The Global Markets In-Business Risk (IBR) is Front Office 1stLine of Defense team responsible for market risk across asset classes within Citi’s Global Markets division. The team is missioned to establish a holistic understanding of market risk and capital of the aggregated trading portfolio, as well as to optimize business’s return on capital. Global Markets IBR covers all trading businesses globally such as Rates and Currencies, Global Spread Products, Commodities, and Global Equities.

As part of In Business Risk team is looking for subject matters experts/Business Risk Senior Officer in Market Risk Data senior to join SWAT team of SME to drive IBR 1st line of defense.

The role requires a broad and comprehensive understanding of the trading businesses and its associated risks, the challenges business face specifically from financial risk and technology point of view. This individual will be leveraging data analytics and technology to drive IBR initiatives and will have directly impact the work of others and the results of the organization.

Responsibilities:

• Developing data analytics tool by working technology, quants and asset class IBR team to help efficiency for 1st risk management.

• Hands-on data analysis and explain VAR, Stress testing and RWA for Markets.

• Working closely with Markets transformation teams to ensure delivery of critical deliverables that impact IBR framework.

• Drive IBR/Regulatory priorities by working with Markets and 2nd line Risk teams.

Qualifications:

• 15+ years of experience in technology/Data Roles in Financial services

• Deep data knowledge in Front office Risk, Valuation, Margin, Settlement for OTC Derivatives.

• Excellent technical, diagnostic, and troubleshooting skills by working with Technology

• Excellent in building professional relationships with staff and clients.

• Excellent communication, motivational, and interpersonal skills.

• Proven track record of successfully managing in a large and complex business

• Intellectual curiosity, analytical and conceptual thinker

• Proactively seeks and develops new opportunities

• Thorough financial acumen and P&L management experience

• Excellent analytical, interpretive and problem solving skills

• Proven track record as change agent, with ability to encourage and embrace innovative ideas and solutions

• Self-aware with ability to adapt to various situations, rapidly assimilate and report on complex information while creating a future vision

• Demonstrated experience applying statistical and/or machine learning techniques in the financial industry

• Strong technical/programming skills: Python, SQL, kdb+/q desired. C++ and JavaScript are nice to have

• Experience building visualization tools using Tableau, PowerBI, Angular or React. Altair Panopticon knowledge is a plus

• Extreme attention to details and genuine interest in gaining intimacy with the different trading datasets. Ability to manipulate and analyze complex, large scale, high dimensional data from varying sources

• Clear and concise written and verbal communication skills. Ability to communicate complex problems to the relevant stakeholders

Education:

• Bachelor’s Degree in Mathematics, Statistics, Computer Science or a related field.

• 10+ years of experience in data science, analytics, or a related field.

• A deep understanding of machine learning, statistical modeling, and predictive analytics.

• Experience with Natural Language Processing (NLP) and/or Deep Learning

• Deep understanding of the complexities and tradeoffs of leveraging/deploying ML/AI at scale

• Proven ability to translate complex data findings into actionable business strategies and experience in collaborating with product teams to drive business growth.

• Experience communicating and influencing product, technical, and business direction across all levels of a large organization.

Job Family Group:

Risk Management

Job Family:

Business Risk & Control

Time Type:

Full time

Primary Location:

New York New York United States

Primary Location Salary Range:

$200,000.00 - $300,000.00

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Citi is an equal opportunity and affirmative action employer.

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