Citi
XVA Risk Management Senior Officer - SVP
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XVA Risk Management Senior Officer - SVP
Are you looking for a career move that will put you at the heart of a global financial institution? Then bring your extensive skills and experience as a XVA Risk Management Senior Officer - SVP to 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, working closely with traders, model validation teams, and senior financial stakeholders to maintain the integrity of Citi's risk framework. Your expertise will directly shape risk decisions, influence methodology and analytics, and contribute to the long-term strength of Citi's market risk infrastructure.
By Joining Citi, you will become part of 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.
What you’ll do:
- 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.
What we’ll need from you:
- 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.
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What we can offer you:
- 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.
- By joining Citi London, you will not only be part of a business casual workplace with a hybrid working model (up to 2 days working at home per week), but also receive a competitive base salary (which is annually reviewed), and enjoy a whole host of additional benefits such as:
- Generous holiday allowance starting at 27 days plus bank holidays; increasing with tenure
- A discretional annual performance related bonus
- Private medical insurance packages to suit your personal circumstances
- Employee Assistance Program
- Pension Plan
- Paid Parental Leave
- Special discounts for employees, family, and friends
- Access to an array of learning and development resources.
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Alongside these benefits Citi is committed to ensuring our workplace is where everyone feels comfortable coming to work as their whole self every day. We want the best talent around the world to be energized to join us, motivated to stay, and empowered to thrive.
Sounds like Citi has everything you need? Then apply to discover the true extent of your capabilities.
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Job Family Group: Risk Management
Job Family: Market Risk
Time Type: Full time
Most Relevant Skills Analytical Thinking, Credible Challenge, Governance, Policy, Procedure, and Regulation, Portfolio Analysis, Risk Management Lifecycle.
Other Relevant Skills For complementary skills, please see above and/or contact the recruiter.
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.
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