Citi Market risk Reporting Analyst in Costa Rica

  • Primary Location: Costa Rica

  • Education: Bachelor's Degree

  • Job Function: Risk Management

  • Schedule: Full-time

  • Shift: Day Job

  • Employee Status: Regular

  • Travel Time: No

  • Job ID: 17055188

Description

The global Market Risk Reporting group is responsible for the analysis and reporting of, Market Risk Limit monitoring, externally reported trading VaR, & the market risk information that feeds Citi Risk Global Market Risk (CRMR) system. The market risk is used in a wide array of Citi regulatory & internal capital calculations as well as many market risk reports and stress testing. This team interacts with other members of Risk, Financial Control, Information Technology, Risk Analytics and the business. The position requires exceptional people and project management skills, a strong work ethic, solid market risk analytic skills, exceptional verbal and written communication skills, and the ability to troubleshoot and follow up on problems while working under a very tight daily production cycle. This position will give the individual exposure to market risk for products traded in every region and in nearly every market as well as exposure to senior management.

Responsibilities:

  • Participate in risk committees about internal controls for the London broker dealer

  • Manage and escalate the follow ups to reconciliation discrepancies with feed support in a timely manner.

  • Understanding of market risk factors that affect VaR, SVAR, IRC, CRM, Securitization, and Standard Specific Model Risk.

  • Understanding of the relationship between VaR and the risk factors, volatilities, and correlations that go into the statistical calculation to the point where the VaR can be broken down, analyzed, and potentially corrected.

  • Develop, leverage, and maintain relationships across varying levels of management and function to ensure a high degree of accuracy in Citi VaR & global market risk

  • Interaction with regulators and auditors to ensure compliance with policies and procedures

Qualifications

  • The ideal candidate will have a BS or BA but a masters and or CFA/FRM are preferable

  • 5+ years of Market Risk control, management, or reporting experience

  • Excellent analytical, problem solving, and troubleshooting skills are a must

  • Superior people skills, project management skills, & communication skills

  • Superior Microsoft Access, & Excel skills are required and VBA / SQL are a plus