

Understand the bank’s processes and infrastructure, work with stakeholders to understand infrastructure gaps, systems, and data flows. Find solutions to problems and push forward changes and enhancements.

Work with project managers to manage all aspects of projects including remediation and escalation of issues and risks and provide status updates to management

Keep stakeholders and senior management updated of key developments and main issues.

Create presentations and documents for internal and regulatory use

Requirements:

Experience in market risk or related roles.

Experience in risk and pricing models and their business use is beneficial.

XVA and/or nonlinear products and models, coding is beneficial.

Project process management exposure is beneficial.

A quantitative degree is preferred.

Good communication skills.

Independent and critical thinking.

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Job Family Group: Risk Management

Job Family: Market Risk

Time Type: Full time

Citi is an equal opportunity and affirmative action employer.

Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.

Citigroup Inc. and its subsidiaries (“Citi”) invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review .

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Expected salary:

Location: London

Job date: Sat, 13 Jan 2024 00:12:34 GMT

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