FRM Equities FRM Equities …

à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Soyez parmi les premiers à postuler
à Londres, Angleterre, Royaume-Uni
CDI, Plein-temps
Soyez parmi les premiers à postuler
FRM Equities
An opportunity to join Equities FRM, in a dynamic, collaborative and creative environment, the role focuses on optimising the capital footprint of the division with emphasis of CCAR and other stress capital and measures.  Capital management is a core group focus and this is an opportunity to participate in key initiatives and engage with senior stakeholders in the division. Equities FRM (Financial Recourses Management), is a Business side function mandated to optimize and better govern regulatory and economic capital usage, and also source, analyze and optimize other financial resources like balance sheet and funding.  Under this umbrella the team is mandated to validate, model and optimize RWA, GSIB score, CCAR capital, Liquidity buffers and costs.

Key responsibilities:

These would include:

• Collaborating with internal partners and industry forums to improve VaR, Expected Shortfall (FRTB) and Stress models (including CCAR) and any variants of Standardised Approach models.
• Working with the Quant and Risk Technology Risk Delivery teams to ensure appropriate risk capture for above mentioned models and also improving the core capabilities in the light of increasing calculation demands.
• Price new structures and business initiatives from the regulatory and economic capital viewpoint for current and anticipated capital standards.
• Constant improvement of business reports and analytics assisting in smart decision making
• Analyse the impact of portfolio testing in liquidity management for Equity Derivatives
The successful candidate will need to have a proven track record in the equity structured products space, a very good understanding of the risks and the business profile of structured derivatives, including Equity Linked Notes and Certificates Issuance. Also be confident in regulatory capital terminology, including Basel rules, FRTB, Liquidity Coverage ratio and others. They would be able to demonstrate competence with VaR and Stress models. 

• Derivatives pricing and risk management, including correlation and dispersion strategies and other relative value trades
• Financial mathematics.
• Good knowledge of the regulatory environment with a particular focus on its impact on Equity Derivatives as an asset class


• Strong Scientific/Mathematics/Finance background
• Past experience in a similar role, or in a Trading/Structuring/ Market Risk role with a leading Institution
• MSc equivalent in Maths/Science/Engineering/Computing/Business

Core Competencies:

• Team work
• Attention to details
• Communication skills
• Excel and VBA, building and running basic excel based business models
• Able to assimilate and analyze complex information and distill the salient points

Exceptional candidates who do not meet these criteria may be considered for the role provided they have the necessary skills and experience.

Valuing Diversity:

Demonstrates an appreciation of a diverse workforce. Appreciates differences in style or perspective and uses differences to add value to decisions or actions and organisational success.

Citi is an Equal Opportunities Employer

Grade :All Job Level - All Job FunctionsAll Job Level - All Job Functions - GB
Time Type :Full time
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.
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