Risk Platform Sr Lead Analyst

Citigroup Inc.; London; On-site; GBP 70,000 - 90,000; Full time

Job summary

A leading financial institution in London seeks a highly experienced professional to advance the XING Risk platform. The successful candidate will lead initiatives to enhance risk calculation efficiency, demonstrating deep expertise in XVA concepts. The role emphasizes collaboration with Front Office and Engineering teams, requiring excellent communication skills and experience with cloud platforms. This is a full-time position offering a dynamic work environment.

Qualifications

• Proven experience in a similar role within a financial institution, preferably Risk-related.
• Deep understanding of XVA frameworks and trading models.
• Strong functional knowledge of modern distributed computing technologies.

Responsibilities

• Drive the adoption of the XING Risk platform.
• Enhance model efficiency and governance for cloud costs.
• Collaborate with diverse teams to optimize Risk processes.

Skills

Understanding of XVA concepts

Knowledge of XVA trading

Strong communication skills

Experience with cloud platforms

Tools

AWS

Azure

GCP

Job description

We are seeking a highly experienced and technically proficient individual to drive the adoption and evolution of a XING Risk platform to its end state. This critical role involves close partnership with Front Office (FO) and Model Quantitative Analytics (MQA) teams. The successful candidate will possess a deep understanding of all asset class products, pricing, and Risk calculation workflows, coupled with expertise in modern distributed computing, model efficiency, and cloud cost management. This role will lead initiatives to enhance the scalability and efficiency of Risk calculation processes, working directly with engineering leads and architects from different teams.

Key Responsibilities

• Strategic Risk Platform Adoption: Partner with Risk Front Office (FO) and Model Quantitative Analytics (MQA) to define, implement, and drive the XING Risk adoption strategy towards its envisioned end-state.
• Risk Business & Technical Expertise: Apply a deep understanding of Risk business drivers, front-to-back workflows, Risk trading, pricing methodologies, and the intricate Risk calculation framework to guide platform development and optimization.
• Performance and Efficiency Management: Drive improvements in model efficiency metrics, leveraging functional knowledge of modern distributed computing paradigms to enhance Risk calculation processes.
• Cloud Cost Governance: Implement and manage cost governance strategies related to external cloud adoption, ensuring optimal resource utilization and cost efficiency for the Risk core risk platform.
• Workstream Management: Lead and manage targeted workstreams focused on delivering scalability enhancements and efficiency improvements for the Risk risk calculation processes.
• Cross-Platform Collaboration: Collaborate directly with engineering leads and architects from different platforms to execute the efficiency and optimization strategy for the Risk core risk platform.
• Problem Solving & Innovation: Identify and address complex technical and business challenges related to Risk platform performance, scalability, and integration.

Qualifications

• Experience: Proven experience in a similar role within a financial institution, preferably with a focus on Risk or quantitative risk.
• Domain Expertise:
  • Deep understanding of XVA concepts, including CVA, DVA, FVA, MVA, KVA.
  • Comprehensive knowledge of XVA trading, pricing models, and risk calculation frameworks.
  • Familiarity with front-to-back trade lifecycle and data flows within a financial institution.
• Technical Skills:
  • Strong functional knowledge of modern distributed computing architectures and technologies.
  • Experience with cloud platforms (e.g., AWS, Azure, GCP) and cloud cost management principles.
  • Understanding of model efficiency metrics and optimization techniques.
  • Familiarity with large-scale data processing and analytics.
• Collaboration & Leadership:
  • Demonstrated ability to work effectively in partnership with Front Office, MQA, and Engineering teams.
  • Excellent communication skills, capable of articulating complex technical and business concepts to diverse audiences.
  • Proven ability to manage workstreams and drive projects to successful completion.

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Job Family Group: Technology

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Job Family: Architecture

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Time Type: Full time

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Most Relevant Skills

Please see the requirements listed above.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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