Vice President / AVP (Cash Grid)
Located on the Trading Floor, Citi's Counterparty Exposure - Hedge Fund Risk Solutions structures umbrella trading-programs for clients, optimizing risk vs profitability. Accordingly, the group increases Citi's fee-based revenue and market-making execution. Utilizing a risk based solutions across asset classes; the desk aims to increase Citi's profitability while managing the firm's risk in times of market volatility and stress. Key responsibilities of the group include risk analysis, risk identification, exposure monitoring and stress testing.
Based in Singapore the individual will interact with clients and internal stakeholders to provide customized solution to optimize their portfolios from revenue, risk and funding perspective. The role requires candidates to have strong background in risk, finance and knowledge of derivatives products, as well as the ability to articulate complex ideas to management and clients. Core Responsibilities:
- Monitor and assist in the design of portfolio risk management solutions to meet clients' objectives.
- Work with sales and clients to analyze client portfolios, propose risk limits and work with Credit Risk Management to have them approved
- Utilize risk management tools for the measurement, monitoring and management of exposure.
- Monitor client exposures and communicate to internal trading desks and external clients.
- Develop processes to streamline data and risk analysis tasks.
- Put together presentations and documentation for internal or external use on various relative topics
- Degree in business, finance or mathematics.
- A minimum of 3 - 5 years relevant work experience in the financial industry.
- Experience in empirical data analysis, risk modelling and stress testing.
- Familiar with foreign exchange, interest rate and credit derivatives.
- Knowledge of structured products is preferable.
- Familiar with risk concepts (VaR, Factor Sensitivities, and Stress Test) is preferable.
- Ability to work in a cross functional team and to work well under pressure.
Job Family Group:
- Strong written and verbal communication skills
- Strong analytical skills and solid familiarity with statistical tools and methods.
- Experience in risk management and stress testing
- Programming skills in Python and VBA a plus
- Good attention to detail.
- Sound risk and business judgement
Risk Management Job Family:
Business Risk & Controls Time Type:
Citi is an equal opportunity and affirmative action employer.
Qualified applicants will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi
View the " EEO is the Law
" poster. View the EEO is the Law Supplement
View the EEO Policy Statement
View the Pay Transparency Posting