VP, Spread Products Risk & Capital Management

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

Benefits offered by this job

Medical coverage

Dental coverage

401(k)

Wellness programs

Job summary

Citi is seeking a market risk professional at VP level to join the Spread Products In-Business Risk team in New York. You will provide risk coverage of Flow Credit Trading and Mortgage trading, intersecting risk analytics and capital management with senior business leadership.

The role emphasizes measuring, governing, and improving risk across Spread Products portfolios, including stress testing and VaR, while collaborating with risk, trading, and technology teams.

Qualifications

• 7+ years of experience in a trading or market risk management role.
• Expert-level knowledge of Flow Credit Trading and/or Agency and Non-Agency Mortgage asset classes.
• Experience managing regulatory interactions and leading/regulatory workstreams.
• Exceptional analytical and quantitative capability to interpret data and draw clear risk conclusions.
• Strong communication skills, both written and verbal, to convey risk to senior stakeholders.
• Collaborative relationship management across trading, risk, technology, and regulatory functions.
• Detail-oriented, self-motivated, and intellectually curious about markets and trading dynamics.

Responsibilities

• Monitor systemic and idiosyncratic risks across Spread Products Trading and escalate material risks.
• Track position-level performance and analyze drivers of market movements to form forward-looking risk views.
• Design and implement quantitative risk metrics explaining portfolio performance across positions.
• Partner with analytics and technology teams to build a comprehensive risk monitoring framework.
• Develop understanding of risk across Spread Products, including Stress losses and VAR, strengthening governance and controls.
• Collaborate with independent risk teams to size and calibrate risk limits and monitor usage.

Skills

Years of experience

Flow Credit Trading

Regulatory interactions

Analytical ability

Communication skills

Relationship management

Attention to detail

Job description

Citi is seeking a market risk professional at VP level to join the Spread Products In-Business Risk team in New York. You will provide risk coverage of Flow Credit Trading and Mortgage trading, intersecting risk analytics and capital management with senior business leadership.

The role emphasizes measuring, governing, and improving risk across Spread Products portfolios, including stress testing and VaR, while collaborating with risk, trading, and technology teams.