VP, Non-Trading Market Risk: IRRBB & Treasury Risk

Citibank (Switzerland) AG; Mississauga; Hybrid; CAD 180,000 - 250,000; Full time

Job summary

Citibank (Switzerland) AG in Mississauga invites a Vice President to lead second line risk oversight for non-trading market risks, with focus on IRRBB and Treasury investments. The role collaborates across global teams to challenge models, limits, and stress tests while ensuring governance and control processes meet regulatory standards.

The ideal candidate has deep risk analytics, fixed income knowledge, strong communication, and a team-oriented mindset, with 5–10 years of relevant experience.

Qualifications

• Bachelor’s degree in economics, finance, or quantitative field.
• 5–10 years of experience in Risk Management, Treasury, Capital Markets or related functions.
• Strong analytical and mathematical capabilities with fixed income knowledge.
• Excellent written and verbal communication skills.

Responsibilities

• Ensure second line independent market risk oversight of IRRBB.
• Review IRRBB risk identification activities performed by the first line units.
• Challenge IRRBB proposals on entity limits, assumptions, and models.
• Monitor drivers of significant movements in IRRBB exposures and pricing risk.
• Coordinate development of Non-Trading Market Risk frameworks, policies and procedures.
• Review risk management processes for conceptual soundness and potential limitations.

Skills

Risk management

Analytics

Market risk

IRRBB

Fixed income analytics

Quantitative skills

Communication

AI tools

Education

Bachelor’s degree in economics or finance

Master’s degree preferred

Tools

AI tools

Job description

Citibank (Switzerland) AG in Mississauga invites a Vice President to lead second line risk oversight for non-trading market risks, with focus on IRRBB and Treasury investments. The role collaborates across global teams to challenge models, limits, and stress tests while ensuring governance and control processes meet regulatory standards.

The ideal candidate has deep risk analytics, fixed income knowledge, strong communication, and a team-oriented mindset, with 5–10 years of relevant experience.