Senior Spread Products In-Business Risk

Citi • New York, NY

1d

About The Position

Identify and monitor key systemic and idiosyncratic risks across Spread Products' trading and financing businesses including frequent discussions with the head of Spread Products, head of Spread Products IBR and heads of Spread Products Flow and Structured Trading. Closely track position level performance of on a regular basis, understand the drivers of market movements across different asset classes, analyze notable trends to form relative value and forward-looking view of material, concentration, and emerging risks. Design and implement consistent risk metrics that explain the performance of the Spread Products positions in different market environments. Work with colleagues in Spread Products/MQA/Technology to develop comprehensive risk monitoring framework to manage overall portfolio risk and ensure efficient allocation of capital. Build front to back holistic understanding of risk across Spread Products including implications on all attributions of capital, such as Stress losses, Value-at-Risk, etc. Work closely with independent risk teams (2nd Line of Defense) in sizing appropriate risk limits for the overall business and monitor risk limit utilizations across businesses.

Requirements

• 15+ years of experience in a Trading/Structuring/Risk Management role for which one of the focuses was centered on managing market risk
• Expert knowledge across all Spread Products asset classes- agency and non-agency mortgages, credit (developed markets and emerging markets) and securitized products
• Extensive experience in managing regulatory interactions and workstreams
• Effective interpersonal skills to develop and maintain relationships
• Consistently clear and concise written and verbal communication
• Exceptional analytical and numerical competency
• Strong analytical / quantitative background
• Must have strong attention to detail, be self-motivated and inquisitive with an interest in financial markets and trading
• Bachelor's degree or master's degree

Responsibilities

• Identify and monitor key systemic and idiosyncratic risks across Spread Products' trading and financing businesses
• Track position level performance on a regular basis
• Understand the drivers of market movements across different asset classes
• Analyze notable trends to form relative value and forward-looking view of material, concentration, and emerging risks
• Design and implement consistent risk metrics
• Work with colleagues to develop comprehensive risk monitoring framework
• Build front to back holistic understanding of risk across Spread Products
• Work closely with independent risk teams in sizing appropriate risk limits

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level
• Number of Employees: 5,001-10,000 employees