VP, Market Risk & FRTB Analytics

Citigroup Inc.; New York (NY); On-site; USD 130,000 - 195,000; Full time

Job summary

Citigroup Inc. in New York seeks a VP-level Front Office In-Business Risk professional to own cross-asset market risk coverage across the firm's trading activities.

The role focuses on valuation, risk frameworks, and capital optimization within Global Markets IBR. You will monitor RWA, support FRTB implementation, work with trading desks and second-line risk, and develop data analytics tools with technology teams.

Qualifications

• 5–10 years in Fixed Income trading or structuring/quant analysis with emphasis on market risk.
• Familiarity with risk management frameworks and extracting insights from metrics like HVaR.
• Strong cross-asset class product and market knowledge.
• Excellent written and verbal communication with senior stakeholders.

Responsibilities

• Identify, quantify, and analyze key market risks in trading inventory.
• Communicate risk findings with Head of IBR and senior trading heads.
• Own Markets RWA monitoring and analytics; identify drivers and concentrations.
• Support FRTB program including IMA, SA readiness, and data analytics.
• Understand risk appetite and capital framework to optimize risk allocation.
• Translate complex risk, P&L, and market data into actionable insights.

Skills

Risk management

Cross-asset knowledge

Communication

Mentorship

Attention to detail

Self-motivation

Market curiosity

Education

Bachelor’s or Master’s in a quantitative field

Tools

Python

SQL

Job description

Citigroup Inc. in New York seeks a VP-level Front Office In-Business Risk professional to own cross-asset market risk coverage across the firm's trading activities.

The role focuses on valuation, risk frameworks, and capital optimization within Global Markets IBR. You will monitor RWA, support FRTB implementation, work with trading desks and second-line risk, and develop data analytics tools with technology teams.