Cessna Citation Sovereign (C680)
Flight Crew Air Transport Pilot (ATP); Flight Crew Flight Instructor; Flight Crew Instrument; Flight Crew Multiengine
Flight Crew Last 90 Days 100; Flight Crew Total 14000; Flight Crew Type 700
Situational Awareness
Conflict Airborne Conflict; Deviation - Altitude Excursion From Assigned Altitude
Flight Crew Returned To Clearance; Flight Crew Took Evasive Action
Human Factors
During a check airman observation [flight]; we had completed a missed approach. Initial tower assignment was runway heading to 1500'.  After being handed off to Approach; we were given a heading of 180 and 2000'. VFR traffic was called out to our right. I saw the traffic and it appeared to be at least a mile ahead and to our right and on a parallel course. Visual contact was reported to ATC. While continuing to observe this traffic it appeared to have turned toward us at the same altitude. Closure rate seemed to be increasing rapidly and an RA warning sounded. I immediately started a descent when a second warning to 'increase rate of descent' sounded. I increased rate of descent and got a 'clear of traffic' at about 1600'. At this time; the Controller asked if we had descended. I answered that we had responded to an RA. The Controller replied that there was other traffic in the area. We then began and reported a climb back to 2000'.
[Report narrative contained no additional information.]
CE-680 flight crew reported deviating from assigned altitude after receiving an RA.