Senior Market Risk Reporting Analyst - Hybrid (EMEA)

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

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