Citigroup is losing another top foreign-exchange banker, with Jeff Feig leaving the firm to join Fortress Investment Group.

The departure of Feig, the bank's global head of foreign exchange, was announced to the staff Tuesday, and followed that of the firm's most senior currencies banker, Anil Prasad , earlier this year. That leaves the bank lacking senior figures in its currencies business at a delicate time. Citigroup is the world's largest currencies-dealing bank and one of about a dozen firms that have fired or suspended staff over the yearlong global regulatory probe into trading practices. Policy makers have indicated that a shake-up of the industry is likely in coming months.