Market Risk Analyst – Spread Products (Hybrid)

About the role

Citi's Risk Management organization oversees the bank's risk governance framework and risk appetite, and is measuring, reviewing and monitoring risks across its businesses. It is looking for a Market Risk Analyst (hybrid, internal title Executive - C11) to join the Global Market Risk team in Asia, focused on the Spread Products business. The role works closely with the trading desk and senior risk managers to measure, monitor and analyse market risk, develop and maintain the market risk limits framework, and take part in business-level stress testing.

Key responsibilities

• Monitor daily market risk exposures, market developments and P&L drivers for the Spread Products business
• Work with the trading desk so that market risk factors are identified and captured in official risk systems
• Collect and aggregate data from industry-specific sources for analysis and reporting
• Develop and maintain the market risk limits framework with limits and triggers, and monitor compliance with market risk policies
• Oversee risk exposure measurement and limit monitoring to ensure independent reporting
• Take part in business-level stress testing covering single issuer, risk rating, sector and geography, and review results
• Help senior risk managers with market-specific compliance programs and product risk reporting
• Contribute to the development and upgrade of risk systems, and join mid-to-long-term projects with senior mentors
• Assess risk in business decisions and escalate control issues transparently

Required profile

• 3+ years of relevant experience in market risk, a quantitative or financial field
• Bachelor's degree or equivalent experience, preferably in a quantitative or financial discipline
• Strong quantitative and analytical skills, with a solid understanding of financial instruments and risk metrics
• Excellent written, verbal and interpersonal communication skills
• Proactive, self-motivated, adaptable, with strong project management skills and the ability to handle several projects at once
• Ability to collaborate across a complex global organisation

Required skills

• Data analysis and programming with SQL, Python and Excel/VBA
• Analytical thinking, portfolio analysis and risk management lifecycle