Non-Trading Market Risk Mgmt Ld Analyst
About the position Citibank, N.A. seeks a Non-Trading Market Risk Management Lead Analyst for its New York, New York location. Duties: Analyze areas of potential risk to assets, earning capacity, or success of clients. Conduct risk reporting and analysis for Treasury. Establish reporting requirements, develop tools, and make recommendations to limit risk with respect to portfolios and products. Implement projects involving system migrations, regulatory deliverables, and consolidated accrual interest rate risk reporting. Perform analysis on forecasted and historical financial and strategic performance. Monitor and develop new regulatory reporting requirements including Basel III. Extract trade details including deal ID, maturity date, and notional value and export data into advanced financial models. Use Oracle SQL to monitor trading data activity. Use advanced excel functions, Python, and Tableau in risk and trading. Conduct automation of processes to enable future scaling. Work with trading desk to execute risk metrics reporting and analysis. Generate risk metrics for AFS (Available for Sale) and HTM (Held-till-Maturity) securities portfolios, including MBS (Mortgage-backed Securities) and credit products, long-term debt, and derivatives. Analyze DV01, basis risk, and credit and market risk limits of business product. Produce internal and external quarterly stress test reporting metrics. Perform modeling to forecast net interest income in various economic scenarios and predict how sensitive this income is to external shocks, including changes in interest rates. Compute Interest Rate Exposure (IRE) and Economic Value Sensitivities (EVS) and analyze results to forecast risk exposure. Evaluate and explain drivers for variances in interest rate risk exposures. Provide ad-hoc support to portfolio exposures, capital investment, and risk sensitivities. Identify potential improvements and capabilities to increase consistency, transparency, and reliability of accrual risk reporting. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols. Requirements: Requires a Master’s degree, or foreign equivalent, in Finance, or related field and 2 years of experience as a Fund Accounting Specialist, Risk Analyst, or related position involving analyzing and monitoring credit, market, and regulatory risk for the banking industry. Alternatively, employer will accept a Bachelor’s degree in the specified fields and 5 years of progressive, post-baccalaureate experience in the above positions. 2 years of experience must include: Modeling to perform income and economic sensitivity analysis; Utilizing advanced excel functions, macros, and software including Python and Tableau during risk and trading reporting modeling; Monitoring portfolio exposures, capital investment, and risk sensitivities; Strengthening Accrual Risk Reporting; Risk Management; Financial Reporting; Financial Regulatory Compliance; and Monitoring financial statement disclosures. Applicants submit resumes at Please reference Job ID #26936101. EO Employer. Wage Range: $188,178 to $188,178 Job Family Group: Risk Management Job Family: Finance Risk ------------------------------------------------------ Job Family Group: ------------------------------------------------------ Job Family: ------------------------------------------------------ Time Type: Full time ------------------------------------------------------ Primary Location: New York New York United States ------------------------------------------------------ Primary Location Full Time Salary Range: In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire. ------------------------------------------------------ Most Relevant Skills Please see the requirements listed above. ------------------------------------------------------ Other Relevant Skills For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Anticipated Posting Close Date: Mar 19, 2026 ------------------------------------------------------ Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law. If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster. Responsibilities • Analyze areas of potential risk to assets, earning capacity, or success of clients. • Conduct risk reporting and analysis for Treasury. • Establish reporting requirements, develop tools, and make recommendations to limit risk with respect to portfolios and products. • Implement projects involving system migrations, regulatory deliverables, and consolidated accrual interest rate risk reporting. • Perform analysis on forecasted and historical financial and strategic performance. • Monitor and develop new regulatory reporting requirements including Basel III. • Extract trade details including deal ID, maturity date, and notional value and export data into advanced financial models. • Use Oracle SQL to monitor trading data activity. • Use advanced excel functions, Python, and Tableau in risk and trading. • Conduct automation of processes to enable future scaling. • Work with trading desk to execute risk metrics reporting and analysis. • Generate risk metrics for AFS (Available for Sale) and HTM (Held-till-Maturity) securities portfolios, including MBS (Mortgage-backed Securities) and credit products, long-term debt, and derivatives. • Analyze DV01, basis risk, and credit and market risk limits of business product. • Produce internal and external quarterly stress test reporting metrics. • Perform modeling to forecast net interest income in various economic scenarios and predict how sensitive this income is to external shocks, including changes in interest rates. • Compute Interest Rate Exposure (IRE) and Economic Value Sensitivities (EVS) and analyze results to forecast risk exposure. • Evaluate and explain drivers for variances in interest rate risk exposures. • Provide ad-hoc support to portfolio exposures, capital investment, and risk sensitivities. • Identify potential improvements and capabilities to increase consistency, transparency, and reliability of accrual risk reporting. Requirements • Requires a Master’s degree, or foreign equivalent, in Finance, or related field and 2 years of experience as a Fund Accounting Specialist, Risk Analyst, or related position involving analyzing and monitoring credit, market, and regulatory risk for the banking industry. • Alternatively, employer will accept a Bachelor’s degree in the specified fields and 5 years of progressive, post-baccalaureate experience in the above positions. • 2 years of experience must include: Modeling to perform income and economic sensitivity analysis; Utilizing advanced excel functions, macros, and software including Python and Tableau during risk and trading reporting modeling; Monitoring portfolio exposures, capital investment, and risk sensitivities; Strengthening Accrual Risk Reporting; Risk Management; Financial Reporting; Financial Regulatory Compliance; and Monitoring financial statement disclosures. Benefits • In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. • Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. • Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. • For additional information regarding Citi employee benefits, please visit citibenefits.com. • Available offerings may vary by jurisdiction, job level, and date of hire.