VP, Rates IBR: FRTB & Capital Optimization

Citi is seeking a VP-level professional for the Rates IBR team to lead SME work on Basel 3 Endgame / FRTB implementation and analytics. The role involves multiple analytical projects, reg-facing deliverables, and driving capital optimization initiatives to improve return on capital for Global Rates.

The candidate will work with Front Office to monitor material risks, build analytical thought processes, and support risk monitoring and capital planning across live risk portfolios.