APAC Equity Market Risk AVP - Insights & Stress Tests

Citigroup Inc.; Hong Kong; On-site; HKD 900,000 - 1,800,000; Full time

Job summary

Citigroup Inc. is seeking an APAC Equity Market Risk Manager (AVP) to measure and monitor market risk exposures for the APAC Equities business, focusing on Cash Equities and Prime with Delta One.

The role applies quantitative risk methodologies, monitors daily market movements, and collaborates with trading desks to ensure accurate risk identification in official systems. Strong communication and Python analytics are essential.

Qualifications

• 3-5 years in market risk management or equity derivatives
• Strong understanding of APAC Equities, Cash and Prime with Delta One
• Proficient in Python, SQL, and risk methodologies (VaR, SVaR, ES, stress testing, Greeks)
• Excellent communication and problem-solving for front-office interactions

Responsibilities

• Monitor APAC Cash Equities and Prime risk exposures daily
• Identify and capture risk factors in official risk systems
• Perform risk analysis using Historical Simulation VaR, SVaR, ES
• Challenge front-office on outsized risk concentrations
• Assess non-standard transactions and bespoke financing
• Monitor limits and coordinate remediation
• Develop stress testing and scenario analysis
• Deliver risk reports to committees
• Automate risk reporting with Python and analytics
• Contribute to risk infrastructure upgrades
• Escalate control issues with transparency

Skills

Python

SQL

Excel

VBA

Data analysis

P&L analysis

Risk modeling

Quantitative skills

Communication

Education

Bachelor's degree in Finance/Financial Engineering/Math/Statistics/CS

Job description

Citigroup Inc. is seeking an APAC Equity Market Risk Manager (AVP) to measure and monitor market risk exposures for the APAC Equities business, focusing on Cash Equities and Prime with Delta One.

The role applies quantitative risk methodologies, monitors daily market movements, and collaborates with trading desks to ensure accurate risk identification in official systems. Strong communication and Python analytics are essential.