| Employer: | Citi Group
| Job Ref No: |
11046972
| Job Title: |
Risk Analyst - - Futures / OTC Clearing
| Sector: |
Other
| Sub Sector: |
Other
| Risk Type: |
Other
| Expertise: |
Risk Manager
|
- Individual will be responsible for working as part of a team responsible for measuring, monitoring and controlling Futures and OTC Clearing Risk at Citi.
- Analysing client portfolios (with a focus on futures and OTC Clearing) to ensure contingent market risks are beingproperly measured and controlled in line with the firm's risk policies.
- Build real-time risk infrastructure for futures/OTC Clearing to provide better service and improved risk management for both clients and the firm.
- Develop and utilize risk management tools for the measurement, monitoring and management of clients' contingent market risk exposure.
- Perform standard daily and weekly analysis as well as customized risk analysis. Communicate key findings to senior management.
- Monitor client portfolios to ensure that risks (primarily market and liquidity risk, but also documentation, legal and reputational risks) are controlled.
- Setting and monitoring of portfolio provisions and position exceptions handling.
- Perform regular risk reviews incorporating market risk portfolio analysis as well as suitability and appropriateness of margin policies.
- Communicate results to Sales and communicate with clients as well. Attend client meetings to discuss portfolio risk and margin financing framework.
- Collate presentations and documents for internal and external use on various topics including describing the functions of the Risk Group, margin methodologies, and summarizing risk issues.
- Analyzing Control Environment including periodic review of the control environment, vetting of new systems, processes, policies and procedures associated and related to market and/or credit risk and ensuring they are in sync with market practices.
- Represent the department to various and internal and external Credit officers, auditors and regulatory agencies as their issues relate to market risk and control issues.
- Futures OTC Derivatives knowledge essential.
- Relevant market risk experience in Futures/ETD and OTC Clearing. A knowledge of commodity and energy products preferred. Fixed income and equity products desirable.
- Trading experience desirable.
- Skills:
•Development and implementation of class leading risk methodologies and technology. Stress testing skills essential, instrument modelling skills desirable.
•Strong Excel skills
- Qualifications:
•Individual must have a Bachelors or Masters in Mathematics, Science or Finance/Economics,
- Competencies:
•Good communicator.
•Entrepreneurial.
•Strong analytical skills.
•Storng problem solving abilities
•Excellent written and oral communication skills
•Ability to work independently as well as in a team environment.
| Employment Type: |
Full Time
| Region/Country: |
Asia / Pacific, Singapore
| City: |
APAC-Singapore
| Address: | | Post Date: | 02/10/2012 |
