Vice President - Risk - FRTB SA Lead, Citi

Vice President - Risk - FRTB SA Lead

Citi

Location:
India, Mumbai

Category:
-

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

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.

Job Responsibility:

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

Requirements:

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
Bachelor’s/University degree, Master’s degree preferred

Nice to have:

SQL / Python / scripting knowledge

What we offer:

Access to telehealth options, health advocates, confidential counseling
Programs and services for physical and mental well-being
Access to learning and development resources
Generous paid time off packages
Programs to help balance work and life

Additional Information:

Job Posted:
March 21, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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