Market Risk Manager, Digital Assets, Vice President

Citigroup, Inc.; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

An established industry player is seeking a Market Risk Officer for Digital Assets to join their dynamic team. In this pivotal role, you will analyze risks associated with digital and crypto assets, ensuring compliance with market risk policies while collaborating closely with trading desks. You'll develop a robust market risk limits framework and engage in stress testing to safeguard the organization's interests. This opportunity offers a chance to work in a vibrant environment that values innovation and teamwork, alongside a comprehensive benefits package designed to support your professional growth and well-being.

Benefits

Generous Holidays

Private Medical Insurance

Pension Plans

Parental Leave

Development Resources

Discounts

Qualifications

• Relevant experience in market risk or related fields.
• Knowledge of financial instruments and risk metrics.

Responsibilities

• Analyze risks in digital asset products and projects.
• Collaborate with trading desks to capture market risk factors.

Skills

Analytical Skills

Communication Skills

Quantitative Skills

Project Management

Flexibility and Innovation

Education

Degree in Quantitative Discipline

Degree in Financial Discipline

Tools

MS Office (Excel/VBA, Word, PowerPoint)

SQL

Job description

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your analytical skills to Citi's Global Market Risk Management team.

By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.

Team/Role Overview

Market risk pertains to potential loss due to market movements such as changes in interest rates, equity prices, credit spreads, and foreign exchange rates. Individuals monitor trading limits and are responsible for approving transactions over certain established limits. They work with traders or trading management and recommend actions to mitigate risk. They are responsible for monitoring and analyzing the organisation's risk exposure by understanding the risks and rewards of Citi products. They also structure solutions to mitigate those risks.

The Market Risk Officer - Digital Assets is a strategic professional who stays abreast of developments within the evolving field of Digital Assets (primarily Crypto Assets) and contributes to Market Risk Analysis and Management by considering their impact on a standalone and portfolio basis. This role requires technical authority within the team, basic commercial awareness, and developed communication and diplomacy skills to guide, influence, and convince colleagues in other areas. Responsibilities include measuring, monitoring, and analyzing the organisation's market risk exposure for all Digital Asset-related products.

What you'll do

1. Analyze risks involved in the bank's digital asset / crypto asset products and projects.
2. Collaborate with trading desks to ensure all relevant market risk factors are properly identified and captured in risk systems.
3. Work with senior risk managers on Volcker compliance programs.
4. Develop and maintain an autonomous market risk limits framework with applicable limits and triggers.
5. Monitor business compliance with market risk policies.
6. Oversee risk exposure measurement and limit monitoring processes for integrity and independence.
7. Participate in stress testing development, review results, and assess follow-up actions.
8. Contribute to the development and upgrade of risk systems such as CRMR/VaR, CRMR/Issuer risk, and LimitCentral.
9. Engage in tasks/projects that provide direct integration with trading businesses and markets.
10. Work with mentors on projects that develop analytical and strategic skills.
11. Assess risk in business decisions, ensuring compliance, ethical conduct, and transparency.

What we need from you

• Relevant experience in market risk or related fields.
• Degree in a quantitative or financial discipline.
• Knowledge of financial instruments and risk metrics.
• Quantitative skills for risk estimation and modeling.
• Excellent communication skills.
• Self-starter with flexibility, innovation, and adaptability.
• Ability to work collaboratively and independently.
• Advanced analytical skills.
• Strong project management and organizational skills.
• Proficiency in MS Office (Excel/VBA, Word, PowerPoint) and SQL.

What we can offer you

We prioritize positive financial and social impacts, offering our employees top benefits, including generous holidays, bonuses, private medical insurance, pension plans, parental leave, discounts, and development resources. Citi is committed to a diverse and inclusive workplace where everyone feels comfortable and empowered to thrive.

If you believe Citi has what you need, apply now to explore your potential further.