Director, In-Business Market Risk – Global Markets

In-Business Market Risk Manager - Director

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Job Req :

Location(s):

Hong Kong, Central and Western District, Hong Kong SAR

Job Type:

On-Site/Resident

Posted:

May. 15, 2026

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of more than 230,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

The Global Markets In-Business Risk (I ) is a Front Office 1st Line of Defense team responsible for market risk across asset classes within Citi’s Global Markets division. The team aims to establish a holistic
understanding of market risk and capital of the aggregated trading portfolio, as well as to optimize the business’s return on capital. Global Markets I  covers all trading businesses globally such as Rates and
Currencies, Global Spread Products, Commodities, and Global Equities.

This Director-level role will focus on the coverage of cross-asset portfolio risks arising from the firm's trading activities. The ideal candidate will have a background in fixed income or equities trading and possess deep
market knowledge and experience with pricing/valuation/risk frameworks.

Key Responsibilities

• Proactively identify, quantify, and analyze key market risks within the Markets’ trading inventory, considering the broader market environment, emerging themes, and portfolio concentrations.
• Communicate findings and discuss risk dynamics with the Head of I  and senior trading business heads.
• Understand the firm’s risk appetite, limits, and our capital framework to allow effective optimization and allocation of risk.
• Closely track the performance of products across Global Markets, understanding the drivers of market movements to form a forward-looking view on material, concentration, and emerging risks.
• Possesses the ability to translate complex risk, P&L and market data into actionable insights and develop sophisticated solutions for monitoring first-line Market Risk.
• Support the Head of I  and Business Heads in analyzing their return on capital and adherence to the firm's risk appetite framework.
• Work collaboratively with independent risk teams (2nd Line of Defense) to size appropriate risk limits for the business and monitor risk utilization.
• Drive the development of advanced data analytics tools and comprehensive risk monitoring frameworks by partnering with Technology, Quants, and asset-class specific I  teams to enhance first-line risk management efficiency.
• Assist with regulatory inquiries and requirements.
• Provide thought leadership and mentorship to junior members of the team, fostering their professional development and ensuring the highest quality of analytical output.

Qualifications

• 10+ years of experience, preferably in Fixed Income, or Equities Trading or Structuring/Quantitative Analysis, with a significant focus on managing Market Risk.
• Familiarity with risk managements frameworks and ability to extract risk insights from portfolio metrics
• Proven experience in leading or guiding junior analysts or team members.
• Deep subject matter expertise in at least one major asset class (e.g., EM Rates) and broad cross-asset class product and market knowledge.
• Exceptional analytical, quantitative, and numerical competency with strong attention to detail and problem-solving skills.
• Advanced programming skills in Python and SQL are an advantage; should be enthusiastic AI adopter/champion.
• Consistently clear and concise written and verbal communication skills, with the ability to engage effectively with senior stakeholders.
• Excellent interpersonal skills to develop and maintain strong relationships with trading desks, second-line risk teams, technology and other partners.
• Must be highly self-motivated and inquisitive, with a strong interest in financial markets, and trading.

Education

• Bachelor’s or Master’s degree, preferably in a quantitative field such as Finance, Economics, Engineering, or Statistics.

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