Non-trading Market Risk Officer - Vice President

Citi Handlowy

Base: $111,600.00 - $161,600.00; bonus/equity: not...
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Non-trading market risk management
Interest rate risk in banking book irrbb
Treasury investment risk oversight
** Citi Handlowy is seeking a Vice President for their Non-Trading Market Risk Management team, responsible for overseeing non-trading market risks, including interest rate risks in the banking book and Treasury investments. The ideal candidate should possess 6-10 years of relevant experience and a strong educational background, preferably with a master's degree. **

Job Summary

  • The role provides independent second-line oversight for Non-Trading Market Risk activities within the Finance CRO organization.
  • Responsibilities include reviewing and challenging first-line IRRBB risk identification, model assumptions, and transfer pricing strategies.
  • The position requires coordinating the development of risk frameworks and policies while monitoring significant movements in pricing and curve risk.

Matching Summary

Match Score: 75

** Citi Handlowy is seeking a Vice President for their Non-Trading Market Risk Management team, responsible for overseeing non-trading market risks, including interest rate risks in the banking book and Treasury investments. The ideal candidate should possess 6-10 years of relevant experience and a strong educational background, preferably with a master's degree. **

Salary

Base: $111,600.00 - $161,600.00; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Non-Trading Market Risk Management
  • Interest Rate Risk in Banking Book IRRBB
  • Treasury Investment Risk Oversight
  • Regulatory Compliance Basel Advanced RWA
  • Second Line Independent Risk Challenge

Nice-to-have

  • CECL and IFRS9 Credit Reserve Knowledge
  • Transfer Pricing Strategy Understanding
  • Stress Loss Limit Monitoring
  • Enterprise Risk Management Framework Alignment

Key Requirements

  • 6-10 years relevant experience
  • Bachelor's degree required
  • Master's degree preferred

Work Rights

Not specified

Tailored Resume

Cover Letter