Risk - G10 Rates - Risk Manager - Vp - London, United Kingdom - eFinancialCareers

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eFinancialCareers
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London, United Kingdom

3 weeks ago

Tom O´Connor

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Tom O´Connor

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Description

The role is for a Market Risk Data Scientist (AVP/VP level), based in London, to join the G10 Market Risk team in EMEA, as part of Global Rates.

The G10 EMEA Rates Trading business provides interest rate market-making and solutions to the bank's clientsby covering a wide range set of products, including: Bonds, Swaps, Vanilla Options as well as Exotics and Structured Products.


Role Responsibilites:


  • Develop new and/or consolidate existing G10 rates tools of the rates market risk team aimed at improving/ enhancing:
  • a) Risks monitoring / measurement
- b) P&L risk explain
- c) Risks scenario analysis and back-testing

  • Contribute to the development or production of metrics used to satisfy regulatory requirements and stress testing processes.
  • Work alongside senior team members to ensure that the reported risk exposures are correct and if necessary help in assessing the main drivers of risks and potential P&L identification.
  • Contribute to the production and testing of measures for risks (e.g. Stress tests, FRTB etc)
  • Communicate/ interact with other teams both within Market Risk as well as outside (e.g. IT Dept, Quants and Front Office)
  • Must be dedicated to information integrity and to producing high quality and insightful output and hitting deadlines where applicable.
  • Working knowledge of Database handling / management / visualisation. Exposure to Big Data.
  • Basic knowledge of Interest Rate securities and derivatives, and of general Market Risk concepts and techniques (e.g., VAR, stress testing, FRTB)
  • Teamwork mindset, handson attitude, attention to detail, effective time management within complex project planning.
  • Good presentation and communication skills.
  • Masters Degree or PhD is preferable. Familiarity with financial and statistical modelling is beneficial.
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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

  • Citi 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 origin, disability, or status as a protected veteran.

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