Risk Reporting 2LOD Sr. Analyst, Assistant Vice President

Citi; New York (NY); Hybrid; USD 8,500 - 16,000; Full time

Benefits offered by this job

Hybrid work arrangement

Learning and development opportunities

Regulatory and governance focus

Job summary

Citi is seeking a Risk Reporting 2LOD Senior Analyst, AVP, to shape how market risk is measured, monitored, and reported across European and UK entities. The role combines regulatory production reporting with advanced portfolio analytics using Python, data pipelines, and interactive dashboards.

You will work at the intersection of risk management, data science, and regulatory compliance, collaborating with risk managers, traders, and technologists to deliver auditable analytics for regulatory

Qualifications

• 5+ years of experience in a Markets-focused function at a large financial institution, ideally within a risk discipline.
• Solid understanding of financial markets and risk management practices across asset classes and financial products.
• Strong analytical, problem-solving, and troubleshooting skills.
• Experience running projects from initiation through completion is a plus.

Responsibilities

• Produce, analyze, and present market risk profiles across Rates, FX, Credit, Equities, and Commodities.
• Conduct deep-dive analysis on key risk measures like VaR and ES.
• Ensure compliance with European and UK regulatory frameworks (ECB, PRA, FCA, EBA).
• Deliver auditable analytics for regulatory examinations and ICAAP.
• Maintain data quality and govern data lifecycle; drive remediation with tech teams.
• Apply Python and ML to detect anomalies and automate risk commentary.
• Design and deploy dashboards using Tableau, Power BI, and Python.
• Oversee governance of market risk limits and triggers.

Skills

Market risk reporting

Financial markets knowledge

Analytical thinking

Problem solving

Education

Bachelor's degree in a related discipline

Master's degree

Tools

SQL

Tableau

Power BI

Python

Alteryx

Job description

Risk Reporting 2LOD Sr. Analyst, Assistant Vice President

Job Req Id:

261001970

Location(s):

Mumbai, Maharashtra, India

Job Type:

Hybrid

Posted:

Nov. 02, 2026

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

As a Senior Market Risk Reporting Analyst, you will shape how market risk is measured, monitored, and reported across Citi's key European and UK legal entities. You will join the EMEA Legal Entity Market Risk Reporting team at a pivotal time, combining regulatory-grade production reporting with the opportunity to build advanced portfolio analytics using Python, automated data pipelines, and interactive dashboards. This role places you at the intersection of risk management, data science, and regulatory compliance, giving you direct visibility into Citi's cross-asset risk profile.

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 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.

Job Family Group:

Risk Management

Job Family:

Risk Reporting and Exposure Monitoring

Time Type:

Full time

Most Relevant Skills

Analytical Thinking, Credible Challenge, Governance, Management Reporting, Policy, Procedure, and Regulation, Risk Management Lifecycle.

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