I've been considering trying my hand at an urban fantasy short story (I like to write in my spare time, although none of my fiction has been published yet)

Is it a genre convention at urban fantasy has to be in first person? Or am I just not reading a big enough sample size?

Lately in my search for a pre-ghost story fix, I've read through the Game of Cages novels, assorted other novels by Simon Green, Patricia Briggs, Rob Thurman, etc and all were first-person.