Front Office Market Risk VP - GenAI-Powered Quant (Hybrid)

Citibank (Switzerland) AG; New York, Northern (NY, KY); Hybrid; Confidential; Full time

Benefits offered by this job

Hybrid work model

GenAI infrastructure access

Job summary

Citi is seeking a Senior Quantitative Analyst, Market Risk (VP) to join the Front Office In-Business Market Risk team in New York. The role blends quantitative finance, software engineering, and AI to shape risk measurement, capital strategy, and trading decisions.

Lead GenAI-enabled analytics, collaborate with traders and risk teams, and deliver scalable, explainable risk solutions across Citi's Markets businesses.

Qualifications

• 10+ years of quantitative modeling experience in market risk.
• Experience with VaR, stress testing, and capital calculations.
• Strong knowledge of regulatory frameworks and risk analytics platforms.

Responsibilities

• Build analytical tools and GenAI-enabled applications for real-time market risk visibility.
• Design AI-assisted workflows integrating LLMs with risk analytics platforms.
• Develop scalable GenAI pipelines ensuring production-grade, governed solutions.
• Collaborate with traders and risk managers on model evaluation and improvements.
• Contribute production-quality Python code to in-house analytics libraries.

Skills

VaR

Stress testing

PnL attribution

Capital calculations

Risk factor sensitivities

Large-scale risk analytics

Python (pandas, numpy)

SQL

Git/Bitbucket

Education

PhD or Master’s in Statistics/Math/Physics/CS/Quantitative Finance/OR/Engineering

Tools

Python

Pandas

Numpy

SQL

Git/Bitbucket

Job description

Citi is seeking a Senior Quantitative Analyst, Market Risk (VP) to join the Front Office In-Business Market Risk team in New York. The role blends quantitative finance, software engineering, and AI to shape risk measurement, capital strategy, and trading decisions.

Lead GenAI-enabled analytics, collaborate with traders and risk teams, and deliver scalable, explainable risk solutions across Citi's Markets businesses.