Market Risk Senior Analyst, Credit Valuation Adjustment (CVA) Assistant Vice President, Citi

Market Risk Senior Analyst, Credit Valuation Adjustment (CVA) Assistant Vice President

Citi

Location:

United Kingdom, London

Category:

-

Contract Type:

Not provided

Salary:

Not provided

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Job Description:

The Global XVA Market Risk team sits within the Global Market Risk Management Department and is a core Second Line of Defence function supporting Citi’s Markets business. The role involves BAU Market Risk management, stress testing, and supporting legal entity Market Risk management team as the subject matter expert on XVA topics.

Job Responsibility:

Monitor trading limits including responsibility for approving transactions over certain established limits
Work with traders or trading management to recommend actions to mitigate risk
Monitor and analyse the organisation’s risk exposure by understanding the risks and rewards of the Citi products
Work with XVA trading desk to ensure that all relevant market risk factors are properly identified and formally captured in official risk systems
Facilitate analysis and meaningful reporting of the risk data
Work with senior risk managers in market specific compliance programs
Develop and maintain an appropriate autonomous market risk limits framework with applicable limits and triggers
Monitor business compliance with the firm’s market risk-related policies
Assist in product specific risk reporting and limit monitoring
Oversee risk exposure measurement and limit monitoring processes
Participate in the development of business-level stress testing
Participate in the ongoing development, implementation and upgrade of risk systems
Well defined mid to long term projects in working with senior mentors

Requirements:

Demonstrated XVA/ Market Risk/Counterparty Credit Risk/XVA valuation control
Knowledge of financial instruments and risk metrics
Proficient 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 project management and organisational skills
Proficient in MS Office applications (Excel/VBA, Word, PowerPoint) and SQL
Experience in performing data analysis
Degree in a quantitative or financial discipline

Nice to have:

Has an eye for improvement and the curiosity to learn
Able to manage deliverables in a timely and quality fashion

What we offer:

Generous holiday allowance starting at 27 days plus bank holidays
Discretional annual performance related bonus
Private medical insurance packages
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:

March 21, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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