In-Business Risk Manager, Senior Vice President

Overview

In this role you help own and quantify cross-asset market risk within Citi’s Front Office 1st Line of Defense. You will build a holistic view of risk across trading inventories, tie risk to capital implications, and support hedging decisions. Collaborating with trading desks and the IBR head, you’ll monitor drivers of market moves, stress scenarios, and capital metrics to optimize risk and return. This is an opportunity to shape risk monitoring framework and contribute to regulatory readiness and climate risk deliverables.

Responsibilities

• Identify and quantify key market risks within Markets’ trading inventory using data analysis
• Communicate findings with head of IBR and trading businesses
• Assist with hedging strategy design as needed
• Track product performance and analyze drivers of market movements across asset classes
• Assess risk relative to firm risk appetite, limits, and capital framework
• Develop front-to-back understanding of risk and capital attribution (e.g., Stress losses, VaR, FRTB)
• Support analysis of return on capital and risk appetite ratio for Markets and key entities
• Collaborate with 2nd Line risk teams to size and monitor risk limits
• Assist with regulatory inquiries including FRTB readiness and Climate Risk deliverables
• Partner with Technology/MQA to enhance risk monitoring framework

Key requirements

• Experience in trading/structuring/research or quantitative analysis focused on market risk
• Strong interpersonal skills to build relationships with trading desks and 2nd Line risk
• Clear and concise written and verbal communication
• Exceptional analytical ability, attention to detail, and problem-solving
• Highly self-motivated with a drive to learn and contribute to team goals
• Interest in geopolitics, financial markets, and trading
• Strong MS Excel skills
• Programming skills in SQL and Python preferred

• Interpersonal communication
• Analytical mindset
• Problem-solving
• MS Excel
• SQL
• Python

…