Risk Reporting 2LOD Sr. Analyst, Assistant Vice President Greater Mumbai, India Area + 1 more

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. This role places you at the intersection of risk management, data science, and regulatory compliance, giving you direct visibility into Citi's cross-asset risk profile.

Responsibilities

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, and Firmwide Stress Testing.

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.

Drive remediation of data issues in partnership with first-line and technology teams.

Apply Python, machine learning, and statistical modeling to detect anomalies in risk movements and automate risk commentary.

Partner with Market Risk Managers, Traders, Structurers, and Legal Entity Risk Officers to explain P&L and risk fluctuations.

Design and deploy interactive dashboards using Tableau, Power BI, and Python to transform static risk reporting into real-time analytics tools.

Oversee the governance, calibration, and monitoring of market risk limits and early warning triggers.

Required Qualifications & Skills

You bring 5+ years of experience in a Markets-focused function at a large financial institution, ideally within a risk discipline.

You hold a solid understanding of financial markets and risk management practices across asset classes and financial products.

You work effectively both independently and as part of a team to deliver on project objectives.

You apply strong analytical, problem-solving, and troubleshooting skills to complex risk questions.

Beneficial Skills & Qualifications

You have experience running projects successfully from initiation through completion.

You combine Tableau or Power BI expertise with Python coding skills.

You bring a data-driven mindset, with experience in SQL, Tableau, Python, and workflow automation tools such as Alteryx.

You hold a bachelor's degree in a related scientific discipline, along with a master's degree.

You hold or are working toward a financial qualification such as FRM or CFA.

What We Offer

Join a team at the center of Citi's market risk oversight, where your analytical insight will directly influence regulatory reporting and governance for the bank's largest European and UK entities.

Work in a hybrid model with three days in the office and two days working remotely each week.

Collaborate with risk, trading, and technology teams across Citi's global network.

Access structured learning and development opportunities to build regulatory, analytics, and data science expertise.

Benefit from programs supporting financial wellbeing, family support, and work-life balance.

Gain visibility and influence within Citi's risk governance framework as you shape how market risk is reported and monitored.

Apply today to help shape the future of market risk reporting and analytics at Citi.

Job Family Group:

Risk Management

Job Family:

Risk Reporting and Exposure Monitoring

Time Type:

Full time

Most Relevant Skills

Analytical Thinking, Credible Challenge, Governance, Management Reporting, Policy, Procedure, and Regulation, Risk Management Lifecycle.

Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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