Chief Risk Officer for G10 Rates Non-Linear Business

4 weeks ago


New York, New York, United States Citigroup Inc Full time
Job Description:

The Risk Management group within Citigroup Inc. is seeking a highly skilled professional to join their team as a Chief Risk Officer for the G10 Rates Non-Linear business. This role involves overseeing the market risks associated with the G10 Rates Trading business in the region and ensuring that limits are properly set and monitored accurately.

In this position, you will be responsible for identifying and evaluating market risks generated by the G10 NAM Rates Non-Linear business, working closely with trading desks, and communicating complex ideas to senior management and regulators. You will also contribute to the development of metrics used to satisfy regulatory requirements and stress testing processes.

Key responsibilities include:

  • Be accountable for the identification and evaluation of market risks generated by the G10 NAM Rates Non-Linear business.
  • Work closely with trading desks to ensure accurate reporting of exposures and risk drivers.
  • Analyze risk and market data, portfolio risks, and individual trades to identify potential issues.
  • Review and validate assumptions in risk models used by underlying business units and analyze the impact of model changes.
Requirements:

To be successful in this role, you should have a proven track record of experience in rates non-linear markets, good knowledge of market products and risk, and strong relationship management skills. A bachelor's degree is required, with a master's or Ph.D. being advantageous. Familiarity with financial modeling and statistical techniques is beneficial, as well as experience with Excel, including VBA and add-in functions.

Benefits:

This role offers a competitive salary range of $176,720 - $265,080, depending on location and experience. In addition to salary, Citigroup Inc. offers a comprehensive benefits package, including medical, dental, and vision coverage, 401(k), life insurance, and paid time off packages.

About Us:

Citigroup Inc. is an equal opportunity and affirmative action employer, committed to diversity and inclusion in the workplace. We welcome applications from qualified candidates who share our values and are passionate about delivering exceptional results in a dynamic and challenging environment.


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