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Citi
,
London, Greater London
Business Risk & Controls, SVP
Overview
Job Description
This role is to be part of the Global Markets Conduct team, reporting to the Quant Lead. The role will involve developing tools for market abuse behaviours of all trading activities by Citi's traders and clients across all regions, monitoring market behaviours, disorderly trading and limit breaches and circuit breaker triggers. The role would also support the oversight of LTA across global Markets and Securities Services and assist in the development of the control frameworks applied to LTA ensuring a robust and preventive control framework in the businesses. The role would further assist the 2nd Line of Defence (2LOD) with LTA model validation framework and managing business delivery related to 2LOD requirements and working closely with desk heads. **Responsibilities:** + Develop and monitor all trading activities by Citi's traders and clients across all regions for market abuse behaviour, disorderly trading, limit breaches (EMEA) etc. + Analyse and review historical traded data to determine the behaviour of Citi traders across all traded asset classes. + Review Citi Surveillance Market Abuse policy and work closely with compliance for escalations protocols. + Able to understand the market structure and determine the behaviour of Citi algorithms that could lead to potential market abuse behaviour. + Work closely with LTA and Quants desk to understand the Citi Trading models and contribute in enhancement of the models. + Engaging with Citi IT to understand the data structure and able to develop models for data quality issues. + Work closely with the Desk heads, Compliance and Risk functions to determine appropriate market abuse behaviours, pre-trade limits, changing and periodic review of these limits. + Support LTA governance framework including maintenance of LTA strategy and application inventory, new strategy and application approval, maintenance of LTA related documents. + Assist the business to comply with the new BAU requirements and engage closely with various stakeholders. + Able to transfer knowledge among team members. **Knowledge/Experience** + Excellent quantitative development experience preferably in financial market. + Excellent knowledge in financial market; such as Equity, FX, FI, Commodities, Benchmarks. + Experience in coding (R, Python) for quantitative finance, data analysis, market surveillance. + Experience of working with database and data structures. + Strong financial skills, analytical skills and problem solving skills + Experience and knowledge of model validation frameworks. + Excellent process and task management skills; capable of seeing the bigger picture as well as strong focus on day-to-day execution. **Qualifications:** + Advanced degree (MSc/PhD) in a quantitative subject such as Mathematics, Statistics, Physics, Computer Science or Engineering. + Minimum of 7 years' relevant Markets experience preferably in financial market or quantitative role. + Desirable: Experience in Front Office Business and/or Control function and/or Compliance or/ regulator. ----- 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. Citigroup Inc. and its subsidiaries ("Citi") invite all qualified interested applicants to apply for career opportunities. 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 CLICK HERE at . To view the "EEO is the Law" poster CLICK HERE at . To view the EEO is the Law Supplement CLICK HERE at . To view the EEO Policy Statement CLICK HERE at . To view the Pay Transparency Posting CLICK HERE at . Citi is an equal opportunity and affirmative action employer. Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.