Market Risk Officer, Citi

Citi

Location:
Brazil, São Paulo

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The Market Risk Officer is responsible for measuring, monitoring, and analyzing the organization’s market risk exposure on a day-to-day and long-term basis for various financial products. The role involves working with trading desks, developing market risk limits, overseeing risk exposure processes, and contributing to business-level stress testing.

Job Responsibility:

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
Assist in credit product and muni product risk reporting and limit monitoring
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
Appropriately assess risk when business decisions are made, by driving compliance with applicable laws, rules and regulations, adhering to Policy, and applying sound ethical judgment

Requirements:

6-10 years relevant experience
Advanced English level
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 organization
Excellent written and verbal communication and interpersonal skills
Ability to both work collaboratively and autonomously
ability to navigate a complex organization
Advanced analytical skills
Excellent project management and organizational skills and capability to handle multiple projects at one time
Proficient in MS Office applications (Excel/VBA, Word, Power Point) and SQL
Programming and/or database management experience
Degree in a quantitative or financial discipline
Bachelor’s/University degree required
Master’s degree preferred

What we offer:

Equal opportunity employer
inclusive workplace
compliant with applicable laws and regulations

Additional Information:

Job Posted:
April 26, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Market Risk Officer