Risk Reporting 2LOD Sr. Analyst, Assistant Vice President
MumbaiFull-time5–9 yrsPosted 5 days ago
Senior analyst role at Match Me Resume Match | Citi in Mumbai. Needs 5+ years and a CFA.
About the role
As a Senior Market Risk Reporting Analyst, you will shape how market risk is measured, monitored, and reported across Citi's key European and UK legal entities. You will join the EMEA Legal Entity Market Risk Reporting team at a pivotal time, combining regulatory-grade production reporting with the opportunity to build advanced portfolio analytics using Python, automated data pipelines, and interactive dashboards.
What you'll do
- Produce, analyze, and present comprehensive market risk profiles across Rates, FX, Credit, Equities, and Commodities
- Conduct deep-dive analysis on key risk measures, including Value at Risk, Expected Shortfall, Factor Sensitivities, Issuer and Concentration Risk
- Ensure legal entity compliance with European and UK regulatory frameworks, including ECB, PRA, FCA, and EBA standards
- Deliver auditable analytics for regulatory examinations, ICAAP exercises, and periodic regulatory filings
- Maintain a strong control environment across the data lifecycle and identify data quality issues at the source
What you need
- Reporting
- Power BI
- Dashboarding
- SQL
- Python
- Tableau
Good to have
- Alteryx
- Market risk
- Performance testing
- Machine learning
- CFA
- ETL