Vice President Non-Trading Market Risk (Winnipeg)

Vice President Non-Trading Market Risk (Winnipeg)

09 Nov
|
Citi
|
Winnipeg

09 Nov

Citi

Winnipeg

Lead independent non-trading market risk oversight at Citi, applying fixed income analytics and credible challenge across Finance. This is a full-time chance.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 activitiesReview and challenge IRRBB identification, limits, assumptions, and modelsMonitor pricing risk, curve risk, optionality,



and reported exposuresMonitor stress loss limits and review management actionsCoordinate frameworks, policies, procedures, and new activity reviewsRequirements:

Broad understanding of risk management and analyticsStrong analytical knowledge of capital markets productsExperience in market risk management preferredExcellent quantitative and technical fixed income analytics skillsBachelor's degree and five to ten years' relevant experienceApply your market risk, IRRBB, governance, and fixed income expertise to independent oversight at Citi.

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

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