Senior Valuation Risk Manager, In-Business Market Risk

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Senior Valuation Risk Manager, In-Business Market Risk

senior · Risk & Compliance

Discover your future at Citi

Working at Citi is far more than just a job. A career with us means joining a team of approximately 219,000 dedicated people from around the globe. At Citi, you’ll have the opportunity to grow your career, give back to your community and make a real impact.

Job Overview

Citi is looking for a Senior Valuation Risk Manager to join its In-Business Market Risk team, where you will operate as a first line of defense function responsible for identifying, analyzing, and managing valuation risks across the trading inventory of Global Markets.

In this senior role, you will balance commercial objectives with sound risk management by providing independent challenge, strengthening valuation governance, and supporting robust decision-making across all asset classes. Working in close partnership with Trading, Structuring, Quantitative Research, Technology, Market Risk, and Valuation Control, you will play a central role in shaping valuation practices at a global scale.

Responsibilities

• Design, implement, and evaluate front office controls that mitigate the risk of financial instrument mis-valuation, monitoring key metrics to ensure issues are identified and resolved in a timely manner.
• Manage and enhance Markets-wide valuation risk policies, risk reporting frameworks, and valuation analytics by applying advanced data analytics and technology solutions.
• Produce insightful analysis of valuation risk exposures, identifying key trends, concentrations, and areas that require management attention.
• Communicate findings and actionable recommendations clearly to senior business management, desk heads, and key control partners.
• Lead responses to regulatory and internal audit requests related to valuations, coordinating remediation efforts across relevant teams.
• Assess valuation drivers and market developments to evaluate their impact on pricing uncertainty, reserve adequacy, and model effectiveness.
• Monitor and challenge valuation adjustments, independent price verification results, reserve methodologies, and fair value governance processes to maintain the integrity of valuation practices.
• Evaluate new products, valuation methodologies, and model implementations to ensure appropriate controls and governance are in place prior to business adoption.

Required qualifications & skills

• Ten or more years of experience in Trading, Structuring, or Quantitative Research, with direct exposure to traders, quantitative teams, and risk managers in a front office environment.
• Deep knowledge of derivative pricing frameworks, pricing models, valuation and calibration methodologies, market data sourcing, and risk drivers across one or more asset classes including fixed income, FX, credit, equities, commodities, or structured products.
• Solid understanding of valuation adjustment methodologies, Prudent Valuation concepts, and Fair Value measurement principles.
• Ability to synthesize large and complex datasets into clear, actionable insights and present findings effectively to senior stakeholders.
• Familiarity with regulatory expectations around valuation and model risk management, with experience engaging regulators, audit functions, and risk and control partners.
• Bachelor's or university degree, with a Master's degree preferred.

Beneficial skills & qualifications

• Experience with exposure metrics, stress testing methodologies, and broader market risk concepts.
• Practical experience applying data analytics, automation, visualization tools, or AI-enabled solutions to enhance risk monitoring and reporting processes.
• Demonstrated ability to mentor junior professionals and contribute to team development in a senior capacity.

What we offer

At Citi, you will work alongside experienced professionals across a globally connected team, with direct influence on valuation governance and risk decision-making that spans the full breadth of Global Markets. This is an opportunity to take ownership of high-impact work in a performance-driven environment that values collaboration, professional growth, and long-term career development.

• A hybrid working model with 3 days in the office and 2 days working remotely, providing flexibility alongside structured team collaboration.
• Exposure to complex, cross-asset valuation challenges and direct engagement with senior leadership, trading desks, and global control functions.
• Access to learning and development resources that support continued professional growth and advancement at a senior level.
• Wellbeing support and a range of financial and personal benefits designed to help you perform at your best.
• The scale and reach of a leading global financial institution, with the opportunity to shape practices that have real impact across markets.

Apply now to bring your valuation risk expertise to a team where your decisions shape governance and risk practices across Global Markets at one of the world's leading financial institutions.

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In addition to salary, Citi’s offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.

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Automated Processing and AI

We use automated processing, including artificial intelligence, for our legitimate business interests (or our reasonable and appropriate business purposes) to identify and align the candidate's skills and abilities with a specific job opening. Additionally, if you so choose, or consent, we can match your skills and abilities to other suitable roles at Citi.

Importantly, all our hiring processes and decisions, including determining your suitability for a role, are conducted, checked, and decided by individuals. Our automated processing and AI do not involve relying on automatic or autonomous decision-making. Please refer to any Jurisdictional Considerations, with specific provisions for your country (where relevant) for further details.

Illinois residents – AI Notice and Right

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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.