Market Risk Manager, Vice President

Job Description

Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in in analysis, problem solving and communication to Citi’s Market Risk Management team.

Shape your career with Citi in Dublin. By joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress. Citi has had a presence in Ireland since 1965, it was one of the first foreign banks to open an office in the country and is the Citibank Europe Plc (CEP) Headquarters.

Team / Role Overview:

The CEP Market Risk team is part of Citi’s Global Market Risk organisation which provides second line oversight and monitoring of Citi’s extensive Markets activities. There has been a significant increase in the Markets footprint on CEP and in Europe more generally in the past number of years in areas such as Rates, Financing and Spread.

The CEP Market Risk team is located in Dublin and Paris and liaises closely with other Market Risk teams in the Europe Cluster and the wider GMR team. In addition to monitoring and oversight of Markets products, positions and exposures the team is also engaged in other areas such as the oversight of E-trading activities on CEP and preparations for FRTB implementation in the EU. The team liaises closely with the wider CEP & Global Independent Risk teams on matters such as risk appetite, committee reporting, stress testing and new activities management.

What you’ll do:

Working with local and global colleagues you will:

• Assist in developing and maintaining an appropriate legal entity market risk limits framework with applicable limits and triggers.
• Ensure review of legal entity market risk exposures in the context of limits, mandates and permitted product lists, with escalation of issues and appropriate suggested mitigations to CEP Market Risk Senior Management.
• Oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting.
• Participate in the oversight of stress testing that properly considers legal entity risks.
• Assist with the delivery of market risk reports/commentary to Committees, Regulators and Senior Management.
• Support regulatory Internal Model Approach requirements for the Market Risk team.
• Prepare market risk inputs to ICAAP, risk appetite, stress testing and ad-hoc regulatory or legal entity governance requirements drawing on appropriate regional/global market risk resources as required.
• Support the CEP Head of Market Risk in evaluating legal vehicle market risk controls.
• Assist in ensuring that market risk component of relevant audits, inspections and reviews are completed successfully.

What we’ll need from you:

• Demonstrated years relevant experience
• Degree in a quantitative or financial discipline with strong analytical skills.
• Excellent written and verbal communication skills
• Strong knowledge of financial instruments and risk metrics
• Ability to work collaboratively with people at all levels of the organization
• Strong organisational and project management skills and capability to handle multiple deliverables at one time
• Proficient in MS Office applications (Excel/VBA, Word, Power Point) and ability to become quickly proficient in a variety of Risk systems. SQL knowledge desirable as is keen interest in AI.

What we can offer you:

This is an excellent opportunity to develop your career with a leading financial institution in the global markets space. You will engage with traders, risk managers and other subject matter experts across the globe across a variety of businesses and products.

By joining Citi Dublin, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed) and enjoy a whole host of additional benefits that support you (and your family) to be well, live well and save well. Discover more here.

Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energised to join us, motivated to stay, and empowered to thrive.

Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.

#LI-PM3

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Job Family Group:

Risk Management

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Job Family:

Market Risk

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Time Type:

Full time

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Most Relevant Skills

Analytical Thinking, Credible Challenge, Data Analysis, Governance, Industry Knowledge, Policy and Procedure, Policy and Regulation, Product Knowledge, Risk Controls and Monitors, Risk Identification and Assessment.

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Other Relevant Skills

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

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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.

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