Senior Vice President - Risk - FRTB SA Lead, Citi

Senior Vice President - Risk - FRTB SA Lead

Citi

Location:
India, Mumbai

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

Save Job

Apply Position

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 Standardized Approach (SA).

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
Overseeing the co-ordination across the wider team

Requirements:

10-12+ years overall experience into Risk
Prior experience in people management is preferred
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
Prior experience in people management
Prior experience in implementation of FRTB

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 that help employees balance their work and life

Additional Information:

Job Posted:
October 18, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

View All Jobs In This Company

Job Link Share:

Welcome to CrawlJobs.com –
Your Global Job Discovery Platform

At CrawlJobs.com, we simplify finding your next career opportunity by bringing job listings directly to you from all corners of the web. Using cutting-edge AI and web-crawling technologies, we gather and curate job offers from various sources across the globe, ensuring you have access to the most up-to-date job listings in one place.