Equities In Business Market Risk, Vice President
Core
Vice President managing market risk capital, FRTB implementation, and risk oversight for Citi's Global Markets Equities division (Derivatives, Cash Equities, Prime Services).
Role type
Senior IC Vice President, Market Risk
Builds
Regulatory capital frameworks, risk optimization strategies, and FRTB readiness for the Equities franchise.
Domain
Financial Services / Equities Market Risk
Required skills
Market risk capital management, FRTB (SA & IMA), Equity derivatives risk, VaR analysis, stress testing, limit calibration, risk governance
Preferred skills
Quantitative finance background, experience in trading or risk management, senior stakeholder influence
Technologies
Risk modeling frameworks, regulatory capital systems
Responsibilities
Lead FRTB implementation and capital consumption analysis; monitor intraday and end-of-day risk profiles; calibrate market risk limits and challenge trading strategies; partner with 2nd Line Risk and Finance teams.
Seniority
Vice President, Senior Leadership