Risk Reporting 2LOD Sr. Analyst

Citigroup Inc.; Getzville (NY); Hybrid; USD 90,900 - 103,147; Full time

Job summary

Citigroup Inc. in Getzville, NY seeks a Risk Reporting 2LOD Sr. Analyst to support Market Risk Management with VaR monitoring, data analysis, and regulatory reporting. The role involves building Tableau workflows and performing back-testing to ensure accurate risk metrics.

The ideal candidate will have a Master’s or Bachelor’s degree in a quantitative field, 1–3 years of relevant experience, and strong Excel/VBA/Access skills to automate reports and enhance efficiency.

Qualifications

• Master’s degree in Mathematics, Economics, Financial Risk Management, or related quantitative field and 1 year of work or internship in market risk metrics and VaR monitoring.
• Alternatively, a Bachelor’s degree with 3 years of progressive experience in market risk metrics, VaR monitoring and reporting.
• Experience with Excel, VBA, and Access for data analysis and reporting.

Responsibilities

• Review and submit daily regulatory reports, including VaR and Stressed VaR for portfolio limits.
• Perform regulatory VaR back-testing and compare Basel 3 Monte Carlo VaR with historical P&L.
• Develop Tableau reports to streamline risk workflows and reduce manual end-user computing.
• Monitor daily exposure changes and coordinate with Risk Management to reflect Top of the House Limits.
• Analyze VaR, market factors, and ensure accurate regulatory filings (10-Q, 10-K, Pillars, FFIEC).

Skills

Data analysis

VaR monitoring

Risk metrics

Excel

VBA

Access

Tableau

Portfolio analysis

Education

Master’s degree

Bachelor’s degree

Tools

Tableau

Excel

VBA

Access

Job description

Citibank, N.A. seeks a Risk Reporting 2LOD Sr. Analyst for its Getzville, New York location.

Duties: Review and submit daily regulatory reports, including Value-at-Risk (VaR) and Stressed Value-at-Risk (Stressed VaR) for portfolio limits, factor sensitivity by risk asset class, and global stress testing limits. Provide ad hoc in-depth data analysis of key drivers of risk to support Market Risk Management when there are unexpected VaR moves using Excel, VBA, and Access. Monitor daily exposure changes and coordinate with Risk Management to make sure Top of the House Limits are correctly reflected in Limit Central. Perform regulatory VaR back-testing required for evaluation of the VaR model used in calculation of risk-based capital and can impact the capital multiplier. Perform the daily back-testing by benchmarking Basel 3 Monte Carlo simulation VaR against historical profit and loss. Use knowledge of VaR and buy and hold profit and loss for timely follow ups. Perform analysis on VaR and Market factors, and confirm variances in preparation of various regulatory filings, including 10-Q, 10-K, Earnings, Pillars, and FFIEC submissions. Use data analysis and data visualization skills to reduce end user computing by building new Tableau processes of enhanced efficiency and streamlined workflows. Provide market risk metric analysis using Access and Tableau. Transfer report or process from VBA and Access to Tableau. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.

Requirements: Requires a Master’s degree, or foreign equivalent, in Mathematics, Economics, Financial Risk Management, or related quantitative field and 1 year of work or internship as a Financial Data Analyst, Quantitative Analyst, or related position involving market risk metrics and VaR monitoring, reporting and analysis within the financial services industry. Alternatively, employer will accept a Bachelor’s degree in the stated fields and 3 years of the specified progressive, post-baccalaureate experience. 1 year of experience must include: Clean buy and hold profit and loss; Data analysis using Excel, VBA, and Access; Market risk metrics monitoring, reporting and analysis; Market factor analysis; Back-testing; Variance analysis; Portfolio analysis; and Report process automation using Excel, and VBA. EO Employer.

Wage Range: $90,900 to $103,147

Job Family Group: Risk Management

Job Family: Risk Reporting and Exposure Monitoring

Time Type:

Full time

Primary Location:

Getzville New York United States

Primary Location Full Time Salary Range:

In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

Most Relevant Skills

Please see the requirements listed above.

Other Relevant Skills

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

Anticipated Posting Close Date:

Sept 08, 2026

Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

Illinois residents – AI Notice and Right

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 your search tools and/or apply for a career opportunity review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster.