In-Business Market Risk Manager - C15 - NEW YORK

Location: New York

## In-Business Market Risk Manager - C15 - NEW YORKApplyremote type:
Hybrid locations:
New York New York United Statestime type:
Full time posted on:
Posted Todaytime left to apply:
End Date:
August 28, 2026 (17 days left to apply) job requisition :
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 trading and possess deep market knowledge and experience with pricing/valuation/risk frameworks.

** Responsibilities:
*** 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.
* Proactively identify, quantify, and analyze ex-ante 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.
* Perform market analysis to help design appropriate risk mitigating hedging strategy as needed.
* Understand the firm’s risk appetite, limits, and our capital framework to allow effective optimization and allocation of risk.
* Support the Head of I  and Business Heads in analyzing their return on TCE (Tangible Common Equity) and stress loss capital/SCB (Stress Capital Buffer) 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.
* 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.
* 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 in Fixed Income Trading, Structuring, or Quantitative Strategy, with a proven track record of risk-taking, pricing complex transactions, or portfolio management.
* Must be highly self-motivated and inquisitive, with a strong interest in financial markets, and trading.
* Strong relationship-building skills to bridge trading desks, second-line risk teams, quantitative groups, and technology partners.
* Exceptional written and verbal communication skills, with a proven ability to engage, influence, and negotiate with senior stakeholders and internal partners.
* Deep subject matter expertise in pricing/valuation frameworks, Greeks, and risk metrics (HVaR, Stress Testing), with the ability to translate quantitative metrics into actionable trading and capital insights.
* Familiarity with 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 preferred; should be enthusiastic AI adopter/champion.
* Proven experience in leading or guiding junior analysts or team members.
*
* Education:

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

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