SVP, In-Business Market Risk - Front Office Leader

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

Job summary

Citibank (Switzerland) AG in London is seeking an In-Business Risk Manager to identify and quantify market risks within the trading inventory across asset classes. You will track performance, understand capital frameworks, and support risk optimization efforts for the front office.

You will work closely with trading desks and risk teams, provide clear risk analyses, and contribute to regulatory readiness including FRTB. Strong Excel, SQL, and Python skills are preferred.

Qualifications

• Experience in trading or trading strategy preferred, otherwise related roles in macro research or quantitative analysis.
• Deep subject matter expertise in at least one asset class with cross-asset risk awareness.
• Strong written and verbal communication; ability to explain complex risks clearly.

Responsibilities

• Identify and quantify current and emerging market risks within Markets' trading inventory.
• Track asset performance and basis moves across markets to forecast PnL impacts.
• Understand risk appetite, limits, and capital framework to guide risk optimization.
• Support head of IBR and trading desks in return on capital analysis.
• Collaborate with 1st and 2nd line risk to size risk limits and utilization.
• Assist with regulatory questions including non-US FRTB readiness.
• Work with Technology to improve risk monitoring framework.

Skills

Trading experience

Asset class expertise

Interpersonal skills

Written communication

Analytical skills

Self-motivation

Geopolitics interest

MS Excel

SQL

Python

Education

Bachelor’s degree or Master’s degree in Economics, Engineering, Statistics, or Finance

Job description

Citibank (Switzerland) AG in London is seeking an In-Business Risk Manager to identify and quantify market risks within the trading inventory across asset classes. You will track performance, understand capital frameworks, and support risk optimization efforts for the front office.

You will work closely with trading desks and risk teams, provide clear risk analyses, and contribute to regulatory readiness including FRTB. Strong Excel, SQL, and Python skills are preferred.