Market Risk Reporting Manager, Citi

Citi

Location:
Philippines, Taguig

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

Citi is seeking an Assistant Vice President, Market Risk Reporting Manager (Internal Job Title: Risk Reporting Senior Analyst) based in Taguig, Philippines. This role involves producing and analyzing market risk-based reports, such as VaR, SVaR, Factor Sensitivities, and Stress Testing. The position also includes managing data governance initiatives, providing support for risk management teams, and collaborating with technology to improve reporting solutions. The ideal candidate must have strong communication skills, Microsoft Excel mastery, and knowledge of statistical concepts, among other qualifications.

Job Responsibility:

Manage the production and analysis of Market Risk based reports including a full suite of metrics such as VaR, SVaR, Factor Sensitivities, and Stress Testing
Preparation of regular and time-sensitive analytics, visualizations and reports to the Risk Managers, Senior Management, and Regulators
Develop and maintain close working relationship with Risk Management, Business Units and other Control functions
Work with the Market Risk Managers to define and document key reporting metrics
Raise, investigate and follow-up on issues related to data quality, limit excesses, etc.
Define and document business requirements for enhancement of Key Risk Indicators and reporting requirements
Play a key role in the execution of the Price Risk Reporting Initiative driving transformation across the Market Risk Stripe
Partner with Technology to design strategies for automated solutions to ensure accurate and timely reporting
Collaborate on Data Governance, Data Services and Data Quality initiatives across the organization to improve the quality of information utilized for Market Risk
Implementation and enhancement of key controls and maintenance of associated process documentation
Provide ad-hoc support and analysis
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.

Requirements:

Bachelor’s/university degree and 6-8 years work experience in finance or a related control discipline (e.g. Management Reporting, Market Risk Management, Product Control, Risk Control, etc.)
Attention to detail and accuracy are essential
Solid Microsoft Excel skills and the ability to quickly develop advanced knowledge of MS Excel and Visual Basic a must, familiar with Tableau and Python is preferred
Solid understanding of statistical concepts and data analysis or a track record that demonstrates high aptitude to learn these skills
Quick learner with excellent communication skills, team orientation, and ability to work with counterparts in different areas of organization.

Nice to have:

Familiar with Tableau
Familiar with Python.

What we offer:

Programs and services for physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more
Expanded Paid Parental Leave Policy
Resources and tools to volunteer in the communities
Access to an array of learning and development resources
Generous paid time off packages.

Additional Information:

Job Posted:
May 15, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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Market Risk Reporting Manager