VP, Equities Market Risk & FRTB Front Office Lead

Citi; New York, Northern (NY, KY); Hybrid; USD 175,000 - 250,000; Full time

Benefits offered by this job

Medical, dental & vision

401(k)

Wellness programs

Job summary

Citi in New York seeks an experienced In-Business Market Risk Vice President to lead risk oversight for Equities, including derivatives, cash equities, and prime services. You will drive Front Office readiness, analytics, and regulatory capital optimization under FRTB SA/IMA, balancing risk with business objectives and capital constraints.

The role requires senior-level communication with desk heads and management, strong quantitative skills, and a track record of influencing risk decisions

Qualifications

• 5+ years of experience preferably in Equities Market Risk or Trading.
• Advanced knowledge of Equity Markets and risk dynamics of Equity products.
• Deep subject matter expertise in market risk capital framework including FRTB SA and IMA.
• Excellent written and verbal communication with senior stakeholders.

Responsibilities

• Act as Front Office SME on market risk regulatory capital frameworks.
• Lead & support strategic market risk initiatives for FRTB implementation.
• Monitor intraday and end-of-day risk profiles across trading portfolios.
• Partner across risk, finance, and technology to calibrate limits and risk view.

Skills

Market risk

FRTB SA/IMA

VaR analysis

Scenario stress testing

Quantitative analysis

Stakeholder communication

Front Office collaboration

Education

Bachelor’s or Master’s in Finance/Economics/Engineering/Statistics

Job description

Citi in New York seeks an experienced In-Business Market Risk Vice President to lead risk oversight for Equities, including derivatives, cash equities, and prime services. You will drive Front Office readiness, analytics, and regulatory capital optimization under FRTB SA/IMA, balancing risk with business objectives and capital constraints.

The role requires senior-level communication with desk heads and management, strong quantitative skills, and a track record of influencing risk decisions