FX Market Risk Officer

5 days ago


London, Greater London, United Kingdom caia - Jobboard Full time

Citigroup Inc., commonly known as Citi, is a leading global financial services institution operating in over 160 countries. Our Global FX Risk Management team is responsible for overseeing the market risks associated with the Global FX business, and we are seeking a skilled Market Risk Data Officer to join our team.

About the Job

This is a challenging role that requires strong analytical and problem-solving skills, as well as excellent communication and interpersonal skills. You will work closely with our existing team members to identify and evaluate market risks generated by the Global FX business, including short-term interest rate trading.

You will also be responsible for working on ad-hoc scenarios, building analysis tools to analyze risk and market data, and ensuring that reported exposures are correct and cover the main drivers of risk and potential profit/loss. Additionally, you will review and validate assumptions in risk models used by underlying business units and analyze the impact of model changes.

Key Responsibilities
  1. Identify and evaluate market risks generated by the Global FX business, including short-term interest rate trading.
  2. Work on ad-hoc scenarios and build analysis tools to analyze risk and market data.
  3. Ensure that reported exposures are correct and cover the main drivers of risk and potential profit/loss.
  4. Review and validate assumptions in risk models used by underlying business units.
Benefits

We offer a competitive base salary of £65,000 per annum, plus a discretionary annual performance-related bonus. You will also enjoy a generous holiday allowance of 27 days plus bank holidays, private medical insurance packages, and access to an array of learning and development resources.

In addition, you will be part of a business casual workplace with a hybrid working model, allowing you to balance your work and personal life. Our company values diversity and inclusion, and we are committed to creating a workplace where everyone feels comfortable coming to work as their whole self every day.



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