Citi Group SVP Balance Sheet Management Senior Lead Analyst - Hybrid/Buffalo 

United States, New York 

433251301

Responsibilities:

• Contribute to BSM’s management process by providing key analytical insights and support with a primary focus on asset allocation, FXRBB, Commodity/Equity/CSRBB risk. Provide support to the NTMR manager for enhancing BSM’s analytics and methodologies and establishing Citi's first-line NTMR management framework (Policy/Standard/Procedures, models, methodologies, reporting, controls, processes, analytics, data and documentation).
• Assist with aligning governance and management framework, procedures and controls for all legal entities that have OCI Risk, FX risk , commodity risk, credit spread risk in the Banking Book. Provide support to the NTMR manager to liaise with businesses, legal entity treasury, CTI and Markets Treasury, and Controllers teams to ensure both an understanding and the ability to manage other non-trading market risks.
• Assist with identifying and remediating gaps in other non-trading market risk (excl IRBB) as required by Tier 1 regulations and help to remediate regulatory/audit self-identified issues concerning other non-trading market risks in the banking book and achieve target state framework. Interact with 2nd line Finance CRO function, regulators, senior management and Non-Traded Market Risk governance committees.

Qualifications:

• 7 - 10 + years experience in Financial Services, Treasury, and bank global liquidity investment portfolio. Market experience is preferred
• Proficient with debt investment securities and non-trading market risk such as FXRBB, commodity risk, private equity risk and CSRBB
• Demonstrate ability to understand regulatory, compliance, risk management and financial management, and data governance concerns
• Understanding of Bank ALM, Capital, and Liquidity considerations
• Experience in debt investment securities analytics, measurement, metrics and methodologies
• Demonstrates thorough knowledge fundamental Balance Sheet and P&L
• Proficient with Bloomberg, fixed income analytical tool (e.g. yield book), Python or other database experience is a plus

Education:

• Bachelor’s degree required; advanced degree a plus

Please Note: This is a hybrid position that requires working 3 days per week onsite at our Buffalo location. Relocation assistance is not provided.

Anticipated Posting Close Date:

View the " " poster. View the .

View the .

View the