Market Risk Officer, Securitized Products, Senior Vice President

Market Risk Senior Officer I is a strategic professional who closely follows latest trends in own field and adapts them for application within own job and the business. Typically a small number of people within the business that provide the same level of expertise. Excellent communication skills required in order to negotiate internally, often at a senior level. Developed communication and diplomacy skills are required in order to guide, influence and convince others, in particular colleagues in other areas and occasional external customers. Accountable for significant direct business results or authoritative advice regarding the operations of the business. Responsibilities Risk Management oversight of Market Risk function for Securitized Products trading including Agency and Non-agency products with specific focus on Agency Mortgage Trading. Review and approve transactions, analyze exposures, sign off on daily risk metrics including VAR, daily stress testing and FRTB metrics. Drive Projects to improve accuracy of Market Risk Analytics. Oversee and ensure the integrity of the risk monitoring process including quarterly limit reviews and material market risk reviews. Review and approve risk framework for Market Risk for risk‑taking units. Monitor compliance with risk limits/triggers, permitted products and large, complex and illiquid pre‑trade approval thresholds. Frequent interaction with Financial Division to understand sources of market risk variation. Interaction with Model Validation, Risk Analytics and Financial Control to ensure thorough concise of methodologies and models. Interaction with Market and Credit Risk Managers to improve accuracy of regulatory and management reporting. Interaction with regulators, auditors, senior business leaders and market risk management CRO. Partner, collaborate and work with other areas within Citi as necessary. Keep abreast of regulatory changes, new regulations and internal policy changes. 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. Qualifications 10+ years relevant experience. Degree in a Quantitative or Financial discipline. Advanced knowledge of financial instruments, risk metrics and Market Risk Management. Advanced analytical, technical and quantitative skills. Expert knowledge of treasury, market risk and liquidity management and knowledge of secured financing, securitization, and derivative products. Excellent written and verbal communication skills. Must be a self‑starter, flexible, innovative and adaptive. Highly motivated, attention to detail, team oriented, organized. Developed presentation skills with the ability to articulate complex problems and solutions through concise and clear messaging. Ability to work collaboratively and with people at all levels of the organization. Excellent project management and organizational skills and capability to handle multiple projects at one time. Proficient in MS Office applications (Excel/VBA, Word, PowerPoint) and SQL. Programming/modeling experience. Education Bachelor’s/University degree, Master’s degree preferred. Job Details Full Time, Primary Location: New York, New York, United States Job Family Group: Risk Management Job Family: Market Risk Compensation: $176,720.00 - $265,080.00 annually Benefits Medical, dental & vision coverage 401(k) plan Life, accident, and disability insurance Wellness programs Paid time off packages, including vacation, sick leave, and paid holidays Most Relevant Skills Analytical Thinking Credible Challenge Data Analysis Governance Industry Knowledge Policy and Procedure Policy and Regulation Product Knowledge Risk Controls and Monitors Risk Identification and Assessment Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. #J-18808-Ljbffr