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Risk Reporting Senior Analyst at Citi

Getzville, New York, United States -

Full Time

Start Date

Immediate

Expiry Date

07 Apr, 26

Salary

0.0

Posted On

07 Jan, 26

Experience

5 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Data Analysis, Risk Management, Excel, VBA, Access, VaR, Regulatory Compliance, Back-Testing, Monte Carlo Simulation, Market Risk, Tableau, Profit and Loss Analysis, Regulatory Filings, Basel 3, Earnings Reports, FFIEC Submissions

Industry

Financial Services

Description

Provide ad hoc in-depth data analysis of key drivers of risk to support Market Risk Management when there are unexpected VaR moves using Excel, VBA, and Access. Perform regulatory VaR back-testing required for evaluation of the VaR model used in calculation of risk-based capital and can impact the capital multiplier. Perform the daily back-testing by benchmarking Basel 3 Monte Carlo simulation VaR against historical profit and loss. Perform analysis on VaR and Market factors, and confirm variances in preparation of various regulatory filings, including 10-Q, 10-K, Earnings, Pillars, and FFIEC submissions. Provide market risk metric analysis using Access and Tableau. ------------------------------------------------------ For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Anticipated Posting Close Date: Feb 25, 2026 ------------------------------------------------------

Responsibilities

The Risk Reporting Senior Analyst will provide in-depth data analysis of key risk drivers to support Market Risk Management, particularly during unexpected VaR moves. Responsibilities include performing regulatory VaR back-testing and daily benchmarking against historical profit and loss.