In-Business Market Risk Manager - C15 - NEW YORK
Core
Director-level market risk manager covering cross-asset portfolio risks for Citi's Global Markets division, focusing on fixed income, rates, currencies, and equities.
Role type
Director-level market risk manager (front office)
Builds
Risk monitoring frameworks, hedging strategies, and capital allocation insights for global trading portfolios.
Domain
Financial services / Fixed Income / Cross-Asset Markets
Deliverable
production ML models
Required skills
Fixed income trading, pricing/valuation frameworks, Greeks, HVaR, stress testing, Python, SQL, data analytics, mentorship
Preferred skills
AI adoption, advanced data analytics tools development
Technologies
Python, SQL
Responsibilities
Track product performance and market drivers, quantify ex-ante market risks, communicate risk dynamics to senior leadership, design hedging strategies, analyze return on TCE and stress loss capital, collaborate with 2nd line risk teams on limits, develop risk monitoring frameworks, translate complex data into actionable insights, mentor junior team members
Seniority
Director, hands-on IC with mentorship