Senior Market Risk VP - Strategy, Limits & Oversight

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

Benefits offered by this job

Medical, dental & vision coverage

401(k) plan

Life, accident & disability insurance

Wellness programs

Paid time off & holidays

Job summary

Citi in Houston is seeking a Market Risk Manager to ensure trading desks operate within risk tolerance. You will measure, monitor, and analyze market risk exposure across commodities, energy, and derivatives, guiding decisions with strong technical risk controls.

You will engage with traders and risk managers, develop stress tests and limit frameworks, and advance risk systems to reflect market dynamics, regulatory expectations, and Citi policies.

Qualifications

• 10+ years relevant experience.
• Degree in a Quantitative or Financial discipline.
• Experience in NAM Power markets (PJM, MISO, NYISO, ERCOT, WECC) is preferred.

Responsibilities

• Identify and capture market risk factors in official risk systems.
• Develop autonomous market risk limits framework with triggers.
• Monitor risk exposure and reporting integrity.
• Participate in stress testing development and review results.
• Improve risk systems including VaR, limits, and stress systems.

Skills

Analytical thinking

Risk management

MS Excel

SQL

Programming/Modeling

Communication skills

Education

Bachelor’s/University degree in Finance/Quantitative discipline

Master’s degree preferred

Tools

Excel/VBA

PowerPoint

SQL

Job description

Citi in Houston is seeking a Market Risk Manager to ensure trading desks operate within risk tolerance. You will measure, monitor, and analyze market risk exposure across commodities, energy, and derivatives, guiding decisions with strong technical risk controls.

You will engage with traders and risk managers, develop stress tests and limit frameworks, and advance risk systems to reflect market dynamics, regulatory expectations, and Citi policies.