Risk - FRTB SA Lead, Citi

Risk - FRTB SA Lead

Citi

Location:
India, Mumbai

Category:
Finance

Contract Type:
Employment contract

Salary:

Not provided

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Job Description:

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 and be comfortable with quantitatively complex issues. Responsibilities include reviewing FRTB metrics, liaising with stakeholders, executing testing plans, managing interactions with global risk managers, and contributing to FRTB implementation.

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

Nice to have:

SQL / Python / scripting knowledge

What we offer:

Programs and services for your physical and mental well-being including access to telehealth options, health advocates, and confidential counseling
Generous paid time off packages
Access to an array of learning and development resources
Support for financial well-being and future planning

Additional Information:

Job Posted:
June 12, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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