Xva Market Risk Officer, Citi

Citi

Location:
United Kingdom, London

Category:
Banking

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

The XVA Market Risk Officer role involves measuring, monitoring, and analyzing XVA risks, as part of Citi’s Market Risk XVA team under Global Market Risk. Responsibilities include creating risk analysis frameworks, maintaining accuracy in reporting, investigating data quality issues, and driving innovations in XVA risk management. The candidate needs strong financial instrument knowledge, proficiency in relevant tools like Tableau and Python, and excellent project management and communication skills.

Job Responsibility:

Implementing GMR target XVA dashboard in Tableau, in partner with XVA Risk reporting team
Ensure the accuracy and timeliness of XVA management reporting
Working with each trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
Investigate XVA Data Quality issues impacting daily risk management, in partner with Asset class XVA risk managers, Risk reporting, Risk Control and IT partners
Conduct detailed GMR FRTR SA CVA sensitivity UAT, actively follow up with investigation and issue remediation
Actively participate the FRTB end-to-end process build up, ensure regulatory compliance
Support team lead to oversee risk exposure measurement and limit monitoring processes to ensure integrity and appropriate independence of reporting
Challenge status quo and drive changes to be more efficient in review and challenge 1st line through Data analysis
Participate in the ongoing development, implementation and upgrade of risk systems including CRMR/VaR, CRMR/Issuer risk, LimitCentral/Volcker, LimitCentral/issuer risk

Requirements:

Solid relevant experience
Knowledge of financial instruments and risk metrics
Good understanding in CVA modelling or Counterparty Credit Risk modelling
Solid understanding on FRTB CVA requirement
Detail oriented, comfortable working with large amount of data for detailed data analysis
Must be a self-starter, proactive, innovative and adaptive with can-do attitude
Team player, Ability to work collaboratively and autonomously
Excellent written and verbal communication and interpersonal skills
Excellent project management skills and capability to handle multiple projects at one time
Proficient in MS Office applications (Excel/VBA, Word, Power Point), SQL, Tableau, Python etc
Bachelor’s/University degree in a quantitative or financial discipline, Master’s degree preferred

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 Program
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:
July 08, 2025

Employment Type:

Fulltime

Work Type:

On-site work

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Xva Market Risk Officer