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Citi Group Balance Sheet Mgmt Ld Analyst - C13 LONG ISLAND CITY 
United States, New York, New York 
47485136

02.08.2024

The successful candidate will:

  • Possess experience building, enhancing and executing an 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)
  • Participate in Citi’s interest rate risk management process and contribute to its balance sheet strategy
  • Contribute to enhancements to Citi's IRRBB framework

Team Overview:

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

Responsibilities:

  • Enhance and strengthen the overall framework and governance of IRRBB
  • Engage country and business treasurers teams on optimizing IRRBB and FTP while complying with local regulatory requirements
  • Participate in projects to enhance Citi's IRRBB framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
  • Collaborate with Citi Treasury Investments and Markets Treasury on developing interest rate risk management (hedging and positioning) strategy
  • Produce IRRBB related analysis and reporting required for enterprise risk management, compliance and audit exercises
  • Contribute to 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

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:

  • 6-10 years’ experience within financial services preferably in a Bank’s Corporate Treasury function
  • Experience building, enhancing and executing an ALM/IRRBB management framework (policy, governance, models, methodologies, reporting, controls, processes, risk limits, analytics, data)
  • Strong communication skills, both oral and written
  • Excellent analytical and problem-solving ability
  • Ability to multi-task and ability to work under pressure
  • Bachelor’s degree, preferably Master’s degree
Balance Sheet Management

Full timeLong Island City New York United States$142,320.00 - $213,480.00



Anticipated Posting Close Date:

Aug 08, 2024

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