VP, In-Business Risk Structurer — Equities

Citigroup Inc.; New York (NY); On-site; USD 175,000 - 250,000; Full time

Job summary

Citi in New York seeks an experienced Structurer to join Global In‑Business Risk and lead counterparty risk for Equity Derivatives. You will oversee risk limits, stress testing, and collaborate with Structuring, Trading, Sales and Risk to drive risk-aware growth.

Ideal candidates have 5–8 years in risk/capital markets, knowledge of equity derivatives, and strong analytical, modelling, and communication skills. This role is based in NYC and offers competitive compensation.

Qualifications

• 5-8 years of Risk or Capital Markets experience in equities, derivatives, or related areas.
• Experience actively managing risk (1LoD) in an institutional setting.
• Working knowledge of Equity Derivatives products (vanilla and exotic OTC derivatives, QIS and hybrids).
• Strong analytical and quantitative modelling capabilities.
• Ability to collaborate with cross-functional teams across Structuring, Trading, Sales, Credit Risk, Operations and Compliance.

Responsibilities

• Oversee client trading activity, set margin levels, and monitor active portfolios to ensure that risks are controlled and optimally sized
• Communicate risk view to senior management and be able to articulate and defend a divergent view
• Perform trade and portfolio risk analysis incorporating scenario stress testing, sensitivity analysis, and assess margin adequacy
• Interface with clients to help Citi grow the platform and find win‑win outcomes
• Formulate views around product risk appetite and be able to review and challenge business stakeholders asks
• Drive solutions that require creative thinking and collaborating with key partners in Structuring, Trading, Sales, and Risk
• Establish limit structures/controls and processes to ensure that clients operate within limits
• Modernize intraday risk and margin controls and processes
• Work closely with Sales/Client Onboarding teams at inception to facilitate new client relationships
• Work with partners in Market Risk, Quant (MQA), and others and stress test developers to create and utilize models for accurate measurement of clients’ overnight or intraday exposure.
• Leverage internal AI tools to make self and team more efficient and productive.

Skills

Analytical skills

Cross-functional collaboration

Communication skills

Risk management

Scenario stress testing

Programming: Python

Programming: C++

Excel VBA

SQL

Education

Bachelor’s degree or equivalent

Master’s degree or CFA/FRM desirable

Tools

Excel

SQL

Python

C++

Job description

Citi in New York seeks an experienced Structurer to join Global In‑Business Risk and lead counterparty risk for Equity Derivatives. You will oversee risk limits, stress testing, and collaborate with Structuring, Trading, Sales and Risk to drive risk-aware growth.

Ideal candidates have 5–8 years in risk/capital markets, knowledge of equity derivatives, and strong analytical, modelling, and communication skills. This role is based in NYC and offers competitive compensation.