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VP, Algorithmic Trading Risk Manager

Singapore, Singapore | Citi Private Bank

  • Industry:
    Financial Services
  • Position Type:
  • Functions:
    Financial Services Professional
    Risk Management
  • Experience:
Job Description:
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Real-time monitoring of all algorithmic trading activities by Citi’s traders and clients in Asia for signs of disorderly trading, limit breaches etc.

Work with the Desk heads, Compliance and Risk functions to determine appropriate pre-trade limits, changing and periodic review of these limits

Analyse and review historical traded data to estimate values at which pre-trade and post-trade controls are set

Assess desk procedures and workflow (i.e. list of systems used, change & approval processes for pre-trade and post trade limits, documentation)

Review kill switch activation procedures and escalation protocols

Implementation and management of remedial actions

Significant input into LTA governance framework including maintenance of LTA strategy and application inventory, new strategy and application approval, maintenance of LTA related documents

Annual self-assessment of LTA key controls and drawing up validation report to comply with MIFID 2 requirement

Knowledge/Experience:

Excellent process and task management skills; capable of seeing the bigger picture as well as strong focus on day-to-day execution.

Experience of working with colleagues from different businesses, regions and support functions 

Experience in a controls related role (Middle Office, Compliance, Audit) desirable not essential

Experience in coding (C++, JAVA, Python) desirable not essential 

Strong financial skills, analytical skills and problem solving skills

Skills:

Strong communication skills

Tenacious hands-on problem-solving skills.

Excellent task management skills and capable of keeping many different moving parts in view at once.

Strong project management skills; ability to balance short-term and medium-term remedial action.

Ability to identify and manage dependencies across large parts of the front office and control functions.

Focus on execution and getting the job done

Education:

Bachelor’s/University degree or equivalent experience preferably in a controls related role (Middle Office, Compliance, Audit)


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