Citi Trends
Risk Reporting 2LOD Sr. Analyst
GETZVILLE, New York, United States of America · Senior · Full-time
Sponsorship not specified$91k-$103kDetected 1 day ago
Data AnalysisData VisualizationExcelLoad TestingVariance Analysis
About the role
- Citibank, N.A. seeks a Risk Reporting 2LOD Sr.
- Analyst for its Getzville, New York location.
- Duties: Review and submit daily regulatory reports, including Value-at-Risk (VaR) and Stressed Value-at-Risk (Stressed VaR) for portfolio limits, factor sensitivity by risk asset class, and global stress testing limits.
Requirements
- Alternatively, employer will accept a Bachelor's degree in the stated fields and 3 years of the specified progressive, post-baccalaureate experience.
- 1 year of experience must include: Clean buy and hold profit and loss
- 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.
- Use knowledge of VaR and buy and hold profit and loss for timely follow ups.
Skills
- Our automated processing and AI do not involve relying on automatic or autonomous decision-making.
- Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.
- View Citi's EEO Policy Statement and the Know Your Rights poster.
Compensation
- In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards.
Benefits
- Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs.
- Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays.
- For additional information regarding Citi employee benefits, please visit citibenefits.com.
Equal opportunity
- If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
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