Director, Market Risk — Cross-Asset FI & Front Office

Citigroup Inc.; New York (NY); Presencial; USD 200.000 - 300.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Medical insurance

Dental & vision coverage

401(k)

Life, disability insurance

Paid time off

Descripción de la vacante

Citi’s Global Markets In-Business Risk (IBR) front office 1st line of defense oversees market risk across asset classes globally, focusing on holistic risk and capital optimization. This Director-level role emphasizes cross-asset portfolio risk with a strong background in fixed income trading and pricing/valuation expertise.

You will lead analytics, mentor junior analysts, and partner with Risk, Trading desks, Quants, and Technology to enhance risk monitoring and decision-making.

Formación

• Bachelor’s or Master’s degree in a quantitative field (Finance, Quantitative Finance, Economics, Engineering, Statistics)
• 10+ years in Fixed Income Trading, Structuring, or Quantitative Strategy with risk-taking and pricing experience
• Strong communication skills with senior stakeholders and internal partners
• Deep expertise in pricing/valuation frameworks, Greeks, and risk metrics (HVaR, Stress Testing)
• Experience leading or mentoring junior analysts or teams
• Proficiency in Python and SQL; enthusiasm for AI adoption

Responsabilidades

• Closely track product performance across Global Markets and understand drivers of market movements.
• Identify ex-ante market risks within trading inventory and quantify concentration and risk.
• Communicate findings to Head of IBR and senior trading heads.
• Design risk-mitigating hedging strategies as needed.
• Understand risk appetite, limits, and capital framework to optimize risk allocation.
• Assist Head of IBR and Business Heads in analysis of ROE and stress capital.
• Collaborate with second-line risk and technology teams to size risk limits and monitor risk utilization.
• Develop advanced data analytics tools and risk monitoring frameworks with Quants and Tech teams.
• Translate complex risk, P&L, and market data into actionable insights for first-line risk management.
• Provide mentorship to junior team members and ensure high-quality analytics output.

Conocimientos

Python

SQL

Risk frameworks

Market risk

Communication

Leadership

Cross-asset knowledge

Fixed income market knowledge

Educación

Bachelor’s or Master’s degree (quantitative)

Herramientas

Python

SQL

Descripción del empleo

Citi’s Global Markets In-Business Risk (IBR) front office 1st line of defense oversees market risk across asset classes globally, focusing on holistic risk and capital optimization. This Director-level role emphasizes cross-asset portfolio risk with a strong background in fixed income trading and pricing/valuation expertise.

You will lead analytics, mentor junior analysts, and partner with Risk, Trading desks, Quants, and Technology to enhance risk monitoring and decision-making.