Market Risk Officer, Securitized Products, Senior Vice President

The Market Risk Senior Officer I is a strategic professional who closely follows the latest trends in their field and adapts them for application within the business. They take responsibility for measuring, monitoring and analysing the organisation’s market risk exposure on a day‑to‑day and long‑term basis for a variety of financial products. The role requires excellent communication and diplomacy skills to negotiate and influence senior stakeholders, both internally and occasionally with external customers. The Officer is accountable for significant direct business results, provides authoritative advice on operations, and is responsible for staff management, resource allocation and ensuring the integrity of the risk monitoring process. Responsibilities Risk Management oversight of the Market Risk function for securitised products trading, including agency and non‑agency products, with a specific focus on agency mortgage trading. Review and approve transactions, analyse exposures, sign off on daily risk metrics including VaR, daily stress testing and FRTB metrics. Drive projects to improve the accuracy and reliability of Market Risk analytics. Oversee and ensure the integrity of the risk monitoring process, including quarterly limit reviews and material market risk reviews. Review and approve the risk framework for market risk across risk‑taking units. Monitor compliance with risk limits, triggers, permitted products and large, complex, illiquid pre‑trade approval thresholds. Interact frequently with the Financial Division to understand sources of market risk variation. Collaborate with Model Validation, Risk Analytics and Financial Control to ensure thorough communication of methodologies and models. Work with Market and Credit Risk Managers to improve the accuracy of regulatory and management reporting. Engage with regulators, auditors, senior business leaders and the Market Risk CRO. Partner and collaborate with other areas within Citi as necessary. Keep abreast of regulatory changes, new regulations and internal policy changes. Appropriately assess risk when business decisions are made, ensuring compliance with applicable laws, rules and regulations, and escalating control issues with transparency. Qualifications 10+ years of relevant experience. Degree in a quantitative or financial discipline. Advanced knowledge of financial instruments, risk metrics and market risk management. Advanced analytical, technical and quantitative skills. Expertise in treasury, market risk and liquidity management, and knowledge of secured financing, securitisation and derivative products. Excellent written and verbal communication skills. Self‑starter, flexible, innovative and adaptive. Highly motivated, detail‑oriented, team‑oriented and organised. Strong presentation skills and the ability to articulate complex problems and solutions concisely. Ability to work collaboratively with people at all levels of the organisation. Excellent project management and organisational skills, capable of handling multiple projects simultaneously. Proficient in MS Office (Excel/VBA, Word, PowerPoint) and SQL. Programming/modeling experience. Education Bachelor’s or university degree; master’s degree preferred. Compensation and Benefits Primary location: New York, New York, United States. Full‑time salary range: $176,720.00 – $265,080.00. In addition to salary, Citi offers competitive employee benefits, including medical, dental and vision coverage; 401(k); life, accident and disability insurance; and wellness programmes. Paid time off packages include planned time off (vacation), unplanned time off (sick leave) and paid holidays. Equal Opportunity & Accessibility Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to race, colour, religion, sex, sexual orientation, gender identity, national origin, disability, protected veteran status or any other characteristic protected by law. If you are a person with a disability and require a reasonable accommodation to use our search tools or apply for a career opportunity, please review Accessibility at Citi. View Citi’s EEO Policy Statement and the Know Your Rights poster. Closing Date Anticipated posting close date: April 29, 2026. #J-18808-Ljbffr Citigroup Inc.