Alex McWorther’s lifelong career at Citi has always been steeped in risk management – albeit not initially the risk of bombs falling on his office. At first, when he joined the New York-based financial institution 24 years ago, the American banker monitored domestic risks in the corporate market. Then he interacted with the Federal Reserve in the bank’s chief risk officer’s office after the financial crisis, and later moved to London to become Citi’s chief risk officer in the UK. “In that role, I got to work with a lot of our country heads around the world and around the…