Market Risk Stress Testing Analytics, Senior Vice President

TN United Kingdom; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

Join a leading global financial institution as a Market Risk Senior Officer, where your expertise in Quantitative Analytics will help shape strategic decisions. This role offers a unique opportunity to engage with various stakeholders, analyze market risk exposure, and contribute to stress testing analytics. You'll work collaboratively across teams to enhance risk management practices and ensure compliance with regulations. With a commitment to employee well-being and a supportive work environment, this is your chance to thrive in a dynamic and inclusive workplace.

Benefits

Generous holiday allowance starting at 27 days

Annual performance-related bonus

Private medical insurance

Employee Assistance Programme

Pension Plan

Paid Parental Leave

Employee discounts

Learning and development resources

Qualifications

• Experience in risk management or quantitative roles is essential.
• Strong analytical, technical, and quantitative skills are required.

Responsibilities

• Oversee risk management within the Market Risk function.
• Analyze large datasets to ensure integrity in risk monitoring.

Skills

Risk Management

Quantitative Analysis

Communication Skills

Analytical Skills

Project Management

Education

Degree in Quantitative or Financial Disciplines

Tools

MS Office (Excel/VBA, Word, PowerPoint)

SQL

Python

Job description

Job Description

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills and experience in Quantitative Analytics to Citi’s Global Market Risk Team.

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

Role Overview

This role is specific to the Market Risk Stress Testing function within Global Market Risk as a senior individual contributor in stress testing analytics.

The Market Risk Senior Officer is a strategic professional who closely follows latest trends in the field and adapts them for application within their role and the business. Excellent communication skills are required to negotiate internally, often at a senior level. Developed communication and diplomacy skills are essential to guide, influence, and convince others, especially colleagues in other areas and external customers.

This role is responsible for significant direct business results or providing authoritative advice regarding business operations. It entails responsibility over technical strategy and involves measuring, monitoring, and analyzing the organization’s market risk exposure on a daily and long-term basis for various financial products. Market risk stress testing involves assessing potential losses due to market movements such as interest rate changes, equity prices, credit spreads, and foreign exchange rates. The role requires working with traders or trading management to recommend risk mitigation actions and understanding the risks and rewards of Citi's products.

Key Responsibilities

• Oversee risk management within the Market Risk function
• Understand Market Risk and related quantitative topics, especially stress testing, to enhance the accuracy of stress loss metrics and analytics
• Analyze large datasets to ensure integrity in risk monitoring related to stress testing
• Summarize detailed analysis for senior governance forums
• Monitor compliance with risk limits and triggers
• Engage with In-Business Risk functions to understand market risk variations
• Collaborate with Markets Quantitative Analysis, Model Validation, Risk Analytics, and Financial Control to align methodologies and models
• Work with Market and Credit Risk Managers to improve regulatory and management reports
• Interact with regulators and auditors
• Partner and collaborate across Citi and with external entities as needed
• Stay informed on regulatory changes and internal policy updates
• Assess risks responsibly in business decisions, ensuring compliance with laws and regulations, maintaining ethical standards, and managing control issues transparently

Qualifications

• Relevant experience in risk management or quantitative roles
• Degree in Quantitative or Financial disciplines
• Advanced knowledge of financial instruments, risk metrics, and market risk management
• Strong analytical, technical, and quantitative skills
• Expertise in treasury, market risk, liquidity management, secured financing, securitization, and derivatives
• Excellent communication skills, both written and verbal
• Self-motivated, innovative, adaptable, and detail-oriented
• Strong presentation skills and ability to articulate complex issues clearly
• Ability to work collaboratively across organizational levels
• Project management skills and multitasking ability
• Proficiency in MS Office (Excel/VBA, Word, PowerPoint), SQL, and Python

What We Offer

We are committed to making a positive impact on communities and prioritize our employees' well-being. Benefits include:

• Generous holiday allowance starting at 27 days plus bank holidays, increasing with tenure
• Annual performance-related bonus
• Private medical insurance
• Employee Assistance Programme
• Pension Plan
• Paid Parental Leave
• Employee discounts
• Learning and development resources

We foster an inclusive workplace where everyone can be their authentic selves. Join us to be energized, motivated, and empowered to thrive.