Spread Products IBR is a Front Office 1st Line of Defense Team responsible for market risk and capital management within Citi’s Spread Products business, covering all Spread Products trading and financing businesses globally
Job Summary
Spread Products IBR is a Front Office 1st Line of Defense Team responsible for market risk and capital management within Citi’s Spread Products business, covering all Spread Products trading and financing businesses globally.
Key responsibilities include identifying and monitoring systemic and idiosyncratic risks, tracking position level performance, designing risk metrics, and developing a front to back holistic understanding of risk.
The role involves working closely with independent risk teams, representing businesses in regulatory meetings, and influencing outcomes in Stress Testing and CCAR workstreams.
Matching Summary
Spread Products IBR is a Front Office 1st Line of Defense Team responsible for market risk and capital management within Citi’s Spread Products business, covering all Spread Products trading and financing businesses globally.
Salary
Base: $200,000.00 - $300,000.00; Bonus/Equity: discretionary and formulaic incentive and retention awards; Benefits: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs
Skills & Requirements
Must-have
Spread Products In-Business Risk
Agency and Non-Agency Mortgages
market risk and capital management
front office risk coverage
risk monitoring framework development
Nice-to-have
interpersonal skills
attention to detail
interest in financial markets
Key Requirements
10+ years of experience in Trading/Risk Management
Expert knowledge across Agency and Non-Agency Mortgage asset classes
Extensive experience in managing regulatory interactions