Risk Reporting 2LOD Sr. Analyst, Assistant Vice President

Citi Group; Mumbai; Hybrid; INR 4,500,000 - 7,500,000; Full time

Job summary

Citigroup in Mumbai offers a hybrid Markets Risk role focusing on insightful analytics across rates, FX, credit, and equities. You will produce, analyze, and present risk profiles, using Python and ML to detect anomalies and automate commentary while ensuring regulatory alignment with ECB, PRA, FCA, and EBA standards.

You will collaborate with Risk Managers, Traders, and Legal Entity Risk Officers, delivering auditable analytics for ICAAPs and regulatory filings, and building real-time

Qualifications

• 5+ years of markets-focused experience at a large financial institution.
• Solid understanding of financial markets and risk management across asset classes.
• Ability to work independently and in a team.
• Strong analytical, problem-solving, and troubleshooting skills.
• Experience with Tableau/Power BI and Python.
• Experience with SQL and workflow automation tools such as Alteryx.
• Bachelor's degree and master's degree in related fields.
• FRM or CFA qualification desired.

Responsibilities

• Produce, analyze, and present market risk profiles across asset classes.
• Perform VaR, ES, factor sensitivities, issuer and concentration risk analysis.
• Ensure compliance with ECB, PRA, FCA, and EBA standards.
• Deliver auditable analytics for ICAAPs and regulatory filings.
• Maintain data quality and governance across the data lifecycle.
• Remediate data issues with first-line and technology teams.
• Apply Python, ML, and statistics to detect anomalies and automate risk commentary.
• Collaborate with Market Risk Managers, Traders, Structurers, and risk officers to explain P&L and risk movements.
• Design and deploy dashboards using Tableau, Power BI, and Python for real-time analytics.
• Oversee governance and monitoring of market risk limits and early warning triggers.

Skills

Markets risk knowledge

Analytical thinking

Problem solving

Teamwork

Education

Bachelor's degree in related field

Master's degree

Tools

Tableau

Power BI

Python

SQL

Alteryx

Job description

Responsibilities

• Produce, analyze, and present comprehensive market risk profiles across Rates, FX, Credit, Equities, and Commodities.
• Conduct deep-dive analysis on key risk measures, including Value at Risk, Expected Shortfall, Factor Sensitivities, Issuer and Concentration Risk, and Firmwide Stress Testing.
• Ensure legal entity compliance with European and UK regulatory frameworks, including ECB, PRA, FCA, and EBA standards.
• Deliver auditable analytics for regulatory examinations, ICAAP exercises, and periodic regulatory filings.
• Maintain a strong control environment across the data lifecycle and identify data quality issues at the source.
• Drive remediation of data issues in partnership with first-line and technology teams.
• Apply Python, machine learning, and statistical modeling to detect anomalies in risk movements and automate risk commentary.
• Partner with Market Risk Managers, Traders, Structurers, and Legal Entity Risk Officers to explain P&L and risk fluctuations.
• Design and deploy interactive dashboards using Tableau, Power BI, and Python to transform static risk reporting into real-time analytics tools.
• Oversee the governance, calibration, and monitoring of market risk limits and early warning triggers.

Required Qualifications & Skills You bring

You bring 5+ years of experience in a Markets-focused function at a large financial institution, ideally within a risk discipline.

You hold a solid understanding of financial markets and risk management practices across asset classes and financial products.

You work effectively both independently and as part of a team to deliver on project objectives.

You apply strong analytical, problem-solving, and troubleshooting skills to complex risk questions.

Beneficial Skills & Qualifications

You have experience running projects successfully from initiation through completion.

You combine Tableau or Power BI expertise with Python coding skills.

You bring a data-driven mindset, with experience in SQL, Tableau, Python, and workflow automation tools such as Alteryx.

You hold a bachelor's degree in a related scientific discipline, along with a master's degree.

You hold or are working toward a financial qualification such as FRM or CFA.

What We Offer

Join a team at the center of Citi's market risk oversight, where your analytical insight will directly influence regulatory reporting and governance for the bank's largest European and UK entities.

Work in a hybrid model with three days in the office and two days working remotely each week.

Collaborate with risk, trading, and technology teams across Citi's global network.

Access structured learning and development opportunities to build regulatory, analytics, and data science expertise.

Benefit from programs supporting financial wellbeing, family support, and work-life balance.

Gain visibility and influence within Citi's risk governance framework as you shape how market risk is reported and monitored.

Equality and Diversity

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.

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