Rates IBR VP: FRTB Basel 3 Risk & Analytics

Citibank (Switzerland) AG; Greater London; Hybrid; Confidential; Full time

Job summary

Citibank (Switzerland) AG in London seeks a VP-level Rates IBR expert to lead Basel 3 Endgame / FRTB analytics and capital optimization for Global Rates Front Office.

You will partner with trading desks to deliver robust risk insights, build analytical tools in Python/SQL/Tableau, and drive regulatory deliverables with strong project-management skills.

This role emphasizes cross-functional collaboration and clear communication across senior stakeholders in Markets.

Qualifications

• Experience delivering FRTB SA/IMA and Basel 3 work in a large bank.
• Strong data management and modelling with large data sets.
• Excellent communication and cross-team collaboration.

Responsibilities

• Analyse gaps and enhancements in FRTB SA/IMA delivery for Global Rates.
• Manage stakeholder dependencies with Markets partners.
• Develop tools for market risk capital and exposures.
• Support front office with regulatory deliverables.
• Ensure timely delivery of regulatory and risk projects.

Skills

FRTB / Basel III

Market risk analytics

Python / SQL / Tableau

Project management

Stakeholder communication

Education

Bachelor's degree in related field

CFA or similar qualifications a plus

Tools

Python

SQL

Tableau

Job description

Citibank (Switzerland) AG in London seeks a VP-level Rates IBR expert to lead Basel 3 Endgame / FRTB analytics and capital optimization for Global Rates Front Office.

You will partner with trading desks to deliver robust risk insights, build analytical tools in Python/SQL/Tableau, and drive regulatory deliverables with strong project-management skills.

This role emphasizes cross-functional collaboration and clear communication across senior stakeholders in Markets.