Responsibilities:

Role Introduction / Overview:

The successful candidate will:

• Develop/enhance and execute Citi's Asset Liability Management (ALM)/Interest Rate Risk in the Banking Book (IRRBB) Management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Be a key participant in Citi’s interest rate risk management process and contribute to its balance sheet strategy

Business / Team Overview:

• The Interest Rate Risk Management team is responsible for developing, maintaining and enhancing Citi’s interest rate risk management framework and process
• Contributor to Citi’s interest rate hedging and positioning strategy

Some of the key responsibilities in the role:

• Enhance and strengthen the overall framework and governance of IRRBB
• Drive enhancements to Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Contribute to interest rate risk management (hedging and positioning) strategy and process
• Provide day-to-day management and mentorship to relatively junior analysts
• Own several IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises
• Make presentations to regulators, senior management and Interest Rate Risk Committee
• Enhance alignment between IRRBB and Fund Transfer Pricing (FTP) methodologies with the objective of minimizing residual interest rate risk in the businesses

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Development Value:

• Gain exposure to balance sheet and interest rate risk management at a leading global bank
• The role provides an opportunity to influence and shape Citi’s target/future state interest rate risk management framework as it undergoes extensive enhancements

Qualifications:

• 10+ years' experience in Financial Services, Treasury
• Excellent analytical and problem-solving ability
• Ability to succinctly articulate data insights using business intelligence and data visualization techniques
• Excellent Excel and PowerPoint skills for report building and presentations used to influence
• Deep subject matter expertise in developing/enhancing and executing an ALM/IRRBB management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
• Strong understanding of regulatory, compliance, risk management and financial management, and data governance concerns
• Strong understanding of Bank ALM, Capital, and Liquidity considerations
• Experience in stakeholder management to achieve a complex rollout across many functions, time zones, systems
• Demonstrated ability to collaboratively solution complex and dynamic processes
• Willingness to work / thrive in a pressured and ambiguous environment with tight deadlines
• Demonstrated experience in management framework development
• Excellent oral and written communications skills; Previous experience interacting and working with Executive Leaders
• Demonstrates a sense of urgency, passion for results and personal accountability for achievement

Education:

• Minimum Bachelor’s degree in Finance, Accounting or related field; Masters or additional qualifications preferred

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Job Family Group:

Risk Management

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Job Family:

Finance Risk

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Time Type:

Full time

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Most Relevant Skills

Business Acumen, Data Analysis, Financial Modeling, Internal Controls, Management Reporting, Market Risk, Problem Solving, Process Execution, Risk Identification and Assessment.

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Other Relevant Skills

For complementary skills, please see above and/or contact the recruiter.

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Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law.

 

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