Global Markets Risk VP — Cross-Asset Analytics & FRTB

Citi; New York (NY); In loco; USD 130.000 - 195.000; Tempo pieno

Descrizione del lavoro

Citi in New York is seeking a VP-level professional for Global Markets In-Business Risk (IBR) to oversee market risk across asset classes. The role emphasizes risk identification, analytics, and collaboration with senior trading leadership to optimize capital and risk frameworks.

The ideal candidate has a background in fixed income trading or quantitative analysis with strong programming skills (Python, SQL) and a deep understanding of risk metrics and capital requirements.

Competenze

• 5-10 years of experience in fixed income trading or related quantitative analysis with risk management focus.
• Familiarity with risk management frameworks and ability to extract risk insights from metrics (e.g., HVaR).
• Cross-asset class product and market knowledge; strong analytical capabilities.

Mansioni

• Proactively identify, quantify, and analyze key market risks in trading inventories.
• Communicate findings with Head of IBR and senior trading heads.
• Own Markets RWA monitoring and analytics; identify drivers and risk concentrations.

Conoscenze

Market risk

Fixed income

Quant analysis

Numerical analysis

Communication

Formazione

Bachelor’s or Master’s degree in quantitative field

Strumenti

Python

SQL

AI tooling

Descrizione del lavoro

Citi in New York is seeking a VP-level professional for Global Markets In-Business Risk (IBR) to oversee market risk across asset classes. The role emphasizes risk identification, analytics, and collaboration with senior trading leadership to optimize capital and risk frameworks.

The ideal candidate has a background in fixed income trading or quantitative analysis with strong programming skills (Python, SQL) and a deep understanding of risk metrics and capital requirements.