VP, In-Business Market Risk & Capital Analytics

Citi; New York (NY); Presencial; USD 130.000 - 195.000; Jornada completa

Descripción de la vacante

Citi's Global Markets In-Business Risk (IBR) team in New York seeks a VP-level risk professional to own cross-asset market risk analyses derived from trading activities within a Front Office risk framework.

You will lead Markets RWA monitoring, contribute to the FRTB program, translate risk and P&L data into actionable insights, and partner with traders, risk, technology, and quants to optimize capital use.

Formación

• 5–10 years of experience in Fixed Income Trading or Structuring/Quantitative Analysis with focus on Market Risk.
• Familiarity with risk management frameworks and ability to extract insights from metrics like HVaR.
• Broad cross-asset class product and market knowledge.

Responsabilidades

• Identify and analyze key market risks within trading inventory and portfolio concentrations.
• Communicate findings with Head of IBR and senior trading leaders.
• Own Markets RWA monitoring and analytics; identify drivers and concentrations.
• Support FRTB program including IMA, SA readiness, data analytics, model performance, and regulatory engagement.
• Understand risk appetite and capital framework to optimize risk allocation.
• Track product performance and market drivers to form forward-looking risk views.
• Translate risk and P&L data into actionable insights and develop monitoring tools.
• Assist Head of IBR and Business Heads in ROIC analysis and risk adherence.
• Collaborate with 2nd Line of Defense to size limits and monitor utilization.
• Drive advanced data analytics tools with Tech, Quants, and IBR teams to enhance risk management.
• Support regulatory inquiries and deliverables related to FRTB.
• Provide mentorship to junior team members and ensure high-quality outputs.

Conocimientos

Fixed Income Trading

Market Risk

Python

SQL

Cross-Asset Knowledge

Stakeholder Communication

AI Enthusiast

Educación

Bachelor’s or Master’s degree in quantitative field

Descripción del empleo

Citi's Global Markets In-Business Risk (IBR) team in New York seeks a VP-level risk professional to own cross-asset market risk analyses derived from trading activities within a Front Office risk framework.

You will lead Markets RWA monitoring, contribute to the FRTB program, translate risk and P&L data into actionable insights, and partner with traders, risk, technology, and quants to optimize capital use.