Market Risk - FRTB Business Analyst, Vice President
Citi (company site, opens in a new tab)8+ yrsMumbaiOn-siteDirect career pageEst. 30–55 LPA
Posted 22h ago
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Job description
Structured overview of role & requirements
About This Role
- Manage and oversee market risk policies under the FRTB framework for assigned product portfolios to ensure portfolio health and regulatory compliance.
- Develop, interpret, and govern risk frameworks and policies guiding credit and market risk decisions across global and regional teams.
- Analyze portfolio data to monitor risk exposure, support credit decisions, track policy implementation, identify and resolve execution obstacles, and recommend governance improvements.
Minimum Requirements
- 8+ years of experience in risk management, policy development, or related field within financial services.
- Experience in governance, controls, and risk management processes, preferably as a risk policy officer or similar role.
- Knowledge of market risk frameworks including FRTB, Basel 3 Endgame Market Risk regulation, and regulatory compliance requirements.
- Not explicitly mentioned: mandatory educational qualifications, specific technical skills (python or AI knowledge stated as beneficial but not mandatory), or location restrictions.
Ideal Candidate Profile
- Experienced in managing global and regional risk policy approvals and aligning risk governance with market risk regulations like FRTB and Basel 3.
- Hands-on involvement with change management, including design and execution of testing on Standardized Approach (SA) and Internal Models Advanced Approach (IMA) for market risk.
- Comfortable working in a hybrid global risk team environment, analyzing data to inform risk and credit decisions, and effectively communicating with diverse stakeholders.