Vice President, In-Business Risk Greater New York City, NY Area

The Company is seeking a VP for its Global Markets In-Business Risk (IBR) team, which serves as the Front Office 1st Line of Defense for market risk across various asset classes. The successful candidate will be responsible for proactively identifying, quantifying, and analyzing key market risks within the trading inventory, with a focus on cross-asset portfolio risks. This role requires a deep understanding of fixed income trading, pricing, valuation, and risk frameworks. The VP will also be involved in RWA monitoring, supporting the firm's FRTB program, and ensuring effective optimization and allocation of risk in line with the firm's capital framework. Applicants should have 5-10 years' experience, preferably in fixed income trading or structuring/quantitative analysis, and possess a strong background in market risk management. Key qualifications include familiarity with risk management frameworks, broad cross-asset class product and market knowledge, and advanced programming skills in Python and SQL. The role demands exceptional analytical, quantitative, and numerical competency, as well as the ability to communicate effectively with senior stakeholders. The VP will also be expected to drive the development of advanced data analytics tools, work collaboratively with independent risk teams, and provide thought leadership and mentorship to junior team members. A Bachelor's or Master's degree in a quantitative field is preferred.

Hiring Company

Citi