The Risk Reporting 2LOD Sr. Analyst at Citibank will focus on reviewing and submitting daily regulatory reports related to market risk metrics. This role involves conducting in-depth data analysis to support Market Risk Management, particularly during unexpected Value-at-Risk (VaR) movements. The analyst will also monitor exposure changes and ensure compliance with Top of the House Limits. Additionally, the position requires the use of data visualization tools to enhance reporting efficiency.

• Requires a Master’s degree, or foreign equivalent, in Mathematics, Economics, Financial Risk Management, or related quantitative field and 1 year of work or internship as a Financial Data Analyst, Quantitative Analyst, or related position.
• Alternatively, a Bachelor’s degree in the stated fields and 3 years of specified progressive, post-baccalaureate experience is acceptable.
• 1 year of experience must include clean buy and hold profit and loss, data analysis using Excel, VBA, and Access, market risk metrics monitoring, reporting and analysis, market factor analysis, back-testing, variance analysis, portfolio analysis, and report process automation using Excel and VBA.

• Review and submit daily regulatory reports, including Value-at-Risk (VaR) and Stressed Value-at-Risk.
• Provide ad hoc in-depth data analysis of key drivers of risk to support Market Risk Management.
• Monitor daily exposure changes and coordinate with Risk Management to ensure compliance with Top of the House Limits.
• Perform regulatory VaR back-testing required for evaluation of the VaR model used in risk-based capital calculations.
• Conduct 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 for various regulatory filings.
• Utilize data analysis and visualization skills to build new Tableau processes for enhanced efficiency.

• Citi offers a comprehensive benefits package including competitive pay, stock programs, healthcare coverage, retirement plans, paid time off, parental leave, and programs supporting employee wellbeing and professional development.