Finance Risk Officer – Assistant Vice President

About the role

This senior position is responsible for designing, developing, delivering and maintaining Treasury and Market Risk Management programs across liquidity, interest‑rate, market, investment and capital risk domains. You will ensure compliance with Citi policies and regulatory requirements while supporting the Middle East and Africa cluster.

Key responsibilities

• Design and maintain risk management policies for liquidity, IRRBB, FXRBB, market, investment and capital risk.
• Review and approve local market and liquidity risk limits and monitor compliance.
• Analyse and provide oversight for Risk Appetite Statements, ICAAP/ILAAP, stress testing, recovery plans and ad‑hoc regulatory projects.
• Collaborate with credit, operational risk managers, finance and reporting teams to improve regulatory and management reporting.
• Interact with local regulators, regulatory examiners, internal and external auditors on Treasury/Market risk matters.
• Drive projects to enhance risk assessment accuracy and implement remediation actions.
• Participate in new product approval reviews to ensure alignment with Citi risk policies.

Required profile

• Degree in Finance, Quantitative or related discipline; postgraduate degree preferred.
• 5+ years experience in market/liquidity risk management, treasury or related support functions.
• Experience with balance‑sheet products, financial analysis and regional market exposure.
• Advanced knowledge of treasury, market risk, liquidity management and derivative products.
• Strong understanding of regulatory frameworks such as Basel and local requirements.

Required skills

• Value‑at‑Risk (VaR) methodology
• Liquidity Coverage Ratio (LCR)
• Net Stable Funding Ratio (NSFR)
• Net Interest Income (NII) concepts
• Economic Value of Equity (EVE) calculations
• Derivative product expertise