Risk Reporting 2LOD Sr. Analyst, Assistant Vice President

Overview

Senior Market Risk Reporting Analyst (AVP) on the EMEA Legal Entity Market Risk Reporting team, producing and analysing market risk reporting for Citi's key European and UK legal entities.

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

What you'll need

• 5+ years of experience in a Markets-focused function at a large financial institution, ideally within a risk discipline.
• Solid understanding of financial markets and risk management practices across asset classes and financial products.
• Works effectively both independently and as part of a team to deliver on project objectives.
• Strong analytical, problem-solving, and troubleshooting skills applied to complex risk questions.

Nice to have

• Experience running projects successfully from initiation through completion.
• Tableau or Power BI expertise combined with Python coding skills.
• Data-driven mindset, with experience in SQL, Tableau, Python, and workflow automation tools such as Alteryx.
• Bachelor's degree in a related scientific discipline, along with a master's degree.
• Holds or is working toward a financial qualification such as FRM or CFA.

Details

• Full-time role.
• Hybrid model: three days in the office and two days remote each week.
• Location: Mumbai, Maharashtra, India.