Market Risk Analyst

Whether you’re at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you’ll have the opportunity to expand your skills and make a difference at one of the world’s most global banks. We’re fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You’ll also have the chance to give back and make a positive impact where we live and work through volunteerism.

Shape your Career with Citi

Citi’s Risk Management organization oversees Citi’s risk governance framework and risk appetite, ensures all risks generated by the firm’s businesses are measured, reviewed, and monitored on an ongoing basis.

We’re currently looking for a high caliber professional to join our team as Market Risk Analyst - Hybrid (Internal Job Title: Executive - C11) based in Singapore.

What you will do

We are seeking a motivated Analyst to join our Global Market Risk team in Asia, focusing on Spread Products business. This role is a key part of the team responsible for the daily measurement, monitoring, and analysis of market risk. You will work directly with the trading desk and senior risk managers to identify risks, recommend mitigation strategies, and ensure the firm's risk exposure is properly managed.

Key aspects of your role will include the development and maintenance of the market risk limits framework, overseeing the integrity of risk exposure measurement, and participating in critical business-level stress testing. You will play a vital part in ensuring that all relevant market risk factors are properly identified, captured, and reported. This is an excellent opportunity for an individual with strong analytical skills to gain deep product knowledge, a comprehensive understanding of market risk management, and to build a successful career within a leading financial institution.

Key Responsibilities:

• Actively monitor daily market risk exposures, market developments, and P&L drivers for the Spread Products business.
• Work with the trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems.
• Collect and aggregate data from multiple industry-specific sources to facilitate analysis and meaningful reporting.
• Develop and maintain an appropriate autonomous market risk limits framework with applicable limits and triggers, and monitor business compliance with the firm’s market risk-related policies.
• Oversee risk exposure measurement and limit monitoring processes to ensure the integrity and appropriate independence of reporting.
• Participate in the development of business-level stress testing that properly considers risk concentrations by single issuer, risk rating, sector/industry, and geography; review results and assess appropriate follow-up actions.
• Work with senior risk managers on market-specific compliance programs and assist in product-specific risk reporting.
• Participate in the ongoing development, implementation, and upgrade of risk systems.
• Engage in well-defined mid to long-term projects with senior mentors that require technical skills and strategic planning, enabling development in analytical capacity and critical thinking.
• Appropriately assess risk when business decisions are made, demonstrating particular consideration for the firm’s reputation and safeguarding Citigroup, its clients and assets, by driving compliance with applicable laws, rules and regulations, adhering to Policy, applying sound ethical judgment regarding personal behavior, conduct and business practices, and escalating, managing and reporting control issues with transparency.

Qualifications & Skills:

• 3+ years of relevant experience in market risk, a quantitative, or a financial field.
• Strong quantitative and analytical skills, with a solid understanding of financial instruments and risk metrics
• Proficiency in data analysis and programming with tools such as SQL, Python, and Excel/VBA.
• Excellent written, verbal, and interpersonal communication skills.
• A proactive, self-motivated, and adaptive individual with a strong sense of ownership.
• Strong organizational and project management skills, with the ability to handle multiple projects simultaneously in a fast-paced environment.
• Ability to work collaboratively with people at all levels of the organization and navigate a complex global structure.

Education:

• Bachelor’s degree/University degree or equivalent experience
• Degree in a quantitative or financial discipline.

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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, Governance, Policy, Procedure, and Regulation, Portfolio Analysis, Risk Management Lifecycle.

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Other Relevant Skills

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

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