Senior Market Risk VP: Strategic, Quantitative Lead

Citibank (Switzerland) AG; Houston (TX); Hybrid; Confidential; Full time

Job summary

Citigroup seeks a Market Risk Senior Officer I, Senior Vice President in Houston to ensure trading desks stay within risk tolerances. The role requires deep expertise in risk measurement, derivative products, and market dynamics, with a focus on power, gas and emissions.

Hybrid work is offered; salary range shown below reflects seniority and location. Responsibilities include risk monitoring, limit governance, stress testing, and collaboration with traders and risk managers to mitigate exposures

Qualifications

• Bachelor's degree in a quantitative or financial discipline.
• 10+ years relevant experience in market risk management.
• Experience in NAM Power markets (PJM, MISO, NYISO, ERCOT, WECC) preferred.
• Knowledge of risk metrics, VaR and stress testing.
• Strong communication and presentation skills.

Responsibilities

• Coordinate with trading desks to capture risk factors in risk systems.
• Develop and maintain market risk limits framework with triggers.
• Monitor risk exposure and limit compliance across desks.
• Contribute to stress testing and risk system upgrades.
• Advise on risk mitigations and regulatory compliance.

Skills

Market risk management

Analytical skills

Communication skills

Quantitative analysis

Programming experience

Education

Bachelor's degree in Finance

Master's degree preferred

Tools

Excel/VBA

SQL

PowerPoint

Word

Job description

Citigroup seeks a Market Risk Senior Officer I, Senior Vice President in Houston to ensure trading desks stay within risk tolerances. The role requires deep expertise in risk measurement, derivative products, and market dynamics, with a focus on power, gas and emissions.

Hybrid work is offered; salary range shown below reflects seniority and location. Responsibilities include risk monitoring, limit governance, stress testing, and collaboration with traders and risk managers to mitigate exposures