Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in data analysis, creation and development of advanced tools in Python for risks monitoring, stress testing and trading portfolios analysis to Citi’s Global Rates business.
By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
Role / Team Overview:
The role is for a Market Risk Data Scientist / Python Developer based in London, to join the G10 Market Risk team in EMEA, as part of the Global Rates business.
The G10 EMEA Rates Trading business provides interest rate market-making and solutions to the bank's clients by covering a wide range set of products, including: Bonds, Swaps, Vanilla Options as well as Exotics and Structured Products.
The Market Risk Department is in charge of the second line of defence within the firm. The main goal is to oversee / monitor risks at both portfolio and individual trade level and to challenge the business to ensure that the risk management activities are effective and aligned with the organization’s risk appetite.
What you’ll do:
The candidate will be primarily in charge of maintaining, improving and further widening the scope of the existing Python-based infrastructure for risks, including (but not limited to): daily risks monitoring, P&L attribution analysis, ad-hoc stress testing, Historical VAR estimation on selected portfolios.
Despite the role is part of the EMEA team, the project coverage extends to the whole Global Rates within Market Risk.
As a secondary mandate, the candidate will work alongside the team in EMEA on the whole set of daily tasks and deliverables, both internally as well as regulatory driven, when needed. That includes: daily limits monitoring, controls and analysis of risks, attestation of risks measures for regulatory purposes, P&L attribution analysis etc.
What we’ll need from you:
What we can offer you:
Given the global nature of the project within the Rates Market Risk department, the candidate will enjoy an excellent degree of visibility and will have a unique opportunity to leverage on the existing infrastructure while having the responsibility and the challenge to bring the infrastructure to the next level. In addition, this role will give the right candidate the opportunity to build an in-depth knowledge of the Global Rates operations and financial products, or to further widen it, while interacting with many people and teams in the organization.
We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.
By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:
Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.
Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.
#LI-TM3
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Job Family Group:
Risk Management------------------------------------------------------
Job Family:
Market Risk------------------------------------------------------
Time Type:
Full time------------------------------------------------------
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