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About the Role

Lead market risk oversight across XVA within Citi’s global market risk team, with a specialist focus on FVA market risk and commodities across a complex portfolio of derivative and financing products. Your expertise will directly shape risk decisions, influence methodology and analytics, and contribute to the long-term strength of Citi's market risk infrastructure.

Responsibilities

• Oversee the XVA market risk management function, with direct accountability for FVA market risk and commodities XVA exposures across a broad range of derivative products.
• Review and approve transactions and risk frameworks for risk-taking units, ensuring decisions are grounded in sound market risk principles and consistent with established limits.
• Monitor market risk exposures on a daily and long-term basis, tracking compliance with risk limits and triggers and escalating issues where appropriate.
• Partner with traders and trading management to identify and recommend risk mitigation strategies, translating complex market dynamics into clear, actionable guidance.
• Collaborate with Model Validation, Risk Analytics, and Financial Control to assess the accuracy of risk methodologies, models, and management reporting.
• Engage regularly with regulators and auditors, and maintain current knowledge of evolving regulatory requirements and internal policy changes that affect market risk practices.
• Drive analytical improvement projects that enhance the accuracy and reliability of market risk measurement across the team's product scope.

Requirements

• Extensive experience in market risk management or a closely related quantitative finance discipline.
• Advanced knowledge of financial instruments, risk metrics, and market risk management, including derivative products, secured financing, and securitization structures.
• Expert understanding of XVA frameworks, with specific experience in FVA market risk and commodities XVA highly valued.
• Strong quantitative and analytical capability, with the ability to interpret complex risk data and communicate findings clearly to senior stakeholders.
• Demonstrated ability to engage and influence across multiple functions, including trading, finance, and control teams, as well as external regulators and auditors.
• Proficiency in MS Office applications including Excel with VBA, Word, and PowerPoint, as well as SQL for data analysis and reporting.
• Bachelor's or Master's degree in a quantitative, scientific or financial discipline.
• Programming or financial modelling experience that supports risk analytics or model development (Python preferable), familiarity with AI tools/models.
• Familiarity with treasury and liquidity management principles in addition to market risk.

Skills

• Analytical Thinking
• Credible Challenge
• Governance
• Policy, Procedure, and Regulation
• Portfolio Analysis
• Risk Management Lifecycle
• MS Office (Excel with VBA, Word, PowerPoint)
• SQL
• Python
• AI tools/models

Location

• London

Work Type

• Hybrid
• Full time

Experience Level

• Senior Officer - SVP

Education Level

• Bachelor's degree
• Master's degree

Salary/Compensations

• Competitive base salary (annually reviewed)

Benefits

• Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
• A discretional annual performance related bonus
• Private medical insurance packages
• Employee Assistance Program
• Pension Plan
• Paid Parental Leave
• Special discounts for employees, family, and friends
• Access to an array of learning and development resources

About the Company

• Citi is a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing financial services that enable growth and economic progress.
• This role places you at the centre of a specialist XVA risk team working on some of the most technically demanding market risk challenges in global finance.
• You will have the opportunity to influence risk strategy at a senior level, operate within a collaborative and performance-driven environment, and develop your expertise across a range of complex products and regulatory frameworks.
• A senior platform with genuine ownership — your decisions and recommendations directly shape how Citi manages XVA and derivatives market risk at scale.
• Cross-functional exposure through regular engagement with trading desks, model validation, financial control, and regulatory teams across Citi's global network.
• Access to Citi's learning and professional development resources, supporting continued growth in quantitative risk, regulatory practice, and leadership with the opportunity to provide mentorship.
• We work hard to have a positive financial and social impact on the communities we serve. In turn, we put our employees first and provide the best-in-class benefits they need to be well, live well and save well.

Equal Opportunity

• Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.
• If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi.
• View Citi’s EEO Policy Statement and the Know Your Rights poster.