In Business Risk Quant Strat, Director at Citi

New York, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

17 Mar, 26

Salary

0.0

Posted On

17 Dec, 25

Experience

10 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Data Analysis, Market Risk, Hedging Strategy, Statistical Analysis, Machine Learning, Artificial Intelligence, Python, SQL, Big Data, Tableau, PowerBI, Risk Management, Financial Markets, Communication Skills, Analytical Skills, Problem Solving

Industry

Financial Services

Description

Understand key market risk within Markets' trading inventory with consideration of key market themes and environments through data analysis. Communicate results daily with head of IBR and trading heads. Help design appropriate hedging strategy as needed. Closely track performance of products within Global Markets on a regular basis, understand the drivers of market movements across different asset classes, analyze notable trends to form relative value and forward-looking view of material, concentration, and emerging risks. Understand the firm's risk appetite, limits and our capital framework to allow effective optimization and allocation of risk. Build front to back holistic understanding of risk and its implications on all attributions of capital, such as Stress losses, Value-at-Risk, etc. Support the Head of IBR and Business Heads to analyze their return on capital and risk appetite ratio. Work closely with independent risk teams (2nd Line of Defense) in sizing appropriate risk limits for the overall business and monitor risk limit utilizations across businesses. Developing data analytics tool by working technology, quants and asset class IBR team to help efficiency for 1st risk management. Hands-on data analysis and explain VAR, Stress testing and RWA for Markets. Conduct in-depth statistical analysis of financial data to identify market inefficiencies and develop predictive signals. Research and apply cutting-edge quantitative techniques, including machine learning and artificial intelligence, to enhance existing strategies or develop new ones. Work with Technology / MQA to develop comprehensive risk monitoring framework to manage overall portfolio risk and capital utilization in a timely manner, propose optimization strategy. 10+ years of experience in a related role, such as Trading/Structuring/Research or Quantitative/Data Analysis, for which one of the focuses was centered on managing Market Risk. Background and knowledge of Fixed Income and equity markets, and Fixed Income product structuring and trading are beneficial. Cross asset class product and market knowledge is important. Effective interpersonal skills to develop and maintain relationships. Consistently clear and concise written and verbal communication. Exceptional analytical and numerical competency. Strong analytical / quantitative background. Strong in Python and SQL programming skills Experience with Big data Apache Hadoop Experience with Tableau/PowerBI or other dashboard tools Deep data knowledge in Front office Risk, Valuation, Margin, Settlement for OTC Derivatives. Excellent technical, diagnostic, and troubleshooting skills by working with Technology Excellent in building professional relationships with staff and clients. Excellent communication, motivational, and interpersonal skills. Must have strong attention to detail, be self-motivated and inquisitive with an interest in financial markets and trading. Strong MS Excel, Bloomberg, Tableau, and problem-solving skills. Programing skills such as SQL and Python are preferred. Ability and strong interest to learn and understand various asset classes and associated risks Bachelor's degree or master's degree. ------------------------------------------------------ Job Family Group: Product Management and Development ------------------------------------------------------ Job Family: Product Development ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ ------------------------------------------------------ For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Anticipated Posting Close Date: Dec 23, 2025 ------------------------------------------------------

Responsibilities

The role involves understanding key market risks within trading inventory and communicating results with senior management. It also includes designing hedging strategies and analyzing market movements to identify risks and opportunities.