#1
| |||
| |||
Citibank CVA |
#3
| |||
| |||
Re: citibank cva
The CVA Risk Management team is responsible for the market risk management of Citi’s CVA (Credit Value Adjustments) globally. Citigroup CVA Market Risk Senior Manager vacancy CVA Market Risk Senior Manager Citigroup New York, NY, United States Key Responsibilities: Risk management oversight for CVA Review and approve transactions for dynamic hedging Drive projects to improve accuracy of measurement of CVA Overseeing and ensuring the integrity of the risk monitoring process Qualifications An undergraduate or postgraduate degree in a quantitative or financial discipline. Additional qualifications, such as CFA or Financial Risk Management (FRM) will be an advantage Skills: Good computing skills essential: specifically advanced spreadsheet and PowerPoint use Programming/modelling experience would be an advantage Experience of large-scale technology project implementation and/or management would be an advantage Good interpersonal and communication skills Good attention to detail and strong analytical skills Ability to manage within and across the organization A willingness to take an active involvement in day-to-day activity and flexibility in addressing a number of projects simultaneously This is a 'hands-on' role. Ability to identify issues, build consensus, and drive projects through to resolution Knowledge/Experience: In-depth understanding of product characteristics, pricing methods and hedging techniques for vanilla and exotic interest rate, FX and credit derivatives Similar understanding of other derivatives will be an advantage. Knowledge of the credit processes and infrastructure within the firm will be useful A background in trading, risk management or structuring would be a strong advantage |
|