Markets Treasury is the primary interface for users of the bank balance sheet outside of the US, partnering all other bank chain product groups (ICG and Consumer) to facilitate their treasury requirements in order to develop the Treasury franchise, while working within a pre-determined transfer pricing framework, internal Citi liquidity and price risk limits and related policies, along with the external regulatory frameworks applicable to the activities of the business.
- Understand firm’s overall risk appetite, limit, and capital framework to allow effective optimization and allocation of risk appetite.
- Build front to back holistic understanding of risk and its implications on all attributions of capital, such as Stress losses, Value-at-Risk, etc.
- Support business heads to analyze their return on capital and risk appetite ratio.
- Work with Technology / MQA to develop comprehensive risk monitoring framework to manage overall portfolio risk and capital utilization in a timely manner, propose optimization strategy.
- Identify key market risk within Global Markets Treasury trading inventory with consideration of key market themes and environments through data analysis.
- Closely track performances of products within Global Markets Treasury 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.
- 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
- Strengthen risk monitoring, control, and governance process within the business, assist with occasional regulatory questions and requirements.
- Treasury / balance sheet familiarity
- Local Markets expertise
- Relevant Academic / Professional Qualifications Advantageous
- Understanding of Risk / Credit metrics
- Knowledge of Sovereign analysis tools
- Strong quantitative skills
- Strong communication skills to be able to work with Traders and communicate Risks to MT seniors
Vacancy Type: Full Time
Job Location: London, England, United Kingdom
Application Deadline: N/A