CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
We require candidates that have engaged in matters relating to Volcker 2:0, who have led and managed key relevant projects or programs, managed teams, been responsible for the reporting elements of these threads and had ownership on budgets and spend.
The Volcker Rule is one of the most significant regulation impacting financial markets globally. As a major US global bank, the impact on Citi is significant resulting in this being one of the most impactful initiatives in the organization.
This is a critical role that will deliver integrated solutions in line with regulatory expectations, working closely with colleagues in the front office, risk and other control functions. The incumbent will be responsible for development and maintenance of Reasonably Expected Near Term demand (RENTD) and Mandates workstreams of the Volcker Rule
Design analytical frameworks, develop tools for data validation
Analysis of customer demand for Trading desks, and assessment of adequate level of assets/risk for client inventory
Work with the trading business to analyse the trading and associated risk activity of each desk, within the necessary frameworks
Assessment of hedges used for risk management with principal risk in market making inventory
Analysis of Volcker metrics results for Markets – involving Finance, Risk, and Customer activity data
Efficiently manage large data sets of ~ 50bn data points/month to draw analytical insights for trading desks and other markets businesses
Provide subject matter expertise for internal and external related queries relating to Volcker rule
Partner with business, risk and legal stakeholders to monitor changes in business activity; assess Volcker implications and support business in ensuring Volcker compliance requirements are met on an ongoing basis
Review, document and analyze individual Desk's trading and hedging strategies
Ensure Business' Volcker Mandate documentation is updated to reflect changing business priorities, roles and structures
Ensure documentation and procedures meet current and upcoming regulatory requirements
Responsible for product classification by Volcker exemption / exclusion in partnership with risk and business partners
Work with Technology teams to develop sustainable solutions supporting the Volcker program
Knowledge, Experience & Skills
Experience developing robust market risk analysis, using large complex sets of data, and managing junior analysts is essential
Understanding of Cash & Derivative trading covering multiple asset classes is not essential but would be an advantage
Understanding of Front Office trading processes across the full trade lifecycle within a large bank/dealer covering multiple asset classes.
Experience of trading desk market risk management processes is desirable
Experience/familiarity with programming languages (R / Python / SQL) is highly desirable
Skills and Competencies
Must be able to demonstrate extensive experience of:
Strong numerical and problem solving skills, with analytical mind-set and comfortable working with large amounts of data within Excel
Strong project management skills; ability to gain consensus among staff and drive initiatives to completion effectively.
Interpersonal, influencing and organizational skills to mobilize and motivate delivery in a co-operative and collaborative working environment using appropriate matrix management of teams across trading and support/infrastructure/control functions
Excellent verbal and written communication skills, to effectively produce procedural documentation and communicate with senior management. Ability to seamlessly communicate complex technical issues to non-technical colleagues
College/university education required, with an MBA, STEM/quantitative major or CFA strongly preferred. Appropriate industry experience & exceptional delivery track record is as important.
Apply now following the link below, or alternatively send you resume directly to email@example.com.