Market Risk Officer - Risk, VP

该职位是花旗金融的副总裁级市场风险官，负责利率风险等市场风险的报告与分析，管理团队并与多个部门协作

Responsible for risk reporting and analysis for Citi Treasury, working closely with Treasury Portfolio Managers, Treasury Risk Managers, and Treasury Finance and O&T. Partners with members of Treasury, Risk Management, and Finance to establish reporting requirements, develop tools and analysis. Supervises the team responsible for reporting and analysis of interest rate and other market risks. Conducts daily, weekly, and/or monthly reporting of Interest Rate Exposure, DV01, duration, convexity, VaR, and MTM. Monthly reporting includes computation of Economic Value Sensitivity, Economic Risk Capital, and stress scenarios. Develops expertise in systems like DP and Yield Book. Leads testing and implementing new Treasury Risk Management system. Works to streamline and automate processes. Handles day-to-day staff management issues. Assesses risk and ensures compliance.