[nilesh]

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I want to get the details of CVA Market Risk Senior Manager vacancy in Citibank so can you provide me?

[Vishal Kotkar]

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