Citi
via Eightfold
Risk Reporting Senior Analyst
Compensation
$120K - 200K a year
Responsibilities
Perform data analysis of risk drivers, regulatory back-testing, and prepare regulatory filings.
Requirements
Experience with Excel, VBA, Access, market risk analysis, and regulatory reporting.
Full Description
Provide ad hoc in-depth data analysis of key drivers of risk to support Market Risk Management when there are unexpected VaR moves using Excel, VBA, and Access. Perform regulatory VaR back-testing required for evaluation of the VaR model used in calculation of risk-based capital and can impact the capital multiplier. Perform the daily back-testing by benchmarking Basel 3 Monte Carlo simulation VaR against historical profit and loss. Perform analysis on VaR and Market factors, and confirm variances in preparation of various regulatory filings, including 10-Q, 10-K, Earnings, Pillars, and FFIEC submissions. Provide market risk metric analysis using Access and Tableau. ------------------------------------------------------ For complementary skills, please see above and/or contact the recruiter. ------------------------------------------------------ Anticipated Posting Close Date: Feb 25, 2026 ------------------------------------------------------
This job posting was last updated on 1/8/2026
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