Global Markets Finance - Counterparty Exposure - VP Global Markets Finance - Counterparty Exposure -  …

Citi
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 01 Jun 20
Competitive
Citi
in Singapore, Singapore, Singapore
Permanent, Full time
Last application, 01 Jun 20
Competitive
Citi
Global Markets Finance - Counterparty Exposure - VP
Individual will be responsible for working as part of a team responsible for measuring, monitoring and controlling risk for DSFT business across ICG MSS. Analyzing portfolios and businesses, (with a focus on Counterparty and collateral risk) to ensure the risks are being properly measured and controlled in accordance with the firm's risk policies.
In-Business Risk (IBR) is a global team supporting the Head of Markets Financing who reports to the co-heads of ICG MSS. This In-Business Risk (IBR) role (DSFT Risk Manager) will support the Head of DSFT risk management in BAU activities
To fulfil this role, a risk professional is required who has a market or credit risk background
Key Responsibilities:
  • Day to day oversight of BAU activities including analytics and risk reporting
  • Provide SME support to businesses on risk related activities
  • Actively liaise and coordinate with businesses on new product identification, limits, stress testing, etc.
  • Monitor client portfolios to ensure that risks are controlled
  • Develop and utilize risk management tools for the measurement, monitoring and management of exposure.
  • Perform standard daily and weekly analysis as well as customized risk analysis.  Communicate key findings to senior management.
  • Put together presentations and documents for internal and external use on various topics including describing the functions of the Risk Group, stress methodologies, and summarizing risk issues
  • Analyzing control environment including periodic review of the control environment, vetting of new systems, processes, policies and procedures associated and related to market and/or credit risk and ensuring they are in sync with market practices.
Development Value:
  • The team is new giving opportunity to expand the role as the function grows.
  • Learn about DSFT risk management and Financing products more broadly
  • Build solid market/credit Risk experience as we use cutting-edge risk models and techniques
  • Knowledge/Experience:
  • Experience with managing market or credit risk
  • Relevant market risk experience across multiples asset classes including rates, equities, credit and commodities
Skills:
  • Development and implementation of class leading risk methodologies, margin models and technology.
  • Strong analytical skills with good attention to detail and a demonstrated aptitude for tackling analytical issues through quantitative modelling and assimilation of data into a working product
  • Ability to work well with cross-functional teams from Business, Credit, Operations and Compliance
  • Strong written and verbal communication skills
  • Sound risk and business judgment
  • Stress testing skills essential, instrument modelling skills desirable.
  • Strong Excel skills ideally incorporating VBA (Visual Basic for Applications)
  • Programming skills in Python, R or other statistical languages is a plus
Qualifications:
  • Master's degree (or equivalent)
  • Major in Mathematics, Science or Finance/Economics is highly preferred
Competencies:
  • Good communicator.
  • Entrepreneurial.
  • Strong analytical skills.
  • Strong problem solving abilities
  • Excellent written and oral communication skills
  • Ability to work independently as well as in a team environment.
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Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - SG ------------------------------------------------------
Time Type :Full time ------------------------------------------------------
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