Vice President - Risk - FRTB SA Lead, Citi

Vice President - Risk - FRTB SA Lead

Citi

Location:
India, Mumbai

Category:
Finance

Contract Type:
Not provided

Salary:

Not provided

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Job Description:

The role involves managing the end-to-end Market Risk review and analysis of FRTB metrics for a specific asset class, starting with the Standardised Approach (SA); interfacing across multiple functions including quantitative risk, risk technology, front office technology, and market risk managers; building relationships with colleagues; working on quantitatively complex issues with high-quality output; and contributing to the milestones of 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 will be very beneficial though not critical

What we offer:

Programs and services for physical and mental well-being including access to telehealth options, health advocates, confidential counseling and more
programs to manage financial well-being and help plan for the future
access to learning and development resources to help broaden and deepen skills and knowledge
generous paid time off packages

Additional Information:

Job Posted:
July 02, 2025

Employment Type:

Fulltime

Work Type:

Hybrid work

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