Market Risk Analysis Manager

5 days ago


Taguig, National Capital Region, Philippines Citigroup Inc. Full time

Citigroup Inc. is a global leader in financial services. Our Market Risk Analysis Manager will lead the production and analysis of market risk based reports, including VaR, SVaR, Factor Sensitivities, and Stress Testing.

This role requires a high caliber professional with a strong background in finance and risk management. The ideal candidate will have a solid understanding of statistical concepts, data analysis, and Microsoft Excel. Experience with Tableau and Python is a plus.

Key Responsibilities:

  • Lead the production and analysis of market risk based reports.
  • Develop and maintain close working relationships with Risk Management, Business Units, and other Control functions.
  • Work with Market Risk Managers to define and document key reporting metrics.
  • Raise, investigate, and follow up on issues related to data quality, limit excesses, etc.

Required Skills and Qualifications:

  • Bachelor's degree and 6-8 years work experience in finance or a related control discipline.
  • Solid Microsoft Excel skills and ability to quickly develop advanced knowledge of MS Excel and Visual Basic.
  • Familiarity with Tableau and Python is preferred.
  • Solid understanding of statistical concepts and data analysis or a track record that demonstrates high aptitude to learn these skills.

Benefits:

  • Competitive salary and benefits package.
  • Opportunities for career growth and development.
  • Diverse and inclusive work environment.

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