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.

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