Senior Market Risk Officer - Power & Derivatives Expert

Citi; Houston (TX); On-site; USD 156,000 - 234,000; Full time

Benefits offered by this job

Medical insurance

Dental insurance

Vision insurance

401(k) plan

Life insurance

Disability insurance

Wellness programs

Paid time off

Job summary

Citi in Houston seeks a Market Risk Manager to ensure trading desks operate within prescribed market risk tolerance levels. You will be the technical authority on risk measurement, control, and derivatives, guiding risk decisions and advising on technology and operations.

Responsibilities include monitoring risk exposure, developing stress tests, and enhancing risk systems. Strong communication and cross-functional collaboration are essential in this senior role.

Qualifications

• 10+ years of relevant experience.
• Degree in a quantitative or financial discipline.
• Experience in North American Power, Gas and Emissions markets; knowledge of risk management techniques.

Responsibilities

• Identify and formally capture risk factors in risk systems with trading desks.
• Collaborate on regulatory compliance programs with senior risk managers.
• Develop and maintain autonomous market risk limits framework with triggers.
• Monitor compliance with market risk policies and report control issues.
• Oversee risk exposure measurement and limit monitoring for reporting integrity.
• Contribute to development and testing of risk systems (VaR, limit monitoring, stress).

Skills

Market risk

Risk measurement & control

Regulatory compliance

NAM Power markets knowledge

Analytical skills

Communication skills

Programming/Modeling

Education

Bachelor's degree in Finance/Quantitative field

Master's degree preferred

Tools

SQL

Excel/VBA

PowerPoint

Job description

Citi in Houston seeks a Market Risk Manager to ensure trading desks operate within prescribed market risk tolerance levels. You will be the technical authority on risk measurement, control, and derivatives, guiding risk decisions and advising on technology and operations.

Responsibilities include monitoring risk exposure, developing stress tests, and enhancing risk systems. Strong communication and cross-functional collaboration are essential in this senior role.