Clearing House Risk Quantitative Manager - Director

The Director of Clearing House Risk will play a critical leadership role in Citi's Wholesale Credit Risk framework, specifically focusing on the comprehensive oversight and management of quantitative risks associated with Central Counterparties (CCPs) and other Financial Market Infrastructures (FMIs). This individual will be responsible for developing, implementing, and maintaining a robust quantitative risk analysis framework which will aide to mitigate credit and other risks arising from clearing activities across CCPs globally. A core focus will be on critically reviewing and challenging the margin methodologies deployed by CCPs and providing strategic insights in these and their changes, including for both our markets and prime services. The role requires deep expertise in quantitative aspects of CCP margin methodologies, stress testing, coupled with insight in regulatory requirements and markets trading strategies. Given the global nature of our FMI portfolio, experience comparing various asset classes and CCPs globally is preferred.