Market Risk Manager, Digital Assets, Citi

Citi

Location:
United Kingdom, London

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The Market Risk Officer - Digital Assets is a strategic professional who stays abreast of developments within the evolving field of Digital Assets (primarily Crypto Assets) and contributes to Market Risk Analysis and Management by considering their impact on a stand alone and portfolio basis. Requires basic commercial awareness and developed communication and diplomacy skills to guide, influence and convince others. Responsible for measuring, monitoring and analysing the organisation’s market risk exposure on a day-to-day and long-term basis for all products that have Digital Asset market risk.

Job Responsibility:

Understanding and analysing risks, especially market risks, involved in the bank's digital asset / crypto asset products and projects
Working with each trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
Working with senior risk managers in Volcker compliance program
Developing and maintaining an appropriate autonomous market risk limits framework with applicable limits and triggers
Autonomously monitor business compliance with the firm’s market risk-related policies
Oversee risk exposure measurement and limit monitoring processes to ensure 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
Participate in the ongoing development, implementation and upgrade of risk systems including CRMR/VaR, CRMR/Issuer risk, LimitCentral/Volcker, LimitCentral/issuer risk
Small tasks/projects which constitute direct integration with trading businesses and market in general
Working with senior mentors on well-defined mid to long term projects that require technical skills and strategic planning

Requirements:

Demonstrated years of relevant experience
Degree in a quantitative or financial discipline
Knowledge of financial instruments and risk metrics
Quantitative skills including mathematics involved in risk estimation and modelling
Excellent written and verbal communication skills
Must be a self-starter, flexible, innovative and adaptive
Ability to work collaboratively and with people at all levels of the organisation
Excellent written and verbal communication and interpersonal skills
Ability to both work collaboratively and autonomously
ability to navigate a complex organisation
Advanced analytical skills
Excellent project management and organisational skills and capability to handle multiple projects at one time
Proficient in MS Office applications (Excel/VBA, Word, Power Point) and SQL

What we offer:

Generous holiday allowance starting at 27 days plus bank holidays
increasing with tenure
A discretional annual performance related bonus
Private medical insurance packages to suit your personal circumstances
Employee Assistance Programme
Pension Plan
Paid Parental Leave
Special discounts for employees, family, and friends
Access to an array of learning and development resources

Additional Information:

Job Posted:
May 15, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Market Risk Manager, Digital Assets