Vice President

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Shape your Career with Citi

Citi's Risk Management organization oversees Citi's risk governance framework and risk appetite, ensures all risks generated by the firm's businesses are measured, reviewed, and monitored on an ongoing basis.

We're currently looking for a high caliber professional to join our team as Vice President - Risk - FRTB SA Lead - C13 - Hybrid. (Internal Job Title: Vice President– C13) based in Mumbai - India. Being part of our team means that we'll provide you with the resources to meet your unique needs, empower you to make healthy decision and manage your financial well-being to help plan for your future.  For instance:

• Citi provides programs and services for your physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more. Coverage varies by country.

• We empower our employees to manage their financial well-being and help them plan for the future.

• Citi provides access to an array of learning and development resources to help broaden and deepen your skills and knowledge as your career progresses.

• We have a variety of programs that help employees balance their work and life, including generous paid time off packages.

​In this role, you're expected to:

Implementation of the Fundamental Review of the Trading Book (FRTB) is a key transition in market risk and a major deliverable for the Global Market Risk Group at Citi.

This role is for an experienced market risk lead to manage the end to end Market Risk review and analysis of FRTB metrics for a specific asset class, starting with the Standardised Approach (SA). The successful candidate will interface across multiple functions including quantitative risk, risk technology, front office technology and other groups as well as the market risk manager population.

The candidate must be able to build highly effective relationships with colleagues and be comfortable with quantitatively complex issues, have an appetite for work at the detailed level and be a producer of high quality output.  It is vital that the candidate should have good technical and business knowledge around market risk approaches, associated regulatory requirements.

The exposure gained within the global group will potentially provide the candidate opportunities to expand and evolve their role for future career development.

Responsibilities:

• Review and analysis of FRTB metrics on a regular basis

• Liaise with stakeholder to contribute to meeting key success criteria for project milestones

• Drive the planning and execution of the testing FRTB metrics and identify and highlight issues at appropriate forums

• Manage day to day interactions with global asset class market risk managers to discuss identified issues & associated resolutions

• Coordinate with other stakeholder groups working on FRTB implementation

• Be involved in the design of test use cases and hands on engagement in their execution as required

Experience / Competencies:

• 8+ years overall experience

• Relevant experience in financial markets/market risk with good knowledge of key risk metrics and testing approaches

• Prior experience in implementation of FRTB will be highly advantageous

• Good presentation and communication skills

• Proven track record in project delivery in technical trading risk areas

• Proven ability to interface and build relationships with diverse groups and team members

• SQL / Python / scripting knowledge will be very beneficial though not critical

Education:

• Bachelor's/University degree, Master's degree preferred

Working at Citi is far more than just a job. A career with us means joining a family of more than 230,000 dedicated people from around the globe. At Citi, you'll have the opportunity to grow your career, give back to your community and make a real impact.

Take the next step in your career, apply for this role at Citi today

Job Family Group:

Risk Management

Job Family:

Market Risk

Time Type:

Full time

Most Relevant Skills

Analytical Thinking, Credible Challenge, Data Analysis, Governance, Industry Knowledge, Policy and Procedure, Policy and Regulation, Product Knowledge, Risk Controls and Monitors, Risk Identification and Assessment.

Other Relevant Skills

Laws and Regulations, Management Reporting, Referral and Escalation, Risk Remediation.

Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

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