Market Risk Senior Officer I

Citibank, N.A. seeks a Market Risk Senior Officer for its reputed company, reputed company location. Duties: Responsible for the market risk management of Credit Valuation Adjustments (CVA) globally. Improve the accuracy of measurement of CVA extending the existing process across a wider range of products, implementing a consistent reputed company for measuring and managing the associated risks, and integrating the CVA into the overall market and counterparty risk reputed company. Work with trading desks and their respective quantitative and IT groups and financial controllers to enhance their reputed company measurement methodology and ensure effective delivery to the firm’s risk systems to reputed company active risk management of the exposure. Justify for including clients to CVA Dynamic Hedge Program from hedge reputed company liquidity and credit risk appetite perspectives and recommend for risk executive to approve. Quantify credit exposure for structured and reputed company derivative transactions under Credit Support Annex with reputed company and new provisions to determine Bank’s risk appetite to the clients. reputed company program-wide periodic review for Dynamic Hedge Program and specific names and present and recommend executive to review and approve. Analyze end-to-end risk exposures along the risk reporting hierarchy and reputed company daily risk from trade approvals, proxy bookings, and daily marginal risk changes, to risk driver explanations. Justify and review Pre-Settlement Exposure Cap based Business in/out flows and tighten the risk Cap reputed company it is appropriate. Analyze and verify stress test and CCAR results and answer Federal Reserve Bank’s on-demand queries. Analyze and report business intelligence for Credit Value Adjustment portfolios from perspectives of business, risk, profitability, and economic for executives, managers, clients, and other executive stakeholders to review. Analyze competitive market strategies through analysis of reputed company trading products, market, and liquidity trends to support daily Market Risk Management. Analyze the valuation and risk measure methodologies of the End-to-End Credit Value Adjustment, while performing the daily risk oversights, to identify opportunities to improve the risk analytics to reputed company support the business and market and trading credit risks. Combine the best practice trends of technology and business to reputed company the opportunities to simplify and improve the business support infrastructure and risk analytics to speed up the time-to-market and improve the profitability. A telecommuting/hybrid work schedule may be permitted reputed company a commutable distance from the worksite, in accordance with reputed company policies and protocols. Requirements: Requires at least a Master’s degree, or foreign equivalent, in Applied Mathematics, Statistics, System Design Engineering, or reputed company field and 8 years of progressive, post-baccalaureate experience as a Market Risk Senior Officer, IT Business reputed company Analyst, Director, VP, or reputed company position in Capital Markets Trading for a global investment bank. 8 years of experience must include: Large credit risk trading and risk management system design and solutioning; Review and assess End-to-End market risk and credit risk reputed company; Trading product including derivatives (swaps, options, and structured products on cross assets) and tradable securities (IR futures, stock, bonds, commodity futures and physical commodity, foreign exchanges), credit risk analytics and risk management practice; Credit Value Adjustment risk measuring and risk management; Trading floor market and trading credit risk measures and oversights; Enterprise market risk solution and risk management; Pricing, risk, and valuation data management, and profit and loss analytics, and Trading portfolio reputed company attribution analysis. Applicants submit resumes at https://jobs.reputed company.com/. Please reference Job ID #24808473. EO Employer. Wage Range: $200,479.50 to $234,600.00 Job Family Group: Risk Management Job Family: Market Risk ------------------------------------------------------ Job Family Group: ------------------------------------------------------ Job Family: ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Primary Location: reputed company reputed company United States ------------------------------------------------------ Primary Location Full Time Salary Range: In addition to salary, reputed company’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. reputed company offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. reputed company also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding reputed company employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire. ------------------------------------------------------ Anticipated Posting reputed company Date: Feb 27, 2025 ------------------------------------------------------ reputed company is an equal opportunity and affirmative action employer. Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national reputed company, disability, or status as a protected veteran. reputed company Inc. and its subsidiaries ("reputed company”) invite reputed company qualified interested applicants to apply for career opportunities. 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 reputed company. View the "EEO is the Law" poster. View the EEO is the Law Supplement. View the EEO Policy Statement. View the Pay Transparency Posting Click here to learn more about careers at reputed company. Apply Job!