Lead independent non-trading market risk oversight at Citi, applying fixed income analytics and credible challenge across Finance. This is a full time opportunity.

As Vice President, Non-Trading Market Risk Management, you will support second-line oversight of IRRBB and Treasury Investments. The work requires risk management, capital markets products, interest rate risk, and balance sheet management knowledge. You will help align programs with the Enterprise Risk Management Framework and relevant regulatory requirements.

Key Responsibilities:

- Oversee first-line IRRBB and Treasury Investments market risk activities
- Review and challenge IRRBB identification, limits, assumptions, and models
- Monitor pricing risk, curve risk, optionality, and reported exposures




- Monitor stress loss limits and review management actions
- Coordinate frameworks, policies, procedures, and new activity reviews

Requirements:

- Broad understanding of risk management and analytics
- Strong analytical knowledge of capital markets products
- Experience in market risk management preferred
- Excellent quantitative and technical fixed income analytics skills
- Bachelor's degree and five to ten years' relevant experience

Apply your market risk, IRRBB, governance, and fixed income expertise to independent oversight at Citi.

📌 Vice President Non-Trading Market Risk (Mississauga)
🏢 Citi
📍 Mississauga