Vice President - Risk - FRTB SA Lead

Whether you're at the start of your career or looking to discover your next adventure, your story begins here. At Citi, you'll have the opportunity to expand your skills and make a difference at one of the world's most global banks. We're fully committed to supporting your growth and development from the start with extensive on-the-job training and exposure to senior leaders, as well as more traditional learning. You'll also have the chance to give back and make a positive impact where we live and work through volunteerism. Shape your Career with Citi Citi's Risk Management organization oversees Citi's risk governance framework and risk appetite, ensures all risks generated by the firm's businesses are measured, reviewed, and monitored on an ongoing basis. We're currently looking for a high caliber professional to join our team as Vice President - Risk - FRTB SA Lead - C13 - Hybrid based in Mumbai, India. Being part of our team means that we'll provide you with the resources to meet your unique needs, empower you to make healthy decisions, and manage your financial well-being to help plan for your future. In this role, you're expected to: Implementation of the Fundamental Review of the Trading Book (FRTB) is a key transition in market risk and a major deliverable for the Global Market Risk Group at Citi. This role is for an experienced market risk lead to manage the end-to-end Market Risk review and analysis of FRTB metrics for a specific asset class, starting with the Standardised Approach (SA). The successful candidate will interface across multiple functions including quantitative risk, risk technology, front office technology, and other groups as well as the market risk manager population. The candidate must be able to build highly effective relationships with colleagues and be comfortable with quantitatively complex issues, have an appetite for work at the detailed level, and be a producer of high-quality output. It is vital that the candidate should have good technical and business knowledge around market risk approaches and associated regulatory requirements. The exposure gained within the global group will potentially provide the candidate opportunities to expand and evolve their role for future career development. Responsibilities: - Review and analysis of FRTB metrics on a regular basis - Liaise with stakeholders to contribute to meeting key success criteria for project milestones - Drive the planning and execution of the testing FRTB metrics and identify and highlight issues at appropriate forums - Manage day-to-day interactions with global asset class market risk managers to discuss identified issues & associated resolutions - Coordinate with other stakeholder groups working on FRTB implementation - Be involved in the design of test use cases and hands-on engagement in their execution as required Experience / Competencies: - 8+ years overall experience - Relevant experience in financial markets/market risk with good knowledge of key risk metrics and testing approaches - Prior experience in the implementation of FRTB will be highly advantageous - Good presentation and communication skills - Proven track record in project delivery in technical trading risk areas - Proven ability to interface and build relationships with diverse groups and team members - SQL / Python / scripting knowledge will be very beneficial though not critical Education: - Bachelor's/University degree, Master's degree preferred Working at Citi is far more than just a job. A career with us means joining a family 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. Take the next step in your career, apply for this role at Citi today If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity, review Accessibility at Citi.,